TRVLX vs. FLCOX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and Fidelity Large Cap Value Index Fund (FLCOX).
TRVLX is managed by T. Rowe Price. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRVLX or FLCOX.
Key characteristics
| TRVLX | FLCOX | |
|---|---|---|
| YTD Return | 21.32% | 20.02% |
| 1Y Return | 34.26% | 34.09% |
| 3Y Return (Ann) | 6.59% | 7.73% |
| 5Y Return (Ann) | 12.46% | 10.51% |
| Sharpe Ratio | 3.24 | 2.99 |
| Sortino Ratio | 4.58 | 4.21 |
| Omega Ratio | 1.60 | 1.55 |
| Calmar Ratio | 3.22 | 3.61 |
| Martin Ratio | 21.39 | 19.15 |
| Ulcer Index | 1.56% | 1.73% |
| Daily Std Dev | 10.31% | 11.07% |
| Max Drawdown | -60.22% | -38.28% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TRVLX and FLCOX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TRVLX vs. FLCOX - Performance Comparison
In the year-to-date period, TRVLX achieves a 21.32% return, which is significantly higher than FLCOX's 20.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TRVLX vs. FLCOX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Risk-Adjusted Performance
TRVLX vs. FLCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and Fidelity Large Cap Value Index Fund (FLCOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
TRVLX vs. FLCOX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 1.09%, less than FLCOX's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 1.09% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% | 1.21% |
FLCOX Fidelity Large Cap Value Index Fund | 1.50% | 1.99% | 2.01% | 1.55% | 2.28% | 2.13% | 2.33% | 1.73% | 0.52% | 0.00% | 0.00% | 0.00% |
Drawdowns
TRVLX vs. FLCOX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for TRVLX and FLCOX. For additional features, visit the drawdowns tool.
Volatility
TRVLX vs. FLCOX - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 3.55%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 3.81%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.