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TRVLX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRVLX vs. TRLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

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TRVLX vs. TRLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRVLX
T. Rowe Price Value Fund
4.31%16.37%14.98%12.16%-11.37%29.86%10.48%26.20%-9.44%17.35%
TRLGX
T. Rowe Price Large-Cap Growth Fund
-11.46%17.51%37.57%46.22%-35.26%23.24%39.57%28.51%4.35%37.77%

Returns By Period

In the year-to-date period, TRVLX achieves a 4.31% return, which is significantly higher than TRLGX's -11.46% return. Over the past 10 years, TRVLX has underperformed TRLGX with an annualized return of 11.33%, while TRLGX has yielded a comparatively higher 16.72% annualized return.


TRVLX

1D
1.77%
1M
-5.28%
YTD
4.31%
6M
10.57%
1Y
15.40%
3Y*
16.28%
5Y*
9.68%
10Y*
11.33%

TRLGX

1D
3.95%
1M
-5.81%
YTD
-11.46%
6M
-10.30%
1Y
12.15%
3Y*
22.38%
5Y*
9.59%
10Y*
16.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRVLX vs. TRLGX - Expense Ratio Comparison

TRVLX has a 0.65% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


Return for Risk

TRVLX vs. TRLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRVLX
TRVLX Risk / Return Rank: 5454
Overall Rank
TRVLX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TRVLX Sortino Ratio Rank: 5252
Sortino Ratio Rank
TRVLX Omega Ratio Rank: 5151
Omega Ratio Rank
TRVLX Calmar Ratio Rank: 5757
Calmar Ratio Rank
TRVLX Martin Ratio Rank: 6363
Martin Ratio Rank

TRLGX
TRLGX Risk / Return Rank: 2121
Overall Rank
TRLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRVLX vs. TRLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.


TRVLXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.59

+0.41

Sortino ratio

Return per unit of downside risk

1.48

1.02

+0.47

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

1.42

0.55

+0.87

Martin ratio

Return relative to average drawdown

6.19

1.83

+4.37

TRVLX vs. TRLGX - Sharpe Ratio Comparison

The current TRVLX Sharpe Ratio is 1.00, which is higher than the TRLGX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TRVLX and TRLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRVLXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.59

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.43

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.77

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.55

+0.06

Correlation

The correlation between TRVLX and TRLGX is 0.82, 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.


Dividends

TRVLX vs. TRLGX - Dividend Comparison

TRVLX's dividend yield for the trailing twelve months is around 7.83%, less than TRLGX's 15.46% yield.


TTM20252024202320222021202020192018201720162015
TRVLX
T. Rowe Price Value Fund
7.83%8.17%8.50%2.97%10.09%10.92%2.33%1.69%11.09%5.89%3.06%8.77%
TRLGX
T. Rowe Price Large-Cap Growth Fund
15.46%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Drawdowns

TRVLX vs. TRLGX - Drawdown Comparison

The maximum TRVLX drawdown since its inception was -60.22%, which is greater than TRLGX's maximum drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for TRVLX and TRLGX.


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Drawdown Indicators


TRVLXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-60.22%

-55.56%

-4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-18.18%

+6.79%

Max Drawdown (5Y)

Largest decline over 5 years

-20.35%

-40.44%

+20.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.65%

-40.44%

+1.79%

Current Drawdown

Current decline from peak

-5.40%

-14.94%

+9.54%

Average Drawdown

Average peak-to-trough decline

-7.54%

-8.71%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

5.43%

-2.82%

Volatility

TRVLX vs. TRLGX - Volatility Comparison

The current volatility for T. Rowe Price Value Fund (TRVLX) is 4.13%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 7.19%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRVLXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

7.19%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

12.51%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

22.17%

-6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

22.41%

-8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

21.73%

-4.34%