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VFICX vs. TRBCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFICX and TRBCX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

VFICX vs. TRBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
2.43%
11.69%
VFICX
TRBCX

Key characteristics

Sharpe Ratio

VFICX:

0.66

TRBCX:

2.23

Sortino Ratio

VFICX:

0.97

TRBCX:

2.91

Omega Ratio

VFICX:

1.11

TRBCX:

1.41

Calmar Ratio

VFICX:

0.26

TRBCX:

2.59

Martin Ratio

VFICX:

2.18

TRBCX:

11.93

Ulcer Index

VFICX:

1.67%

TRBCX:

3.30%

Daily Std Dev

VFICX:

5.54%

TRBCX:

17.63%

Max Drawdown

VFICX:

-22.68%

TRBCX:

-54.56%

Current Drawdown

VFICX:

-8.48%

TRBCX:

-2.80%

Returns By Period

In the year-to-date period, VFICX achieves a 2.92% return, which is significantly lower than TRBCX's 37.66% return. Over the past 10 years, VFICX has underperformed TRBCX with an annualized return of 1.79%, while TRBCX has yielded a comparatively higher 15.05% annualized return.


VFICX

YTD

2.92%

1M

-0.19%

6M

2.43%

1Y

3.76%

5Y*

0.07%

10Y*

1.79%

TRBCX

YTD

37.66%

1M

2.41%

6M

10.57%

1Y

37.99%

5Y*

14.91%

10Y*

15.05%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFICX vs. TRBCX - Expense Ratio Comparison

VFICX has a 0.20% expense ratio, which is lower than TRBCX's 0.69% expense ratio.


TRBCX
T. Rowe Price Blue Chip Growth Fund
Expense ratio chart for TRBCX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for VFICX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

VFICX vs. TRBCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.


Sharpe ratio
The chart of Sharpe ratio for VFICX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.662.23
The chart of Sortino ratio for VFICX, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.972.91
The chart of Omega ratio for VFICX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.41
The chart of Calmar ratio for VFICX, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.0014.000.262.59
The chart of Martin ratio for VFICX, currently valued at 2.18, compared to the broader market0.0020.0040.0060.002.1811.93
VFICX
TRBCX

The current VFICX Sharpe Ratio is 0.66, which is lower than the TRBCX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VFICX and TRBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.66
2.23
VFICX
TRBCX

Dividends

VFICX vs. TRBCX - Dividend Comparison

VFICX's dividend yield for the trailing twelve months is around 4.52%, less than TRBCX's 8.94% yield.


TTM20232022202120202019201820172016201520142013
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.52%3.81%3.09%2.26%2.51%3.04%3.21%2.80%2.87%3.08%3.16%3.27%
TRBCX
T. Rowe Price Blue Chip Growth Fund
8.94%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%0.00%

Drawdowns

VFICX vs. TRBCX - Drawdown Comparison

The maximum VFICX drawdown since its inception was -22.68%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for VFICX and TRBCX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.48%
-2.80%
VFICX
TRBCX

Volatility

VFICX vs. TRBCX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) is 1.77%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 4.83%. This indicates that VFICX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.77%
4.83%
VFICX
TRBCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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