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

Correlation

The correlation between VFICX and TRBCX is -0.09. 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.


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.

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Key characteristics

Sharpe Ratio

VFICX:

1.17

TRBCX:

0.65

Sortino Ratio

VFICX:

1.68

TRBCX:

1.09

Omega Ratio

VFICX:

1.20

TRBCX:

1.15

Calmar Ratio

VFICX:

0.48

TRBCX:

0.75

Martin Ratio

VFICX:

3.30

TRBCX:

2.45

Ulcer Index

VFICX:

1.85%

TRBCX:

6.90%

Daily Std Dev

VFICX:

5.46%

TRBCX:

25.58%

Max Drawdown

VFICX:

-22.68%

TRBCX:

-54.56%

Current Drawdown

VFICX:

-6.69%

TRBCX:

-6.10%

Returns By Period

In the year-to-date period, VFICX achieves a 1.67% return, which is significantly higher than TRBCX's -1.34% return. Over the past 10 years, VFICX has underperformed TRBCX with an annualized return of 1.75%, while TRBCX has yielded a comparatively higher 13.90% annualized return.


VFICX

YTD

1.67%

1M

1.53%

6M

1.06%

1Y

6.34%

5Y*

-0.11%

10Y*

1.75%

TRBCX

YTD

-1.34%

1M

11.09%

6M

-1.58%

1Y

16.48%

5Y*

14.38%

10Y*

13.90%

*Annualized

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VFICX vs. TRBCX - Expense Ratio Comparison

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


Risk-Adjusted Performance

VFICX vs. TRBCX — Risk-Adjusted Performance Rank

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

VFICX
The Risk-Adjusted Performance Rank of VFICX is 7777
Overall Rank
The Sharpe Ratio Rank of VFICX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VFICX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VFICX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VFICX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VFICX is 7575
Martin Ratio Rank

TRBCX
The Risk-Adjusted Performance Rank of TRBCX is 6666
Overall Rank
The Sharpe Ratio Rank of TRBCX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of TRBCX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of TRBCX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TRBCX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TRBCX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VFICX Sharpe Ratio is 1.17, which is higher than the TRBCX Sharpe Ratio of 0.65. 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.


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Dividends

VFICX vs. TRBCX - Dividend Comparison

VFICX's dividend yield for the trailing twelve months is around 4.29%, less than TRBCX's 9.20% yield.


TTM20242023202220212020201920182017201620152014
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.29%4.58%3.81%3.09%2.26%2.51%3.04%3.21%2.80%2.87%3.08%3.16%
TRBCX
T. Rowe Price Blue Chip Growth Fund
9.20%9.08%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%

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.


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Volatility

VFICX vs. TRBCX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) is 1.71%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 7.87%. 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.


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