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VITSX vs. TRLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VITSX and TRLGX is 0.92, 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.


-0.50.00.51.00.9

Performance

VITSX vs. TRLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%750.00%JulyAugustSeptemberOctoberNovemberDecember
751.97%
675.20%
VITSX
TRLGX

Key characteristics

Sharpe Ratio

VITSX:

2.09

TRLGX:

1.73

Sortino Ratio

VITSX:

2.78

TRLGX:

2.29

Omega Ratio

VITSX:

1.39

TRLGX:

1.32

Calmar Ratio

VITSX:

3.14

TRLGX:

1.43

Martin Ratio

VITSX:

13.35

TRLGX:

10.29

Ulcer Index

VITSX:

2.01%

TRLGX:

2.78%

Daily Std Dev

VITSX:

12.86%

TRLGX:

16.54%

Max Drawdown

VITSX:

-55.31%

TRLGX:

-56.16%

Current Drawdown

VITSX:

-3.11%

TRLGX:

-7.30%

Returns By Period

In the year-to-date period, VITSX achieves a 24.81% return, which is significantly lower than TRLGX's 26.88% return. Over the past 10 years, VITSX has outperformed TRLGX with an annualized return of 12.52%, while TRLGX has yielded a comparatively lower 11.87% annualized return.


VITSX

YTD

24.81%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.08%

10Y*

12.52%

TRLGX

YTD

26.88%

1M

-3.28%

6M

4.86%

1Y

27.13%

5Y*

13.65%

10Y*

11.87%

Compare stocks, funds, or ETFs

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


VITSX vs. TRLGX - Expense Ratio Comparison

VITSX has a 0.03% expense ratio, which is lower than TRLGX's 0.55% expense ratio.


TRLGX
T. Rowe Price Large-Cap Growth Fund
Expense ratio chart for TRLGX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VITSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VITSX vs. TRLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) 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.


Sharpe ratio
The chart of Sharpe ratio for VITSX, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.002.091.73
The chart of Sortino ratio for VITSX, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.002.782.29
The chart of Omega ratio for VITSX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.32
The chart of Calmar ratio for VITSX, currently valued at 3.13, compared to the broader market0.002.004.006.008.0010.0012.0014.003.141.43
The chart of Martin ratio for VITSX, currently valued at 13.35, compared to the broader market0.0020.0040.0060.0013.3510.29
VITSX
TRLGX

The current VITSX Sharpe Ratio is 2.09, which is comparable to the TRLGX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of VITSX 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.09
1.73
VITSX
TRLGX

Dividends

VITSX vs. TRLGX - Dividend Comparison

VITSX's dividend yield for the trailing twelve months is around 0.93%, while TRLGX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares
0.93%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.93%1.99%1.77%1.75%
TRLGX
T. Rowe Price Large-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.41%0.28%0.24%0.24%0.03%0.07%0.04%

Drawdowns

VITSX vs. TRLGX - Drawdown Comparison

The maximum VITSX drawdown since its inception was -55.31%, roughly equal to the maximum TRLGX drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for VITSX and TRLGX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.11%
-7.30%
VITSX
TRLGX

Volatility

VITSX vs. TRLGX - Volatility Comparison

The current volatility for Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) is 4.06%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 6.06%. This indicates that VITSX 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.06%
6.06%
VITSX
TRLGX
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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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