VLACX vs. PRGFX

In the year-to-date period, VLACX achieves a 28.02% return, which is significantly lower than PRGFX's 34.16% return. Over the past 10 years, VLACX has outperformed PRGFX with an annualized return of 13.01%, while PRGFX has yielded a comparatively lower 8.37% annualized return.

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VLACX has a 0.17% expense ratio, which is lower than PRGFX's 0.63% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large Cap Index Fund (VLACX) and T. Rowe Price Growth Stock Fund (PRGFX). 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 VLACX Sharpe Ratio is 2.25, which is comparable to the PRGFX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of VLACX and PRGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VLACX's dividend yield for the trailing twelve months is around 0.81%, less than PRGFX's 6.40% yield.

The maximum VLACX drawdown since its inception was -54.82%, roughly equal to the maximum PRGFX drawdown of -57.19%. Use the drawdown chart below to compare losses from any high point for VLACX and PRGFX. For additional features, visit the drawdowns tool.

The current volatility for Vanguard Large Cap Index Fund (VLACX) is 4.02%, while T. Rowe Price Growth Stock Fund (PRGFX) has a volatility of 4.90%. This indicates that VLACX experiences smaller price fluctuations and is considered to be less risky than PRGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.