VTSMX vs. TRBCX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and T. Rowe Price Blue Chip Growth Fund (TRBCX).
VTSMX is managed by Vanguard. TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSMX or TRBCX.
Performance
VTSMX vs. TRBCX - Performance Comparison
Returns By Period
In the year-to-date period, VTSMX achieves a 23.46% return, which is significantly lower than TRBCX's 32.64% return. Over the past 10 years, VTSMX has underperformed TRBCX with an annualized return of 12.47%, while TRBCX has yielded a comparatively higher 14.63% annualized return.
VTSMX
23.46%
0.82%
11.37%
32.14%
14.53%
12.47%
TRBCX
32.64%
2.21%
13.54%
38.24%
15.05%
14.63%
Key characteristics
| VTSMX | TRBCX | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.15 |
| Sortino Ratio | 3.43 | 2.84 |
| Omega Ratio | 1.47 | 1.40 |
| Calmar Ratio | 3.75 | 2.34 |
| Martin Ratio | 16.38 | 11.82 |
| Ulcer Index | 1.96% | 3.30% |
| Daily Std Dev | 12.55% | 18.14% |
| Max Drawdown | -55.38% | -54.56% |
| Current Drawdown | -2.42% | -2.80% |
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VTSMX vs. TRBCX - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Correlation
The correlation between VTSMX and TRBCX is 0.94, 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.
Risk-Adjusted Performance
VTSMX vs. TRBCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) 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.
Dividends
VTSMX vs. TRBCX - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.19%, less than TRBCX's 2.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.19% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.63% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
Drawdowns
VTSMX vs. TRBCX - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, roughly equal to the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for VTSMX and TRBCX. For additional features, visit the drawdowns tool.
Volatility
VTSMX vs. TRBCX - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 4.25%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 5.33%. This indicates that VTSMX 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.