DFESX vs. TRBCX
Compare and contrast key facts about DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) and T. Rowe Price Blue Chip Growth Fund (TRBCX).
DFESX is managed by T. Rowe Price. It was launched on Aug 30, 2006. TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993.
Performance
DFESX vs. TRBCX - Performance Comparison
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DFESX vs. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFESX DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio | 0.15% | 29.95% | 7.16% | 14.58% | -18.49% | 4.16% | 12.99% | 17.12% | -14.87% | 37.30% |
TRBCX T. Rowe Price Blue Chip Growth Fund | -14.57% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Returns By Period
In the year-to-date period, DFESX achieves a 0.15% return, which is significantly higher than TRBCX's -14.57% return. Over the past 10 years, DFESX has underperformed TRBCX with an annualized return of 8.27%, while TRBCX has yielded a comparatively higher 15.42% annualized return.
DFESX
- 1D
- -1.08%
- 1M
- -12.17%
- YTD
- 0.15%
- 6M
- 4.22%
- 1Y
- 28.38%
- 3Y*
- 14.71%
- 5Y*
- 5.15%
- 10Y*
- 8.27%
TRBCX
- 1D
- -0.35%
- 1M
- -8.85%
- YTD
- -14.57%
- 6M
- -12.81%
- 1Y
- 11.69%
- 3Y*
- 24.58%
- 5Y*
- 10.10%
- 10Y*
- 15.42%
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DFESX vs. TRBCX - Expense Ratio Comparison
DFESX has a 0.45% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Return for Risk
DFESX vs. TRBCX — Risk / Return Rank
DFESX
TRBCX
DFESX vs. TRBCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) 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.
| DFESX | TRBCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 0.51 | +1.26 |
Sortino ratioReturn per unit of downside risk | 2.29 | 0.89 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.13 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 0.49 | +1.46 |
Martin ratioReturn relative to average drawdown | 7.55 | 1.72 | +5.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFESX | TRBCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 0.51 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.42 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.68 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.57 | -0.19 |
Correlation
The correlation between DFESX and TRBCX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFESX vs. TRBCX - Dividend Comparison
DFESX's dividend yield for the trailing twelve months is around 2.74%, less than TRBCX's 6.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFESX DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio | 2.74% | 2.59% | 3.15% | 3.23% | 3.17% | 2.37% | 1.64% | 2.33% | 2.37% | 2.04% | 2.05% | 2.17% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 6.14% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Drawdowns
DFESX vs. TRBCX - Drawdown Comparison
The maximum DFESX drawdown since its inception was -41.43%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for DFESX and TRBCX.
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Drawdown Indicators
| DFESX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.43% | -54.56% | +13.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -17.01% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -32.64% | -43.63% | +10.99% |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | -43.63% | +2.20% |
Current DrawdownCurrent decline from peak | -12.79% | -17.01% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -10.87% | -11.35% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 4.86% | -1.55% |
Volatility
DFESX vs. TRBCX - Volatility Comparison
DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) has a higher volatility of 7.89% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 5.58%. This indicates that DFESX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFESX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 5.58% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 13.15% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 23.22% | -7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 24.00% | -9.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 22.73% | -6.87% |