DURPX vs. TRLGX

In the year-to-date period, DURPX achieves a 0.33% return, which is significantly higher than TRLGX's -0.67% return.

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DURPX has a 0.23% expense ratio, which is lower than TRLGX's 0.55% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) 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.

The current DURPX Sharpe Ratio is 0.61, which is higher than the TRLGX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of DURPX 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.

DURPX's dividend yield for the trailing twelve months is around 1.18%, while TRLGX has not paid dividends to shareholders.

The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum TRLGX drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for DURPX and TRLGX. For additional features, visit the drawdowns tool.

The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 6.07%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 7.44%. This indicates that DURPX 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.