TILCX vs. DFFVX

Last updated Jun 4, 2026

TILCX (T. Rowe Price Large-Cap Value Fund) and DFFVX (DFA U.S. Targeted Value Portfolio) are both mutual funds - TILCX is a Large Cap Value Equities fund managed by T. Rowe Price, while DFFVX is a Small Cap Value Equities fund managed by Dimensional. Over the past 10 years, TILCX returned 11.05%/yr vs 11.05%/yr for DFFVX. Their correlation of 0.88 suggests significant overlap in exposure. TILCX charges 0.55%/yr vs 0.29%/yr for DFFVX.

Performance

TILCX vs. DFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Value Fund (TILCX) and DFA U.S. Targeted Value Portfolio (DFFVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with TILCX having a 15.11% return and DFFVX slightly lower at 14.56%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: TILCX at 11.05% and DFFVX at 11.05%.

TILCX

• 1D: 0.65%
• 1M: 4.35%
• YTD: 15.11%
• 6M: 17.21%
• 1Y: 26.91%
• 3Y*: 16.96%
• 5Y*: 9.24%
• 10Y*: 11.05%

DFFVX

• 1D: 0.96%
• 1M: 2.48%
• YTD: 14.56%
• 6M: 14.49%
• 1Y: 32.25%
• 3Y*: 17.52%
• 5Y*: 8.76%
• 10Y*: 11.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TILCX vs. DFFVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TILCX T. Rowe Price Large-Cap Value Fund	15.11%	11.82%	11.32%	9.64%	-5.10%	25.89%	3.08%	26.67%	-9.38%	16.81%
DFFVX DFA U.S. Targeted Value Portfolio	14.56%	9.53%	9.34%	19.37%	-4.66%	31.53%	3.78%	21.51%	-15.79%	9.20%

Correlation

The correlation between TILCX and DFFVX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Mar 31, 2000	0.88

The correlation between TILCX and DFFVX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

Return for Risk

TILCX vs. DFFVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TILCX

TILCX Risk / Return Rank: 77
TILCX Sharpe Ratio Rank: 77
TILCX Sortino Ratio Rank: 77
TILCX Omega Ratio Rank: 69
TILCX Calmar Ratio Rank: 84
TILCX Martin Ratio Rank: 80

DFFVX

DFFVX Risk / Return Rank: 56
DFFVX Sharpe Ratio Rank: 48
DFFVX Sortino Ratio Rank: 50
DFFVX Omega Ratio Rank: 45
DFFVX Calmar Ratio Rank: 78
DFFVX Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TILCX vs. DFFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Value Fund (TILCX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.

	TILCX	DFFVX	Difference
Sharpe ratio: Return per unit of total volatility	2.55	2.03	+0.51
Sortino ratio: Return per unit of downside risk	3.66	2.98	+0.68
Omega ratio: Gain probability vs. loss probability	1.46	1.36	+0.10
Calmar ratio: Return relative to maximum drawdown	3.92	3.57	+0.36
Martin ratio: Return relative to average drawdown	14.93	11.57	+3.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TILCX vs. DFFVX - Sharpe Ratio Comparison

The current TILCX Sharpe Ratio is 2.55, which is comparable to the DFFVX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of TILCX and DFFVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TILCX	DFFVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.55	2.03	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.41	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.47	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.47	-0.01

Drawdowns

TILCX vs. DFFVX - Drawdown Comparison

The maximum TILCX drawdown since its inception was -57.60%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for TILCX and DFFVX.

Drawdown Indicators

	TILCX	DFFVX	Difference
Max Drawdown Largest peak-to-trough decline	-57.60%	-64.21%	+6.61%
Max Drawdown (1Y) Largest decline over 1 year	-7.00%	-9.70%	+2.70%
Max Drawdown (3Y) Largest decline over 3 years	-15.55%	-26.09%	+10.54%
Max Drawdown (5Y) Largest decline over 5 years	-17.95%	-26.09%	+8.14%
Max Drawdown (10Y) Largest decline over 10 years	-39.85%	-50.75%	+10.90%
Current Drawdown Current decline from peak	-0.57%	0.00%	-0.57%
Average Drawdown Average peak-to-trough decline	-7.64%	-9.71%	+2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	2.98%	-1.15%

Volatility

TILCX vs. DFFVX - Volatility Comparison

The current volatility for T. Rowe Price Large-Cap Value Fund (TILCX) is 3.32%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 4.26%. This indicates that TILCX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILCX	DFFVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	4.26%	-0.94%
Volatility (6M) Calculated over the trailing 6-month period	8.28%	11.04%	-2.76%
Volatility (1Y) Calculated over the trailing 1-year period	10.78%	17.02%	-6.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.88%	21.54%	-6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.59%	23.67%	-6.08%

TILCX vs. DFFVX - Expense Ratio Comparison

TILCX has a 0.55% expense ratio, which is higher than DFFVX's 0.29% expense ratio.

Dividends

TILCX vs. DFFVX - Dividend Comparison

TILCX's dividend yield for the trailing twelve months is around 11.12%, more than DFFVX's 1.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFFVX DFA U.S. Targeted Value Portfolio	1.50%	1.69%	1.40%	2.26%	5.17%	2.74%	1.52%	3.82%	5.95%	5.16%	3.95%	5.84%
TILCX T. Rowe Price Large-Cap Value Fund	11.12%	12.80%	8.32%	8.41%	19.17%	6.88%	3.05%	5.67%	7.61%	4.79%	4.10%	6.02%

Frequently Asked Questions

Can I hold both TILCX and DFFVX in my portfolio?

TILCX and DFFVX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TILCX or DFFVX?

DFFVX has higher volatility (4.26%) compared to TILCX (3.32%). In terms of maximum drawdown, TILCX dropped -57.60% vs DFFVX's -64.21%.

Which has better risk-adjusted returns?

TILCX currently has the higher Sharpe Ratio (2.55 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.