TRLGX vs. DURPX

In the year-to-date period, TRLGX achieves a 0.34% return, which is significantly lower than DURPX's 0.82% return.

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

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) and DFA US High Relative Profitability Portfolio (DURPX). 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 TRLGX Sharpe Ratio is 0.47, which is comparable to the DURPX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of TRLGX and DURPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

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

T. Rowe Price Large-Cap Growth Fund (TRLGX) has a higher volatility of 7.48% compared to DFA US High Relative Profitability Portfolio (DURPX) at 5.95%. This indicates that TRLGX's price experiences larger fluctuations and is considered to be riskier than DURPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.