TRLGX vs. DURPX

Last updated Jun 5, 2026

TRLGX (T. Rowe Price Large-Cap Growth Fund) and DURPX (DFA US High Relative Profitability Portfolio) are both mutual funds - TRLGX is a Large Cap Growth Equities fund managed by T. Rowe Price, while DURPX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 5 years, TRLGX returned 12.21%/yr vs 12.63%/yr for DURPX. Their correlation of 0.84 suggests significant overlap in exposure. TRLGX charges 0.55%/yr vs 0.23%/yr for DURPX.

Performance

TRLGX vs. DURPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Growth Fund (TRLGX) and DFA US High Relative Profitability Portfolio (DURPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRLGX achieves a 3.32% return, which is significantly lower than DURPX's 8.72% return.

TRLGX

• 1D: -1.71%
• 1M: 3.23%
• YTD: 3.32%
• 6M: 2.73%
• 1Y: 17.88%
• 3Y*: 24.67%
• 5Y*: 12.21%
• 10Y*: 18.24%

DURPX

• 1D: -0.50%
• 1M: 5.00%
• YTD: 8.72%
• 6M: 8.88%
• 1Y: 19.41%
• 3Y*: 18.80%
• 5Y*: 12.63%
• 10Y*: —

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

TRLGX vs. DURPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRLGX T. Rowe Price Large-Cap Growth Fund	3.32%	17.51%	37.57%	46.22%	-35.26%	23.24%	39.57%	28.51%	4.35%	17.48%
DURPX DFA US High Relative Profitability Portfolio	8.72%	12.81%	20.49%	21.85%	-11.82%	25.27%	19.29%	33.11%	-5.11%	17.77%

Correlation

The correlation between TRLGX and DURPX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since May 17, 2017	0.84

The correlation between TRLGX and DURPX shifts across timeframes, from 0.73 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TRLGX vs. DURPX — Risk / Return Rank

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

TRLGX

TRLGX Risk / Return Rank: 15
TRLGX Sharpe Ratio Rank: 18
TRLGX Sortino Ratio Rank: 17
TRLGX Omega Ratio Rank: 16
TRLGX Calmar Ratio Rank: 11
TRLGX Martin Ratio Rank: 11

DURPX

DURPX Risk / Return Rank: 37
DURPX Sharpe Ratio Rank: 36
DURPX Sortino Ratio Rank: 36
DURPX Omega Ratio Rank: 34
DURPX Calmar Ratio Rank: 36
DURPX Martin Ratio Rank: 46

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.

TRLGX vs. DURPX - Risk-Adjusted Trends Comparison

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.

	TRLGX	DURPX	Difference
Sharpe ratio: Return per unit of total volatility	1.21	1.73	-0.53
Sortino ratio: Return per unit of downside risk	1.71	2.49	-0.77
Omega ratio: Gain probability vs. loss probability	1.21	1.31	-0.09
Calmar ratio: Return relative to maximum drawdown	1.04	2.24	-1.20
Martin ratio: Return relative to average drawdown	3.29	9.51	-6.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRLGX vs. DURPX - Sharpe Ratio Comparison

The current TRLGX Sharpe Ratio is 1.21, which is lower than the DURPX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of TRLGX and DURPX, 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

	TRLGX	DURPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	1.73	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.80	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.85	-0.28

Drawdowns

TRLGX vs. DURPX - Drawdown Comparison

The maximum TRLGX drawdown since its inception was -55.56%, 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.

Drawdown Indicators

	TRLGX	DURPX	Difference
Max Drawdown Largest peak-to-trough decline	-55.56%	-31.02%	-24.54%
Max Drawdown (1Y) Largest decline over 1 year	-18.18%	-8.67%	-9.51%
Max Drawdown (3Y) Largest decline over 3 years	-21.17%	-18.38%	-2.79%
Max Drawdown (5Y) Largest decline over 5 years	-40.44%	-21.90%	-18.54%
Max Drawdown (10Y) Largest decline over 10 years	-40.44%	—	—
Current Drawdown Current decline from peak	-2.60%	-0.50%	-2.10%
Average Drawdown Average peak-to-trough decline	-8.68%	-4.06%	-4.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.73%	2.04%	+3.69%

Volatility

TRLGX vs. DURPX - Volatility Comparison

T. Rowe Price Large-Cap Growth Fund (TRLGX) has a higher volatility of 3.80% compared to DFA US High Relative Profitability Portfolio (DURPX) at 2.43%. 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.

Volatility by Period

	TRLGX	DURPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	2.43%	+1.37%
Volatility (6M) Calculated over the trailing 6-month period	12.46%	8.61%	+3.85%
Volatility (1Y) Calculated over the trailing 1-year period	15.68%	11.27%	+4.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.39%	15.87%	+6.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.76%	17.58%	+4.18%

TRLGX vs. DURPX - Expense Ratio Comparison

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

Dividends

TRLGX vs. DURPX - Dividend Comparison

TRLGX's dividend yield for the trailing twelve months is around 13.25%, more than DURPX's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DURPX DFA US High Relative Profitability Portfolio	0.97%	1.05%	1.20%	1.49%	3.65%	4.12%	1.34%	1.36%	1.69%	0.77%	0.00%	0.00%
TRLGX T. Rowe Price Large-Cap Growth Fund	13.25%	13.69%	9.80%	2.04%	3.88%	2.56%	0.42%	4.09%	7.93%	9.27%	1.64%	4.71%

Frequently Asked Questions

Can I hold both TRLGX and DURPX in my portfolio?

TRLGX and DURPX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRLGX or DURPX?

TRLGX has higher volatility (3.80%) compared to DURPX (2.43%). In terms of maximum drawdown, TRLGX dropped -55.56% vs DURPX's -31.02%.

Which has better risk-adjusted returns?

DURPX currently has the higher Sharpe Ratio (1.73 vs 1.21), 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.