TRLUX vs. DFFVX
Compare and contrast key facts about T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) and DFA U.S. Targeted Value Portfolio (DFFVX).
TRLUX is an actively managed fund by T. Rowe Price. It was launched on May 4, 2020. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
TRLUX vs. DFFVX - Performance Comparison
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TRLUX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TRLUX T. Rowe Price Large Cap Value Fund Investor Class | 0.31% | 24.73% | 11.14% | 9.51% | -5.25% | 21.12% | 36.65% |
DFFVX DFA U.S. Targeted Value Portfolio | 3.27% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 54.25% |
Returns By Period
In the year-to-date period, TRLUX achieves a 0.31% return, which is significantly lower than DFFVX's 3.27% return.
TRLUX
- 1D
- 0.00%
- 1M
- -6.95%
- YTD
- 0.31%
- 6M
- 16.57%
- 1Y
- 20.82%
- 3Y*
- 15.64%
- 5Y*
- 9.16%
- 10Y*
- —
DFFVX
- 1D
- -0.57%
- 1M
- -5.78%
- YTD
- 3.27%
- 6M
- 6.24%
- 1Y
- 21.73%
- 3Y*
- 13.51%
- 5Y*
- 8.15%
- 10Y*
- 10.23%
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TRLUX vs. DFFVX - Expense Ratio Comparison
TRLUX has a 0.70% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Return for Risk
TRLUX vs. DFFVX — Risk / Return Rank
TRLUX
DFFVX
TRLUX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) 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.
| TRLUX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.97 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.49 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.31 | +0.31 |
Martin ratioReturn relative to average drawdown | 6.57 | 4.88 | +1.69 |
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
| TRLUX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.97 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.38 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.45 | +0.51 |
Correlation
The correlation between TRLUX and DFFVX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TRLUX vs. DFFVX - Dividend Comparison
TRLUX's dividend yield for the trailing twelve months is around 23.15%, more than DFFVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLUX T. Rowe Price Large Cap Value Fund Investor Class | 23.15% | 23.22% | 8.27% | 8.22% | 19.09% | 3.04% | 3.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.66% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
TRLUX vs. DFFVX - Drawdown Comparison
The maximum TRLUX drawdown since its inception was -18.06%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for TRLUX and DFFVX.
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Drawdown Indicators
| TRLUX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.06% | -64.21% | +46.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -14.71% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -26.09% | +8.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.75% | — |
Current DrawdownCurrent decline from peak | -7.02% | -8.07% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -9.76% | +5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.96% | -0.89% |
Volatility
TRLUX vs. DFFVX - Volatility Comparison
The current volatility for T. Rowe Price Large Cap Value Fund Investor Class (TRLUX) is 3.75%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 4.90%. This indicates that TRLUX 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.
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Volatility by Period
| TRLUX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.90% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 12.20% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 22.60% | -3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 21.69% | -6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 23.67% | -7.00% |