TRRHX vs. DFUSX
TRRHX (T. Rowe Price Retirement 2025 Fund) and DFUSX (DFA U.S. Large Company Portfolio) are both mutual funds - TRRHX is a Target Retirement Date fund managed by T. Rowe Price, while DFUSX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, TRRHX returned 7.50%/yr vs 14.86%/yr for DFUSX. Their correlation of 0.94 means they have usually moved in the same direction. TRRHX charges 0.55%/yr vs 0.08%/yr for DFUSX.
Performance
TRRHX vs. DFUSX - Performance Comparison
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Returns By Period
In the year-to-date period, TRRHX achieves a 6.12% return, which is significantly lower than DFUSX's 9.37% return. Over the past 10 years, TRRHX has underperformed DFUSX with an annualized return of 7.50%, while DFUSX has yielded a comparatively higher 14.86% annualized return.
TRRHX
- 1D
- 0.92%
- 1M
- -0.32%
- 6M
- 3.37%
- YTD
- 6.12%
- 1Y
- 6.55%
- 3Y*
- 8.71%
- 5Y*
- 4.22%
- 10Y*
- 7.50%
- ALL TIME*
- 6.99%
DFUSX
- 1D
- 1.67%
- 1M
- -0.56%
- 6M
- 7.80%
- YTD
- 9.37%
- 1Y
- 20.58%
- 3Y*
- 18.99%
- 5Y*
- 12.63%
- 10Y*
- 14.86%
- ALL TIME*
- 8.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TRRHX vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRRHX T. Rowe Price Retirement 2025 Fund | 6.12% | 6.59% | 9.71% | 14.63% | -15.59% | 12.02% | 14.68% | 20.96% | -5.68% | 17.69% |
DFUSX DFA U.S. Large Company Portfolio | 9.37% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
Correlation
The correlation between TRRHX and DFUSX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2004 | 0.94 |
The correlation between TRRHX and DFUSX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
TRRHX vs. DFUSX — Risk / Return Rank
TRRHX
DFUSX
TRRHX vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2025 Fund (TRRHX) and DFA U.S. Large Company Portfolio (DFUSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRRHX | DFUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.26 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.08 | -1.32 |
| Martin ratioReturn relative to average drawdown | 2.28 | 8.94 | -6.66 |
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Drawdowns
TRRHX vs. DFUSX - Drawdown Comparison
The maximum TRRHX drawdown since its inception was -50.04%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for TRRHX and DFUSX.
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Drawdown Indicators
| TRRHX | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.04% | -54.96% | +4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -8.88% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -8.69% | -18.76% | +10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.00% | -24.58% | +2.58% |
Max Drawdown (10Y)Largest decline over 10 years | -26.42% | -33.79% | +7.37% |
Current DrawdownCurrent decline from peak | -0.85% | -2.09% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -10.55% | +4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.06% | +0.51% |
Volatility
TRRHX vs. DFUSX - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 1.98%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 3.45%. This indicates that TRRHX experiences smaller price fluctuations and is considered to be less risky than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRRHX | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.98% | 3.45% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.44% | 10.12% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.23% | 12.60% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.02% | 16.99% | -6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.75% | 18.07% | -7.32% |
TRRHX vs. DFUSX - Expense Ratio Comparison
TRRHX has a 0.55% expense ratio, which is higher than DFUSX's 0.08% expense ratio.
Dividends
TRRHX vs. DFUSX - Dividend Comparison
TRRHX has not paid dividends to shareholders, while DFUSX's dividend yield for the trailing twelve months is around 0.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 0.99% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
TRRHX T. Rowe Price Retirement 2025 Fund | 0.00% | 0.00% | 4.13% | 6.58% | 12.69% | 10.87% | 5.21% | 4.95% | 7.52% | 3.70% | 2.00% | 3.11% |
Frequently Asked Questions
TRRHX and DFUSX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFUSX has higher volatility (3.45%) compared to TRRHX (1.98%). In terms of maximum drawdown, TRRHX dropped -50.04% vs DFUSX's -54.96%.
DFUSX currently has the higher Sharpe Ratio (1.47 vs 0.64), 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.
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