TRRHX vs. DFUSX
Compare and contrast key facts about T. Rowe Price Retirement 2025 Fund (TRRHX) and DFA U.S. Large Company Portfolio (DFUSX).
TRRHX is managed by T. Rowe Price. It was launched on Feb 27, 2004. DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRRHX or DFUSX.
Performance
TRRHX vs. DFUSX - Performance Comparison
Returns By Period
In the year-to-date period, TRRHX achieves a 11.20% return, which is significantly lower than DFUSX's 26.16% return. Over the past 10 years, TRRHX has underperformed DFUSX with an annualized return of 7.01%, while DFUSX has yielded a comparatively higher 13.15% annualized return.
TRRHX
11.20%
0.23%
5.94%
16.70%
7.34%
7.01%
DFUSX
26.16%
1.78%
13.65%
32.30%
15.65%
13.15%
Key characteristics
| TRRHX | DFUSX | |
|---|---|---|
| Sharpe Ratio | 2.45 | 2.67 |
| Sortino Ratio | 3.51 | 3.56 |
| Omega Ratio | 1.46 | 1.50 |
| Calmar Ratio | 1.88 | 3.88 |
| Martin Ratio | 15.99 | 17.45 |
| Ulcer Index | 1.06% | 1.88% |
| Daily Std Dev | 6.91% | 12.27% |
| Max Drawdown | -50.04% | -54.96% |
| Current Drawdown | -0.80% | -0.80% |
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TRRHX vs. DFUSX - Expense Ratio Comparison
TRRHX has a 0.55% expense ratio, which is higher than DFUSX's 0.08% expense ratio.
Correlation
The correlation between TRRHX and DFUSX is 0.95, 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.
Risk-Adjusted Performance
TRRHX vs. DFUSX - Risk-Adjusted Performance 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.
Dividends
TRRHX vs. DFUSX - Dividend Comparison
TRRHX's dividend yield for the trailing twelve months is around 2.07%, more than DFUSX's 1.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRHX T. Rowe Price Retirement 2025 Fund | 2.07% | 2.30% | 2.41% | 1.40% | 1.29% | 2.02% | 2.07% | 1.65% | 1.74% | 1.74% | 1.59% | 1.43% |
DFUSX DFA U.S. Large Company Portfolio | 1.10% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
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. For additional features, visit the drawdowns tool.
Volatility
TRRHX vs. DFUSX - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 1.81%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 3.96%. 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.