TRULX vs. PRJPX
TRULX (T. Rowe Price US Large-Cap Core) and PRJPX (T. Rowe Price Japan Fund) are both mutual funds - TRULX is a Large Cap Blend Equities fund actively managed by T. Rowe Price, while PRJPX is a Japan Equities fund managed by T. Rowe Price. Over the past 10 years, TRULX returned 13.30%/yr vs 7.93%/yr for PRJPX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. TRULX charges 0.64%/yr vs 1.05%/yr for PRJPX.
Performance
TRULX vs. PRJPX - Performance Comparison
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Returns By Period
In the year-to-date period, TRULX achieves a 10.16% return, which is significantly lower than PRJPX's 17.42% return. Over the past 10 years, TRULX has outperformed PRJPX with an annualized return of 13.30%, while PRJPX has yielded a comparatively lower 7.93% annualized return.
TRULX
- 1D
- 0.98%
- 1M
- 1.19%
- 6M
- 8.84%
- YTD
- 10.16%
- 1Y
- 18.36%
- 3Y*
- 17.56%
- 5Y*
- 11.11%
- 10Y*
- 13.30%
- ALL TIME*
- 14.14%
PRJPX
- 1D
- 3.58%
- 1M
- 4.19%
- 6M
- 11.18%
- YTD
- 17.42%
- 1Y
- 32.29%
- 3Y*
- 16.34%
- 5Y*
- 3.38%
- 10Y*
- 7.93%
- ALL TIME*
- 3.56%
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 |
TRULX vs. PRJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRULX T. Rowe Price US Large-Cap Core | 10.16% | 12.80% | 22.97% | 22.61% | -15.14% | 25.57% | 15.57% | 29.51% | -3.38% | 19.85% |
PRJPX T. Rowe Price Japan Fund | 17.42% | 32.21% | 6.13% | 2.02% | -27.37% | -11.03% | 34.60% | 27.56% | -12.24% | 32.06% |
Correlation
The correlation between TRULX and PRJPX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2009 | 0.62 |
The correlation between TRULX and PRJPX has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
TRULX vs. PRJPX — Risk / Return Rank
TRULX
PRJPX
TRULX vs. PRJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price US Large-Cap Core (TRULX) and T. Rowe Price Japan Fund (PRJPX). 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.
| TRULX | PRJPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.22 | -0.35 |
| Martin ratioReturn relative to average drawdown | 8.19 | 7.01 | +1.18 |
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Drawdowns
TRULX vs. PRJPX - Drawdown Comparison
The maximum TRULX drawdown since its inception was -33.68%, smaller than the maximum PRJPX drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for TRULX and PRJPX.
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Drawdown Indicators
| TRULX | PRJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.68% | -68.26% | +34.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -15.11% | +6.54% |
Max Drawdown (3Y)Largest decline over 3 years | -17.23% | -15.34% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -44.42% | +21.51% |
Max Drawdown (10Y)Largest decline over 10 years | -33.68% | -45.44% | +11.76% |
Current DrawdownCurrent decline from peak | -0.27% | 0.00% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -26.63% | +23.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 4.77% | -2.82% |
Volatility
TRULX vs. PRJPX - Volatility Comparison
The current volatility for T. Rowe Price US Large-Cap Core (TRULX) is 2.75%, while T. Rowe Price Japan Fund (PRJPX) has a volatility of 6.30%. This indicates that TRULX experiences smaller price fluctuations and is considered to be less risky than PRJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRULX | PRJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 6.30% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.93% | 15.82% | -6.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 19.33% | -7.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 19.28% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 17.64% | -0.67% |
TRULX vs. PRJPX - Expense Ratio Comparison
TRULX has a 0.64% expense ratio, which is lower than PRJPX's 1.05% expense ratio.
Dividends
TRULX vs. PRJPX - Dividend Comparison
TRULX's dividend yield for the trailing twelve months is around 7.06%, less than PRJPX's 12.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRJPX T. Rowe Price Japan Fund | 12.48% | 14.65% | 4.82% | 1.71% | 6.94% | 5.42% | 2.59% | 2.62% | 7.56% | 0.33% | 0.70% | 1.05% |
TRULX T. Rowe Price US Large-Cap Core | 7.06% | 7.77% | 6.66% | 0.45% | 4.27% | 7.28% | 0.85% | 3.55% | 7.89% | 2.10% | 0.94% | 5.23% |
Frequently Asked Questions
TRULX and PRJPX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRJPX has higher volatility (6.30%) compared to TRULX (2.75%). In terms of maximum drawdown, TRULX dropped -33.68% vs PRJPX's -68.26%.
PRJPX currently has the higher Sharpe Ratio (1.74 vs 1.39), 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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