Why does RDS proxy make performance worse?

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I deployed a RDS Aurora cluster for postgresql 11 in AWS. My lambda is talking to this cluster via IAM authentication. Since lambda is serverless, I have to create a connection to database every time my lambda is triggered and close the connection when it finishes. It is not great since creating db connection is heavy and takes time. I have used xray to observe the connection performance which takes 150ms to create a new connection. It also gives a lot load on db cluster since there will be many short lived connections on db.

After some searching I found RDS proxy is designed to solve the problem. So I deployed RDS proxy to use username/password to connect to my Aurora cluster. And my lambda connects to RDS proxy via IAM authentication.

When I observe the creating connection performance, it becomes worse. It takes more than 500ms to create a connection and sometimes it even takes more than 1 second.

How come it is worse when using RDS proxy? Is there anything I didn't configure in the proxy?

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