Hi,
By "size", do you mean proxy file size on the HDD, RAM used when rendering, or scene size when the proxy is loaded?
I did a quick test like this:
Created a very hi-poly geosphere, applied animated noise modifier to it, 100 frames.
Exported this into an animated proxy with V-Ray 5 HF2 and Corona 6 HF1. Rendered with V-Ray and Corona.
Here are my stats:
Corona Proxy file size: 1 179 604 K
Vray Proxy file size: 833 881 K
3dsmax.exe RAM usage:
Corona Rendering without Proxy: 1 350 000 K
Corona Rendering with Corona Proxy: 1 680 000 K
Vray Rendering with Vray Proxy: 1 948 000 K
So I guess you do not mean RAM usage? :)