TROWE
Current
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in TROWE, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Feb 13, 2018, corresponding to the inception date of MMIUX
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| TROWE | 14.43% | 5.18% | 4.74% | 10.64% | 9.02% | N/A |
| Portfolio components: | ||||||
TRRJX T. Rowe Price Retirement 2035 Fund | 13.11% | 4.49% | 4.26% | 11.21% | 8.51% | 7.37% |
TRSSX T. Rowe Price Institutional Small Cap Stock Fund | 8.95% | 7.74% | 2.28% | 6.20% | 9.08% | 8.92% |
RPMGX T. Rowe Price Mid-Cap Growth Fund | 12.83% | 6.87% | 4.00% | 10.51% | 9.50% | 10.23% |
TRRCX T. Rowe Price Retirement 2030 Fund | 11.76% | 4.22% | 3.87% | 9.88% | 7.87% | 7.10% |
RPSIX T. Rowe Price Spectrum Income Fund | 4.98% | 3.32% | 2.46% | 3.56% | 2.63% | 2.77% |
MMIUX MassMutual Select T. Rowe Price International Equity Fund | 10.26% | 4.41% | 1.07% | 9.81% | 6.42% | N/A |
PRFDX T. Rowe Price Equity Income Fund | 4.71% | 5.22% | 4.08% | 3.52% | 9.05% | 7.70% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 44.75% | 4.78% | 12.32% | 39.26% | 11.98% | 12.43% |
FXAIX Fidelity 500 Index Fund | 21.31% | 4.96% | 7.66% | 18.53% | 13.68% | 11.91% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.79% | 5.50% | 3.24% | -2.57% | -4.12% | -2.85% | 8.15% |
Dividend yield
TROWE granted a 5.23% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TROWE | 5.23% | 5.76% | 6.99% | 3.43% | 4.27% | 7.33% | 4.51% | 3.06% | 5.10% | 4.84% | 2.94% | 2.87% |
| Portfolio components: | ||||||||||||
TRRJX T. Rowe Price Retirement 2035 Fund | 8.55% | 9.67% | 6.89% | 4.80% | 5.68% | 8.55% | 3.80% | 4.36% | 5.57% | 3.66% | 2.58% | 2.28% |
TRSSX T. Rowe Price Institutional Small Cap Stock Fund | 4.93% | 5.37% | 8.52% | 4.54% | 6.13% | 13.45% | 6.53% | 0.80% | 7.07% | 6.10% | 3.90% | 6.03% |
RPMGX T. Rowe Price Mid-Cap Growth Fund | 2.30% | 2.60% | 10.52% | 4.53% | 5.29% | 12.12% | 8.04% | 3.45% | 9.51% | 8.84% | 5.96% | 6.27% |
TRRCX T. Rowe Price Retirement 2030 Fund | 10.78% | 12.05% | 9.43% | 5.45% | 5.44% | 8.83% | 3.82% | 4.26% | 5.46% | 5.65% | 3.01% | 2.14% |
RPSIX T. Rowe Price Spectrum Income Fund | 5.70% | 4.93% | 3.92% | 3.64% | 3.79% | 4.73% | 3.91% | 3.77% | 4.72% | 4.39% | 4.91% | 4.18% |
MMIUX MassMutual Select T. Rowe Price International Equity Fund | 2.75% | 3.03% | 4.22% | 1.56% | 2.23% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRFDX T. Rowe Price Equity Income Fund | 6.57% | 6.61% | 8.78% | 3.55% | 7.45% | 11.43% | 9.57% | 7.75% | 7.48% | 7.44% | 4.23% | 2.46% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 4.05% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% | 0.30% |
FXAIX Fidelity 500 Index Fund | 1.46% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% | 2.18% |
Expense Ratio
The TROWE has a high expense ratio of 0.50%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
TRRJX T. Rowe Price Retirement 2035 Fund | 0.67 | ||||
TRSSX T. Rowe Price Institutional Small Cap Stock Fund | 0.31 | ||||
RPMGX T. Rowe Price Mid-Cap Growth Fund | 0.66 | ||||
TRRCX T. Rowe Price Retirement 2030 Fund | 0.54 | ||||
RPSIX T. Rowe Price Spectrum Income Fund | 0.77 | ||||
MMIUX MassMutual Select T. Rowe Price International Equity Fund | 0.78 | ||||
PRFDX T. Rowe Price Equity Income Fund | 0.26 | ||||
TRBCX T. Rowe Price Blue Chip Growth Fund | 1.95 | ||||
FXAIX Fidelity 500 Index Fund | 1.34 |
Asset Correlations Table
| RPSIX | TRBCX | PRFDX | MMIUX | TRSSX | RPMGX | FXAIX | TRRJX | TRRCX | |
|---|---|---|---|---|---|---|---|---|---|
| RPSIX | 1.00 | 0.50 | 0.62 | 0.63 | 0.58 | 0.58 | 0.60 | 0.68 | 0.69 |
| TRBCX | 0.50 | 1.00 | 0.63 | 0.72 | 0.76 | 0.86 | 0.91 | 0.87 | 0.87 |
| PRFDX | 0.62 | 0.63 | 1.00 | 0.78 | 0.84 | 0.79 | 0.86 | 0.85 | 0.85 |
| MMIUX | 0.63 | 0.72 | 0.78 | 1.00 | 0.75 | 0.78 | 0.80 | 0.89 | 0.88 |
| TRSSX | 0.58 | 0.76 | 0.84 | 0.75 | 1.00 | 0.92 | 0.86 | 0.88 | 0.88 |
| RPMGX | 0.58 | 0.86 | 0.79 | 0.78 | 0.92 | 1.00 | 0.92 | 0.92 | 0.92 |
| FXAIX | 0.60 | 0.91 | 0.86 | 0.80 | 0.86 | 0.92 | 1.00 | 0.95 | 0.95 |
| TRRJX | 0.68 | 0.87 | 0.85 | 0.89 | 0.88 | 0.92 | 0.95 | 1.00 | 1.00 |
| TRRCX | 0.69 | 0.87 | 0.85 | 0.88 | 0.88 | 0.92 | 0.95 | 1.00 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the TROWE. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the TROWE was 31.63%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -26.16% | Nov 17, 2021 | 229 | Oct 14, 2022 | — | — | — |
| -16.19% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -7.05% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.44% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
Volatility Chart
The current TROWE volatility is 2.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.