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TROWE

Last updated Dec 8, 2023

Current

Asset Allocation


RPSIX 11.11%TRSSX 11.11%RPMGX 11.11%MMIUX 11.11%PRFDX 11.11%TRBCX 11.11%FXAIX 11.11%TRRJX 11.11%TRRCX 11.11%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
RPSIX
T. Rowe Price Spectrum Income Fund
Multisector Bonds11.11%
TRSSX
T. Rowe Price Institutional Small Cap Stock Fund
Small Cap Growth Equities11.11%
RPMGX
T. Rowe Price Mid-Cap Growth Fund
Mid Cap Growth Equities11.11%
MMIUX
MassMutual Select T. Rowe Price International Equity Fund
Foreign Large Cap Equities11.11%
PRFDX
T. Rowe Price Equity Income Fund
Large Cap Value Equities11.11%
TRBCX
T. Rowe Price Blue Chip Growth Fund
Large Cap Growth Equities11.11%
FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities11.11%
TRRJX
T. Rowe Price Retirement 2035 Fund
Target Retirement Date11.11%
TRRCX
T. Rowe Price Retirement 2030 Fund
Target Retirement Date11.11%

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


40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
50.82%
72.20%
TROWE
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 13, 2018, corresponding to the inception date of MMIUX

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
TROWE14.43%5.18%4.74%10.64%9.02%N/A
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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.79%5.50%3.24%-2.57%-4.12%-2.85%8.15%

Sharpe Ratio

The current TROWE Sharpe ratio is 1.00. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.001.00

The Sharpe ratio of TROWE lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
1.00
1.20
TROWE
Benchmark (^GSPC)
Portfolio components

Dividend yield

TROWE granted a 5.23% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
TROWE5.23%5.76%6.99%3.43%4.27%7.33%4.51%3.06%5.10%4.84%2.94%2.87%
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.


0.72%
0.00%2.15%
0.69%
0.00%2.15%
0.66%
0.00%2.15%
0.63%
0.00%2.15%
0.62%
0.00%2.15%
0.59%
0.00%2.15%
0.02%
0.00%2.15%
0.00%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

RPSIXTRBCXPRFDXMMIUXTRSSXRPMGXFXAIXTRRJXTRRCX
RPSIX1.000.500.620.630.580.580.600.680.69
TRBCX0.501.000.630.720.760.860.910.870.87
PRFDX0.620.631.000.780.840.790.860.850.85
MMIUX0.630.720.781.000.750.780.800.890.88
TRSSX0.580.760.840.751.000.920.860.880.88
RPMGX0.580.860.790.780.921.000.920.920.92
FXAIX0.600.910.860.800.860.921.000.950.95
TRRJX0.680.870.850.890.880.920.951.001.00
TRRCX0.690.870.850.880.880.920.951.001.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-8.78%
-4.40%
TROWE
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202099Aug 12, 2020122
-26.16%Nov 17, 2021229Oct 14, 2022
-16.19%Aug 30, 201880Dec 24, 201868Apr 3, 2019148
-7.05%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.44%Oct 13, 202014Oct 30, 20204Nov 5, 202018

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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.89%
2.98%
TROWE
Benchmark (^GSPC)
Portfolio components
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