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T. Rowe Price Retirement 2035 Fund Class I (TRFJX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Inception Date
Nov 13, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Retirement 2035 Fund Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

T. Rowe Price Retirement 2035 Fund Class I (TRFJX) has returned -2.91% so far this year and 12.24% over the past 12 months.


T. Rowe Price Retirement 2035 Fund Class I

1D
-0.18%
1M
-7.77%
YTD
-2.91%
6M
-0.53%
1Y
12.24%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 14, 2023, TRFJX's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.

Historically, 76% of months were positive and 24% were negative. The best month was Dec 2023 with a return of +5.0%, while the worst month was Mar 2026 at -7.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, TRFJX closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Apr 4, 2025 at -4.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.91%2.29%-7.77%-2.91%
20252.95%0.18%-2.40%-0.19%3.64%3.28%0.44%2.51%2.57%1.09%0.74%0.60%16.37%
2024-0.05%3.64%3.16%-3.16%3.51%0.97%2.11%2.12%1.47%-2.04%3.57%-3.38%12.17%
20231.59%5.01%6.67%

Benchmark Metrics

T. Rowe Price Retirement 2035 Fund Class I has an annualized alpha of 2.79%, beta of 0.68, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since November 15, 2023.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (75.25%) than losses (69.33%) — typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 2.79% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.68 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.79%
Beta
0.68
0.86
Upside Capture
75.25%
Downside Capture
69.33%

Expense Ratio

TRFJX has an expense ratio of 0.41%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TRFJX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TRFJX Risk / Return Rank: 4949
Overall Rank
TRFJX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TRFJX Sortino Ratio Rank: 4848
Sortino Ratio Rank
TRFJX Omega Ratio Rank: 5151
Omega Ratio Rank
TRFJX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TRFJX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price Retirement 2035 Fund Class I (TRFJX) and compare them to a chosen benchmark (S&P 500 Index).


TRFJXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.90

+0.08

Sortino ratio

Return per unit of downside risk

1.41

1.39

+0.03

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.15

1.40

-0.25

Martin ratio

Return relative to average drawdown

5.24

6.61

-1.37

Explore TRFJX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

T. Rowe Price Retirement 2035 Fund Class I provided a 4.96% dividend yield over the last twelve months, with an annual payout of $1.13 per share.


3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.13$1.13$0.55$0.91

Dividend yield

4.96%4.82%2.62%4.70%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Retirement 2035 Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.13$1.13
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2023$0.91$0.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Retirement 2035 Fund Class I. 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 T. Rowe Price Retirement 2035 Fund Class I was 12.48%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.

The current T. Rowe Price Retirement 2035 Fund Class I drawdown is 8.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.48%Feb 19, 202535Apr 8, 202538Jun 3, 202573
-8.03%Feb 26, 202623Mar 30, 2026
-5.84%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-4.58%Dec 5, 202424Jan 10, 202523Feb 13, 202547
-4.28%Apr 1, 202415Apr 19, 202417May 14, 202432

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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