BIGPX vs. TRRCX
BIGPX (BlackRock 60/40 Target Allocation Fund Class I) and TRRCX (T. Rowe Price Retirement 2030 Fund) are both mutual funds - BIGPX is a Diversified Portfolio fund managed by BlackRock, while TRRCX is a Target Retirement Date fund managed by T. Rowe Price. Over the past 10 years, BIGPX returned 8.96%/yr vs 9.09%/yr for TRRCX. Their correlation of 0.95 suggests significant overlap in exposure. BIGPX charges 0.43%/yr vs 0.59%/yr for TRRCX.
Performance
BIGPX vs. TRRCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BIGPX achieves a 10.01% return, which is significantly higher than TRRCX's 7.50% return. Both investments have delivered pretty close results over the past 10 years, with BIGPX having a 8.96% annualized return and TRRCX not far ahead at 9.09%.
BIGPX
- 1D
- -0.17%
- 1M
- 2.00%
- YTD
- 10.01%
- 6M
- 9.38%
- 1Y
- 21.63%
- 3Y*
- 11.91%
- 5Y*
- 5.87%
- 10Y*
- 8.96%
TRRCX
- 1D
- -0.13%
- 1M
- 0.98%
- YTD
- 7.50%
- 6M
- 7.11%
- 1Y
- 11.06%
- 3Y*
- 11.59%
- 5Y*
- 5.31%
- 10Y*
- 9.09%
BIGPX vs. TRRCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 10.01% | 16.08% | 2.52% | 15.92% | -15.80% | 7.38% | 21.62% | 21.03% | -3.65% | 14.68% |
TRRCX T. Rowe Price Retirement 2030 Fund | 7.50% | 8.23% | 10.73% | 16.36% | -16.89% | 13.70% | 15.90% | 22.50% | -6.36% | 19.46% |
Correlation
The correlation between BIGPX and TRRCX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2006 | 0.95 |
The correlation between BIGPX and TRRCX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BIGPX vs. TRRCX — Risk / Return Rank
BIGPX
TRRCX
BIGPX vs. TRRCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and T. Rowe Price Retirement 2030 Fund (TRRCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIGPX | TRRCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.24 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 1.51 | +1.62 |
| Martin ratioReturn relative to average drawdown | 13.75 | 4.97 | +8.78 |
Loading charts...
Drawdowns
BIGPX vs. TRRCX - Drawdown Comparison
The maximum BIGPX drawdown since its inception was -46.95%, smaller than the maximum TRRCX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for BIGPX and TRRCX.
Loading charts...
Drawdown Indicators
| BIGPX | TRRCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.95% | -52.28% | +5.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -7.93% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -10.46% | -7.58% |
Max Drawdown (5Y)Largest decline over 5 years | -21.88% | -24.07% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -22.34% | -28.55% | +6.21% |
Current DrawdownCurrent decline from peak | -0.22% | -0.40% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -6.26% | -6.06% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 2.38% | -0.74% |
Volatility
BIGPX vs. TRRCX - Volatility Comparison
BlackRock 60/40 Target Allocation Fund Class I (BIGPX) has a higher volatility of 4.01% compared to T. Rowe Price Retirement 2030 Fund (TRRCX) at 3.32%. This indicates that BIGPX's price experiences larger fluctuations and is considered to be riskier than TRRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BIGPX | TRRCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 3.32% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 8.77% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.71% | 9.99% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.03% | 11.41% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.42% | 12.26% | -0.84% |
BIGPX vs. TRRCX - Expense Ratio Comparison
BIGPX has a 0.43% expense ratio, which is lower than TRRCX's 0.59% expense ratio.
Dividends
BIGPX vs. TRRCX - Dividend Comparison
BIGPX's dividend yield for the trailing twelve months is around 7.25%, while TRRCX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 7.25% | 7.97% | 0.00% | 3.02% | 2.59% | 7.60% | 3.76% | 3.77% | 9.80% | 3.20% | 1.76% | 9.89% |
TRRCX T. Rowe Price Retirement 2030 Fund | 0.00% | 0.00% | 3.38% | 6.16% | 12.05% | 9.43% | 5.45% | 5.44% | 8.83% | 3.82% | 2.66% | 3.76% |
Frequently Asked Questions
With a correlation of 0.91, BIGPX and TRRCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BIGPX has higher volatility (4.01%) compared to TRRCX (3.32%). In terms of maximum drawdown, BIGPX dropped -46.95% vs TRRCX's -52.28%.
BIGPX currently has the higher Sharpe Ratio (2.34 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BIGPX and TRRCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer