BIGPX vs. TRRCX
Compare and contrast key facts about BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and T. Rowe Price Retirement 2030 Fund (TRRCX).
BIGPX is managed by Blackrock. It was launched on Dec 21, 2006. TRRCX is managed by T. Rowe Price. It was launched on Sep 29, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGPX or TRRCX.
Performance
BIGPX vs. TRRCX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with BIGPX having a 12.63% return and TRRCX slightly higher at 12.95%. Over the past 10 years, BIGPX has underperformed TRRCX with an annualized return of 3.77%, while TRRCX has yielded a comparatively higher 7.84% annualized return.
BIGPX
12.63%
0.61%
6.25%
17.28%
6.01%
3.77%
TRRCX
12.95%
1.20%
6.29%
18.92%
8.26%
7.84%
Key characteristics
| BIGPX | TRRCX | |
|---|---|---|
| Sharpe Ratio | 1.87 | 2.37 |
| Sortino Ratio | 2.68 | 3.34 |
| Omega Ratio | 1.36 | 1.44 |
| Calmar Ratio | 1.37 | 1.98 |
| Martin Ratio | 10.64 | 15.28 |
| Ulcer Index | 1.62% | 1.24% |
| Daily Std Dev | 9.22% | 7.98% |
| Max Drawdown | -49.06% | -52.28% |
| Current Drawdown | -1.08% | -0.55% |
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BIGPX vs. TRRCX - Expense Ratio Comparison
BIGPX has a 0.43% expense ratio, which is lower than TRRCX's 0.59% expense ratio.
Correlation
The correlation between BIGPX and TRRCX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BIGPX vs. TRRCX - Risk-Adjusted Performance 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.
Dividends
BIGPX vs. TRRCX - Dividend Comparison
BIGPX's dividend yield for the trailing twelve months is around 2.09%, more than TRRCX's 1.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 2.09% | 2.35% | 2.60% | 2.26% | 1.37% | 2.57% | 1.79% | 2.24% | 1.76% | 1.91% | 3.77% | 1.54% |
TRRCX T. Rowe Price Retirement 2030 Fund | 1.73% | 1.96% | 1.98% | 1.09% | 1.09% | 1.89% | 1.97% | 1.54% | 1.60% | 1.70% | 5.65% | 1.28% |
Drawdowns
BIGPX vs. TRRCX - Drawdown Comparison
The maximum BIGPX drawdown since its inception was -49.06%, 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. For additional features, visit the drawdowns tool.
Volatility
BIGPX vs. TRRCX - Volatility Comparison
BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and T. Rowe Price Retirement 2030 Fund (TRRCX) have volatilities of 2.15% and 2.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.