BIGRX vs. TRRNX
Compare and contrast key facts about American Century Disciplined Core Value Fund (BIGRX) and T. Rowe Price Retirement 2055 Fund (TRRNX).
BIGRX is managed by American Century Investments. It was launched on Dec 17, 1990. TRRNX is managed by T. Rowe Price. It was launched on Dec 28, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGRX or TRRNX.
Performance
BIGRX vs. TRRNX - Performance Comparison
Returns By Period
In the year-to-date period, BIGRX achieves a 17.96% return, which is significantly higher than TRRNX's 15.97% return. Over the past 10 years, BIGRX has underperformed TRRNX with an annualized return of 1.39%, while TRRNX has yielded a comparatively higher 9.10% annualized return.
BIGRX
17.96%
0.42%
8.22%
26.09%
1.51%
1.39%
TRRNX
15.97%
-1.15%
5.33%
23.56%
10.39%
9.10%
Key characteristics
| BIGRX | TRRNX | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.16 |
| Sortino Ratio | 3.42 | 2.96 |
| Omega Ratio | 1.43 | 1.39 |
| Calmar Ratio | 0.89 | 2.27 |
| Martin Ratio | 13.07 | 13.98 |
| Ulcer Index | 2.06% | 1.73% |
| Daily Std Dev | 11.11% | 11.21% |
| Max Drawdown | -61.39% | -53.59% |
| Current Drawdown | -12.04% | -2.05% |
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BIGRX vs. TRRNX - Expense Ratio Comparison
Both BIGRX and TRRNX have an expense ratio of 0.65%.
Correlation
The correlation between BIGRX and TRRNX 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
BIGRX vs. TRRNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Disciplined Core Value Fund (BIGRX) and T. Rowe Price Retirement 2055 Fund (TRRNX). 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
BIGRX vs. TRRNX - Dividend Comparison
BIGRX's dividend yield for the trailing twelve months is around 1.25%, more than TRRNX's 1.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGRX American Century Disciplined Core Value Fund | 1.25% | 1.55% | 2.22% | 1.27% | 1.94% | 1.97% | 2.22% | 2.34% | 2.27% | 2.38% | 2.07% | 2.02% |
TRRNX T. Rowe Price Retirement 2055 Fund | 1.10% | 1.28% | 1.20% | 0.65% | 0.71% | 1.57% | 1.42% | 1.28% | 1.37% | 1.34% | 1.28% | 1.08% |
Drawdowns
BIGRX vs. TRRNX - Drawdown Comparison
The maximum BIGRX drawdown since its inception was -61.39%, which is greater than TRRNX's maximum drawdown of -53.59%. Use the drawdown chart below to compare losses from any high point for BIGRX and TRRNX. For additional features, visit the drawdowns tool.
Volatility
BIGRX vs. TRRNX - Volatility Comparison
American Century Disciplined Core Value Fund (BIGRX) has a higher volatility of 3.71% compared to T. Rowe Price Retirement 2055 Fund (TRRNX) at 3.07%. This indicates that BIGRX's price experiences larger fluctuations and is considered to be riskier than TRRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.