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INPFX vs. TRRHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INPFX vs. TRRHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) and T. Rowe Price Retirement 2025 Fund (TRRHX). The values are adjusted to include any dividend payments, if applicable.

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INPFX vs. TRRHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
-1.32%14.29%9.20%9.46%-8.74%12.90%5.67%15.76%-3.57%11.43%
TRRHX
T. Rowe Price Retirement 2025 Fund
-2.15%6.59%9.71%14.63%-15.59%12.02%14.68%20.96%-5.68%17.69%

Returns By Period

In the year-to-date period, INPFX achieves a -1.32% return, which is significantly higher than TRRHX's -2.15% return. Both investments have delivered pretty close results over the past 10 years, with INPFX having a 6.84% annualized return and TRRHX not far ahead at 7.15%.


INPFX

1D
0.07%
1M
-5.13%
YTD
-1.32%
6M
0.78%
1Y
9.95%
3Y*
9.75%
5Y*
5.98%
10Y*
6.84%

TRRHX

1D
-0.06%
1M
-5.84%
YTD
-2.15%
6M
-5.99%
1Y
3.23%
3Y*
7.75%
5Y*
3.68%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INPFX vs. TRRHX - Expense Ratio Comparison

INPFX has a 0.66% expense ratio, which is higher than TRRHX's 0.55% expense ratio.


Return for Risk

INPFX vs. TRRHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INPFX
INPFX Risk / Return Rank: 7474
Overall Rank
INPFX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
INPFX Sortino Ratio Rank: 7676
Sortino Ratio Rank
INPFX Omega Ratio Rank: 7575
Omega Ratio Rank
INPFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
INPFX Martin Ratio Rank: 7373
Martin Ratio Rank

TRRHX
TRRHX Risk / Return Rank: 1313
Overall Rank
TRRHX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TRRHX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRRHX Omega Ratio Rank: 1414
Omega Ratio Rank
TRRHX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRRHX Martin Ratio Rank: 1212
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.

INPFX vs. TRRHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) and T. Rowe Price Retirement 2025 Fund (TRRHX). 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.


INPFXTRRHXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.33

+1.03

Sortino ratio

Return per unit of downside risk

1.89

0.49

+1.40

Omega ratio

Gain probability vs. loss probability

1.28

1.08

+0.20

Calmar ratio

Return relative to maximum drawdown

1.55

0.30

+1.25

Martin ratio

Return relative to average drawdown

6.91

0.92

+5.99

INPFX vs. TRRHX - Sharpe Ratio Comparison

The current INPFX Sharpe Ratio is 1.36, which is higher than the TRRHX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of INPFX and TRRHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


INPFXTRRHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.33

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.37

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.67

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.49

+0.39

Correlation

The correlation between INPFX and TRRHX is 0.91, 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.


Dividends

INPFX vs. TRRHX - Dividend Comparison

INPFX's dividend yield for the trailing twelve months is around 5.61%, while TRRHX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
5.61%5.61%5.15%4.76%4.84%4.38%5.54%4.53%4.79%3.25%3.53%3.85%
TRRHX
T. Rowe Price Retirement 2025 Fund
0.00%0.00%4.13%6.58%12.69%10.87%5.21%4.95%7.52%3.70%2.00%3.11%

Drawdowns

INPFX vs. TRRHX - Drawdown Comparison

The maximum INPFX drawdown since its inception was -21.31%, smaller than the maximum TRRHX drawdown of -50.04%. Use the drawdown chart below to compare losses from any high point for INPFX and TRRHX.


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Drawdown Indicators


INPFXTRRHXDifference

Max Drawdown

Largest peak-to-trough decline

-21.31%

-50.04%

+28.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-7.80%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-22.00%

+6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

-26.42%

+5.11%

Current Drawdown

Current decline from peak

-5.13%

-7.80%

+2.67%

Average Drawdown

Average peak-to-trough decline

-2.32%

-5.81%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

2.59%

-1.19%

Volatility

INPFX vs. TRRHX - Volatility Comparison

The current volatility for American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) is 2.46%, while T. Rowe Price Retirement 2025 Fund (TRRHX) has a volatility of 3.04%. This indicates that INPFX experiences smaller price fluctuations and is considered to be less risky than TRRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INPFXTRRHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

3.04%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

7.34%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

7.55%

10.45%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

9.93%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.34%

10.81%

-2.47%