ITDF vs. TRRNX
Compare and contrast key facts about Ishares Lifepath Target Date 2050 ETF (ITDF) and T. Rowe Price Retirement 2055 Fund (TRRNX).
ITDF is an actively managed fund by iShares. It was launched on Oct 17, 2023. 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: ITDF or TRRNX.
Key characteristics
| ITDF | TRRNX | |
|---|---|---|
| YTD Return | 19.16% | 18.28% |
| 1Y Return | 32.16% | 30.95% |
| Sharpe Ratio | 2.72 | 2.65 |
| Sortino Ratio | 3.72 | 3.63 |
| Omega Ratio | 1.49 | 1.48 |
| Calmar Ratio | 4.06 | 2.15 |
| Martin Ratio | 18.00 | 17.59 |
| Ulcer Index | 1.74% | 1.71% |
| Daily Std Dev | 11.50% | 11.36% |
| Max Drawdown | -7.71% | -53.59% |
| Current Drawdown | -0.24% | -0.10% |
Correlation
The correlation between ITDF and TRRNX is 0.98, 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.
Performance
ITDF vs. TRRNX - Performance Comparison
The year-to-date returns for both stocks are quite close, with ITDF having a 19.16% return and TRRNX slightly lower at 18.28%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ITDF vs. TRRNX - Expense Ratio Comparison
ITDF has a 0.11% expense ratio, which is lower than TRRNX's 0.65% expense ratio.
Risk-Adjusted Performance
ITDF vs. TRRNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2050 ETF (ITDF) 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
ITDF vs. TRRNX - Dividend Comparison
ITDF's dividend yield for the trailing twelve months is around 0.71%, less than TRRNX's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 0.71% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRRNX T. Rowe Price Retirement 2055 Fund | 1.08% | 1.28% | 1.20% | 0.65% | 0.71% | 1.57% | 1.42% | 1.28% | 1.37% | 1.34% | 1.28% | 1.08% |
Drawdowns
ITDF vs. TRRNX - Drawdown Comparison
The maximum ITDF drawdown since its inception was -7.71%, smaller than the maximum TRRNX drawdown of -53.59%. Use the drawdown chart below to compare losses from any high point for ITDF and TRRNX. For additional features, visit the drawdowns tool.
Volatility
ITDF vs. TRRNX - Volatility Comparison
Ishares Lifepath Target Date 2050 ETF (ITDF) has a higher volatility of 3.21% compared to T. Rowe Price Retirement 2055 Fund (TRRNX) at 3.05%. This indicates that ITDF'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.