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PAKRX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAKRX vs. TBCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Target 2030 Fund (PAKRX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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PAKRX vs. TBCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAKRX
T. Rowe Price Target 2030 Fund
-0.47%12.52%9.22%13.85%-15.44%11.09%13.88%19.12%-5.51%14.63%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-11.20%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%

Returns By Period

In the year-to-date period, PAKRX achieves a -0.47% return, which is significantly higher than TBCIX's -11.20% return. Over the past 10 years, PAKRX has underperformed TBCIX with an annualized return of 7.19%, while TBCIX has yielded a comparatively higher 16.10% annualized return.


PAKRX

1D
1.51%
1M
-3.84%
YTD
-0.47%
6M
1.11%
1Y
10.50%
3Y*
9.97%
5Y*
4.63%
10Y*
7.19%

TBCIX

1D
3.90%
1M
-5.46%
YTD
-11.20%
6M
-9.94%
1Y
15.19%
3Y*
26.37%
5Y*
10.79%
10Y*
16.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAKRX vs. TBCIX - Expense Ratio Comparison

PAKRX has a 0.81% expense ratio, which is higher than TBCIX's 0.56% expense ratio.


Return for Risk

PAKRX vs. TBCIX — Risk / Return Rank

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

PAKRX
PAKRX Risk / Return Rank: 5858
Overall Rank
PAKRX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PAKRX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PAKRX Omega Ratio Rank: 6464
Omega Ratio Rank
PAKRX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PAKRX Martin Ratio Rank: 5555
Martin Ratio Rank

TBCIX
TBCIX Risk / Return Rank: 2929
Overall Rank
TBCIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 3131
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 2424
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.

PAKRX vs. TBCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Target 2030 Fund (PAKRX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.


PAKRXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.72

+0.52

Sortino ratio

Return per unit of downside risk

1.78

1.21

+0.57

Omega ratio

Gain probability vs. loss probability

1.27

1.17

+0.10

Calmar ratio

Return relative to maximum drawdown

1.35

0.78

+0.57

Martin ratio

Return relative to average drawdown

6.13

2.71

+3.42

PAKRX vs. TBCIX - Sharpe Ratio Comparison

The current PAKRX Sharpe Ratio is 1.23, which is higher than the TBCIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PAKRX and TBCIX, 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


PAKRXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.72

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.45

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.71

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.68

+0.02

Correlation

The correlation between PAKRX and TBCIX is 0.82, 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

PAKRX vs. TBCIX - Dividend Comparison

PAKRX's dividend yield for the trailing twelve months is around 7.19%, more than TBCIX's 5.86% yield.


TTM20252024202320222021202020192018201720162015
PAKRX
T. Rowe Price Target 2030 Fund
7.19%7.16%4.31%3.54%6.16%3.54%2.99%3.62%5.26%1.90%1.79%1.76%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
5.86%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%0.00%

Drawdowns

PAKRX vs. TBCIX - Drawdown Comparison

The maximum PAKRX drawdown since its inception was -24.66%, smaller than the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for PAKRX and TBCIX.


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Drawdown Indicators


PAKRXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.66%

-43.26%

+18.60%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-16.96%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-43.26%

+21.61%

Max Drawdown (10Y)

Largest decline over 10 years

-24.66%

-43.26%

+18.60%

Current Drawdown

Current decline from peak

-4.22%

-13.72%

+9.50%

Average Drawdown

Average peak-to-trough decline

-3.74%

-8.15%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

4.86%

-3.25%

Volatility

PAKRX vs. TBCIX - Volatility Comparison

The current volatility for T. Rowe Price Target 2030 Fund (PAKRX) is 3.39%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 7.01%. This indicates that PAKRX experiences smaller price fluctuations and is considered to be less risky than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAKRXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

7.01%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

5.34%

12.40%

-7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

9.00%

22.77%

-13.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.20%

23.94%

-14.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.94%

22.73%

-12.79%