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PARFX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PARFX and VIGAX is 0.95, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

PARFX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2050 Fund (PARFX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%December2025FebruaryMarchAprilMay
128.23%
718.05%
PARFX
VIGAX

Key characteristics

Sharpe Ratio

PARFX:

0.61

VIGAX:

0.74

Sortino Ratio

PARFX:

0.95

VIGAX:

1.18

Omega Ratio

PARFX:

1.14

VIGAX:

1.17

Calmar Ratio

PARFX:

0.54

VIGAX:

0.81

Martin Ratio

PARFX:

2.75

VIGAX:

2.84

Ulcer Index

PARFX:

3.59%

VIGAX:

6.59%

Daily Std Dev

PARFX:

16.34%

VIGAX:

25.17%

Max Drawdown

PARFX:

-54.73%

VIGAX:

-50.66%

Current Drawdown

PARFX:

-7.29%

VIGAX:

-8.78%

Returns By Period

In the year-to-date period, PARFX achieves a 1.45% return, which is significantly higher than VIGAX's -4.96% return. Over the past 10 years, PARFX has underperformed VIGAX with an annualized return of 4.13%, while VIGAX has yielded a comparatively higher 14.79% annualized return.


PARFX

YTD

1.45%

1M

10.90%

6M

0.54%

1Y

7.91%

5Y*

7.96%

10Y*

4.13%

VIGAX

YTD

-4.96%

1M

16.63%

6M

1.16%

1Y

15.48%

5Y*

17.51%

10Y*

14.79%

*Annualized

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PARFX vs. VIGAX - Expense Ratio Comparison

PARFX has a 0.89% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Expense ratio chart for PARFX: current value is 0.89%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PARFX: 0.89%
Expense ratio chart for VIGAX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIGAX: 0.05%

Risk-Adjusted Performance

PARFX vs. VIGAX — Risk-Adjusted Performance Rank

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

PARFX
The Risk-Adjusted Performance Rank of PARFX is 5555
Overall Rank
The Sharpe Ratio Rank of PARFX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of PARFX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of PARFX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PARFX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PARFX is 6262
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 6565
Overall Rank
The Sharpe Ratio Rank of VIGAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PARFX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2050 Fund (PARFX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


The chart of Sharpe ratio for PARFX, currently valued at 0.61, compared to the broader market-2.00-1.000.001.002.003.00
PARFX: 0.61
VIGAX: 0.74
The chart of Sortino ratio for PARFX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
PARFX: 0.95
VIGAX: 1.18
The chart of Omega ratio for PARFX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
PARFX: 1.14
VIGAX: 1.17
The chart of Calmar ratio for PARFX, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.00
PARFX: 0.54
VIGAX: 0.81
The chart of Martin ratio for PARFX, currently valued at 2.75, compared to the broader market0.0010.0020.0030.0040.00
PARFX: 2.75
VIGAX: 2.84

The current PARFX Sharpe Ratio is 0.61, which is comparable to the VIGAX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PARFX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.61
0.74
PARFX
VIGAX

Dividends

PARFX vs. VIGAX - Dividend Comparison

PARFX's dividend yield for the trailing twelve months is around 1.11%, more than VIGAX's 0.49% yield.


TTM20242023202220212020201920182017201620152014
PARFX
T. Rowe Price Retirement 2050 Fund
1.11%1.13%1.14%0.90%0.45%0.63%1.29%1.22%1.10%1.07%1.19%1.05%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.49%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

PARFX vs. VIGAX - Drawdown Comparison

The maximum PARFX drawdown since its inception was -54.73%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for PARFX and VIGAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.29%
-8.78%
PARFX
VIGAX

Volatility

PARFX vs. VIGAX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2050 Fund (PARFX) is 11.79%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 16.95%. This indicates that PARFX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.79%
16.95%
PARFX
VIGAX