PARFX vs. VWUSX

In the year-to-date period, PARFX achieves a 1.13% return, which is significantly higher than VWUSX's -4.94% return. Over the past 10 years, PARFX has underperformed VWUSX with an annualized return of 3.99%, while VWUSX has yielded a comparatively higher 8.28% annualized return.

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PARFX has a 0.89% expense ratio, which is higher than VWUSX's 0.38% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2050 Fund (PARFX) and Vanguard U.S. Growth Fund Investor Shares (VWUSX). 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 current PARFX Sharpe Ratio is 0.37, which is comparable to the VWUSX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of PARFX and VWUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PARFX's dividend yield for the trailing twelve months is around 1.12%, more than VWUSX's 0.21% yield.

The maximum PARFX drawdown since its inception was -54.73%, smaller than the maximum VWUSX drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for PARFX and VWUSX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Retirement 2050 Fund (PARFX) is 5.11%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 8.65%. This indicates that PARFX experiences smaller price fluctuations and is considered to be less risky than VWUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.