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PARFX vs. VWUSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PARFX vs. VWUSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PARFX achieves a 10.66% return, which is significantly higher than VWUSX's -2.93% return. Over the past 10 years, PARFX has underperformed VWUSX with an annualized return of 10.97%, while VWUSX has yielded a comparatively higher 17.82% annualized return.


PARFX

1D
1.77%
1M
-0.04%
6M
6.84%
YTD
10.66%
1Y
21.85%
3Y*
15.59%
5Y*
8.48%
10Y*
10.97%
ALL TIME*
8.14%

VWUSX

1D
1.98%
1M
-3.71%
6M
-0.40%
YTD
-2.93%
1Y
2.37%
3Y*
16.16%
5Y*
9.19%
10Y*
17.82%
ALL TIME*
8.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PARFX vs. VWUSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PARFX
T. Rowe Price Retirement 2050 Fund
10.66%18.56%13.90%20.55%-19.31%17.22%18.32%25.12%-7.93%20.76%
VWUSX
Vanguard U.S. Growth Fund Investor Shares
-2.93%15.39%31.65%45.17%-39.64%35.76%58.63%45.61%0.65%31.11%

Correlation

The correlation between PARFX and VWUSX is 0.80, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.80

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.85

Correlation (10Y)
Provides a long-term view across more market conditions.

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2007

0.89

The correlation between PARFX and VWUSX has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

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Return for Risk

PARFX vs. VWUSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PARFX
PARFX Risk / Return Rank: 6666
Overall Rank
PARFX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PARFX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PARFX Omega Ratio Rank: 6666
Omega Ratio Rank
PARFX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PARFX Martin Ratio Rank: 7373
Martin Ratio Rank

VWUSX
VWUSX Risk / Return Rank: 55
Overall Rank
VWUSX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VWUSX Sortino Ratio Rank: 55
Sortino Ratio Rank
VWUSX Omega Ratio Rank: 55
Omega Ratio Rank
VWUSX Calmar Ratio Rank: 55
Calmar Ratio Rank
VWUSX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PARFX vs. VWUSX - Risk-Adjusted Trends Comparison

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PARFXVWUSXDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.28

1.02

+0.26

Calmar ratioReturn relative to maximum drawdown

2.04

0.03

+2.01

Martin ratioReturn relative to average drawdown

8.77

0.07

+8.70

PARFX vs. VWUSX - Sharpe Ratio Comparison

The current PARFX Sharpe Ratio is 1.54, which is higher than the VWUSX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of PARFX and VWUSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PARFX vs. VWUSX - Drawdown Comparison

The maximum PARFX drawdown since its inception was -53.67%, smaller than the maximum VWUSX drawdown of -73.31%. Use the drawdown chart below to compare losses from any high point for PARFX and VWUSX.


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Drawdown Indicators


PARFXVWUSXDifference

Max Drawdown

Largest peak-to-trough decline

-53.67%

-73.31%

+19.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-19.15%

+9.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-25.01%

+9.53%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-42.18%

+14.10%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

-42.18%

+9.66%

Current Drawdown

Current decline from peak

-0.97%

-8.06%

+7.09%

Average Drawdown

Average peak-to-trough decline

-7.59%

-22.77%

+15.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

6.80%

-4.53%

Volatility

PARFX vs. VWUSX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2050 Fund (PARFX) is 3.49%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 5.29%. 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.


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Volatility by Period


PARFXVWUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

5.29%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

14.35%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.93%

18.17%

-5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

27.03%

-11.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.38%

24.72%

-9.34%

PARFX vs. VWUSX - Expense Ratio Comparison

PARFX has a 0.89% expense ratio, which is higher than VWUSX's 0.35% expense ratio.


Dividends

PARFX vs. VWUSX - Dividend Comparison

PARFX's dividend yield for the trailing twelve months is around 3.45%, less than VWUSX's 9.65% yield.


PositionTTM20252024202320222021202020192018201720162015
PARFX
T. Rowe Price Retirement 2050 Fund
3.45%3.82%1.69%4.32%7.60%6.77%4.27%5.55%8.33%2.34%3.11%4.00%
VWUSX
Vanguard U.S. Growth Fund Investor Shares
9.65%9.37%4.60%0.28%0.37%30.03%3.90%11.66%9.65%4.63%1.52%8.95%

Frequently Asked Questions


PARFX and VWUSX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWUSX has higher volatility (5.29%) compared to PARFX (3.49%). In terms of maximum drawdown, PARFX dropped -53.67% vs VWUSX's -73.31%.

PARFX currently has the higher Sharpe Ratio (1.54 vs 0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PARFX and VWUSX

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