PDDDX vs. TRRLX
Compare and contrast key facts about Prudential Day One 2020 Fund (PDDDX) and T. Rowe Price Retirement 2060 Fund (TRRLX).
PDDDX is managed by PGIM. It was launched on Dec 12, 2016. TRRLX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P Target Date 2060 Index. It was launched on Jun 23, 2014.
Performance
PDDDX vs. TRRLX - Performance Comparison
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PDDDX vs. TRRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDDDX Prudential Day One 2020 Fund | 1.06% | 10.40% | 15.97% | 9.52% | -12.63% | 36.80% | 8.13% | 14.99% | -4.65% | 10.17% |
TRRLX T. Rowe Price Retirement 2060 Fund | -0.11% | 14.54% | 14.22% | 20.87% | -19.22% | 17.50% | 18.46% | 25.39% | -7.62% | 19.96% |
Returns By Period
In the year-to-date period, PDDDX achieves a 1.06% return, which is significantly higher than TRRLX's -0.11% return.
PDDDX
- 1D
- 0.29%
- 1M
- -1.59%
- YTD
- 1.06%
- 6M
- 2.10%
- 1Y
- 9.34%
- 3Y*
- 11.04%
- 5Y*
- 10.59%
- 10Y*
- —
TRRLX
- 1D
- 0.96%
- 1M
- -3.71%
- YTD
- -0.11%
- 6M
- -1.45%
- 1Y
- 13.32%
- 3Y*
- 14.10%
- 5Y*
- 6.90%
- 10Y*
- 10.20%
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PDDDX vs. TRRLX - Expense Ratio Comparison
PDDDX has a 0.76% expense ratio, which is higher than TRRLX's 0.64% expense ratio.
Return for Risk
PDDDX vs. TRRLX — Risk / Return Rank
PDDDX
TRRLX
PDDDX vs. TRRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2020 Fund (PDDDX) and T. Rowe Price Retirement 2060 Fund (TRRLX). 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.
| PDDDX | TRRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.86 | +0.58 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.30 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 0.97 | +0.88 |
Martin ratioReturn relative to average drawdown | 8.88 | 4.26 | +4.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDDDX | TRRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.86 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.46 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.57 | +0.22 |
Correlation
The correlation between PDDDX and TRRLX is 0.86, 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
PDDDX vs. TRRLX - Dividend Comparison
PDDDX's dividend yield for the trailing twelve months is around 4.01%, while TRRLX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDDDX Prudential Day One 2020 Fund | 4.01% | 4.05% | 19.73% | 3.22% | 8.41% | 28.05% | 1.91% | 3.76% | 3.05% | 0.86% | 0.00% | 0.00% |
TRRLX T. Rowe Price Retirement 2060 Fund | 0.00% | 0.00% | 1.74% | 3.29% | 5.75% | 4.19% | 2.38% | 4.33% | 5.39% | 1.58% | 1.58% | 0.83% |
Drawdowns
PDDDX vs. TRRLX - Drawdown Comparison
The maximum PDDDX drawdown since its inception was -18.88%, smaller than the maximum TRRLX drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for PDDDX and TRRLX.
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Drawdown Indicators
| PDDDX | TRRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.88% | -32.52% | +13.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -9.82% | +5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -16.64% | -28.09% | +11.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.52% | — |
Current DrawdownCurrent decline from peak | -2.32% | -6.41% | +4.09% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -5.23% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 2.98% | -1.88% |
Volatility
PDDDX vs. TRRLX - Volatility Comparison
The current volatility for Prudential Day One 2020 Fund (PDDDX) is 2.43%, while T. Rowe Price Retirement 2060 Fund (TRRLX) has a volatility of 5.87%. This indicates that PDDDX experiences smaller price fluctuations and is considered to be less risky than TRRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDDDX | TRRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 5.87% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.73% | 10.02% | -6.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.66% | 16.75% | -10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.74% | 15.21% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.45% | 15.47% | -4.02% |