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PDEJX vs. TRRDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDEJX vs. TRRDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Day One 2025 Fund (PDEJX) and T. Rowe Price Retirement 2040 Fund (TRRDX). The values are adjusted to include any dividend payments, if applicable.

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PDEJX vs. TRRDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDEJX
Prudential Day One 2025 Fund
0.55%11.91%17.34%11.21%-12.30%12.90%9.30%16.82%-4.47%12.48%
TRRDX
T. Rowe Price Retirement 2040 Fund
-0.90%12.53%13.15%19.60%-18.77%16.52%18.10%24.71%-7.41%21.20%

Returns By Period

In the year-to-date period, PDEJX achieves a 0.55% return, which is significantly higher than TRRDX's -0.90% return.


PDEJX

1D
1.40%
1M
-2.68%
YTD
0.55%
6M
1.96%
1Y
10.58%
3Y*
12.21%
5Y*
7.10%
10Y*

TRRDX

1D
2.50%
1M
-5.91%
YTD
-0.90%
6M
-2.82%
1Y
10.75%
3Y*
12.47%
5Y*
5.97%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDEJX vs. TRRDX - Expense Ratio Comparison

PDEJX has a 0.00% expense ratio, which is lower than TRRDX's 0.61% expense ratio.


Return for Risk

PDEJX vs. TRRDX — Risk / Return Rank

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

PDEJX
PDEJX Risk / Return Rank: 7979
Overall Rank
PDEJX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PDEJX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PDEJX Omega Ratio Rank: 7878
Omega Ratio Rank
PDEJX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PDEJX Martin Ratio Rank: 8585
Martin Ratio Rank

TRRDX
TRRDX Risk / Return Rank: 3131
Overall Rank
TRRDX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TRRDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TRRDX Omega Ratio Rank: 3434
Omega Ratio Rank
TRRDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
TRRDX Martin Ratio Rank: 3232
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.

PDEJX vs. TRRDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2025 Fund (PDEJX) and T. Rowe Price Retirement 2040 Fund (TRRDX). 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.


PDEJXTRRDXDifference

Sharpe ratio

Return per unit of total volatility

1.45

0.76

+0.70

Sortino ratio

Return per unit of downside risk

2.07

1.14

+0.93

Omega ratio

Gain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

1.90

0.82

+1.08

Martin ratio

Return relative to average drawdown

9.24

3.55

+5.68

PDEJX vs. TRRDX - Sharpe Ratio Comparison

The current PDEJX Sharpe Ratio is 1.45, which is higher than the TRRDX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of PDEJX and TRRDX, 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


PDEJXTRRDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

0.76

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.43

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.56

+0.32

Correlation

The correlation between PDEJX and TRRDX is 0.90, 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

PDEJX vs. TRRDX - Dividend Comparison

PDEJX's dividend yield for the trailing twelve months is around 5.60%, while TRRDX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PDEJX
Prudential Day One 2025 Fund
5.60%5.63%20.16%3.66%7.83%10.79%2.42%5.03%4.61%1.68%0.00%0.00%
TRRDX
T. Rowe Price Retirement 2040 Fund
0.00%0.00%2.26%5.60%8.92%7.92%4.96%6.10%9.51%3.96%3.36%4.61%

Drawdowns

PDEJX vs. TRRDX - Drawdown Comparison

The maximum PDEJX drawdown since its inception was -20.45%, smaller than the maximum TRRDX drawdown of -53.50%. Use the drawdown chart below to compare losses from any high point for PDEJX and TRRDX.


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Drawdown Indicators


PDEJXTRRDXDifference

Max Drawdown

Largest peak-to-trough decline

-20.45%

-53.50%

+33.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.85%

-10.64%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.83%

-27.26%

+10.43%

Max Drawdown (10Y)

Largest decline over 10 years

-31.46%

Current Drawdown

Current decline from peak

-2.94%

-6.60%

+3.66%

Average Drawdown

Average peak-to-trough decline

-2.90%

-6.58%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

2.74%

-1.54%

Volatility

PDEJX vs. TRRDX - Volatility Comparison

The current volatility for Prudential Day One 2025 Fund (PDEJX) is 2.87%, while T. Rowe Price Retirement 2040 Fund (TRRDX) has a volatility of 5.44%. This indicates that PDEJX experiences smaller price fluctuations and is considered to be less risky than TRRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDEJXTRRDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

5.44%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

9.15%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

7.52%

15.03%

-7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.87%

14.11%

-5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.86%

14.60%

-5.74%