PortfoliosLab logoPortfoliosLab logo
PRRYX vs. URFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRRYX vs. URFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam RetirementReady 2035 Fund (PRRYX) and USAA Target Retirement 2050 Fund (URFFX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PRRYX achieves a 3.56% return, which is significantly lower than URFFX's 13.05% return. Over the past 10 years, PRRYX has underperformed URFFX with an annualized return of 7.20%, while URFFX has yielded a comparatively higher 10.12% annualized return.


PRRYX

1D
1.15%
1M
-0.35%
6M
3.90%
YTD
3.56%
1Y
8.87%
3Y*
10.39%
5Y*
6.14%
10Y*
7.20%
ALL TIME*
7.83%

URFFX

1D
1.41%
1M
0.64%
6M
9.62%
YTD
13.05%
1Y
24.29%
3Y*
16.22%
5Y*
9.38%
10Y*
10.12%
ALL TIME*
8.09%
*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

PRRYX vs. URFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRRYX
Putnam RetirementReady 2035 Fund
3.56%9.79%9.46%18.15%-10.13%9.94%7.97%15.70%-7.49%16.09%
URFFX
USAA Target Retirement 2050 Fund
13.05%19.35%11.86%18.12%-15.66%17.70%10.52%20.16%-9.01%19.40%

Correlation

The correlation between PRRYX and URFFX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


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

0.96

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

0.92

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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.95

The correlation between PRRYX and URFFX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PRRYX vs. URFFX — Risk / Return Rank

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

PRRYX
PRRYX Risk / Return Rank: 2727
Overall Rank
PRRYX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PRRYX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PRRYX Omega Ratio Rank: 2525
Omega Ratio Rank
PRRYX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PRRYX Martin Ratio Rank: 3333
Martin Ratio Rank

URFFX
URFFX Risk / Return Rank: 8383
Overall Rank
URFFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
URFFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
URFFX Omega Ratio Rank: 7878
Omega Ratio Rank
URFFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
URFFX Martin Ratio Rank: 9090
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.

PRRYX vs. URFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam RetirementReady 2035 Fund (PRRYX) and USAA Target Retirement 2050 Fund (URFFX). 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.


PRRYXURFFXDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.17

1.35

-0.17

Calmar ratioReturn relative to maximum drawdown

1.30

2.87

-1.57

Martin ratioReturn relative to average drawdown

5.06

12.30

-7.25

PRRYX vs. URFFX - Sharpe Ratio Comparison

The current PRRYX Sharpe Ratio is 0.98, which is lower than the URFFX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of PRRYX and URFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PRRYX vs. URFFX - Drawdown Comparison

The maximum PRRYX drawdown since its inception was -20.30%, smaller than the maximum URFFX drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for PRRYX and URFFX.


Loading charts...

Drawdown Indicators


PRRYXURFFXDifference

Max Drawdown

Largest peak-to-trough decline

-20.30%

-44.25%

+23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-7.89%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-13.36%

-14.14%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-14.44%

-23.76%

+9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-20.30%

-29.97%

+9.67%

Current Drawdown

Current decline from peak

-0.91%

-0.17%

-0.74%

Average Drawdown

Average peak-to-trough decline

-2.78%

-5.88%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.84%

-0.25%

Volatility

PRRYX vs. URFFX - Volatility Comparison

The current volatility for Putnam RetirementReady 2035 Fund (PRRYX) is 2.47%, while USAA Target Retirement 2050 Fund (URFFX) has a volatility of 2.93%. This indicates that PRRYX experiences smaller price fluctuations and is considered to be less risky than URFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PRRYXURFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

2.93%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

6.63%

9.82%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

8.21%

11.86%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.32%

13.97%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.39%

14.33%

-4.94%

PRRYX vs. URFFX - Expense Ratio Comparison

PRRYX has a 0.09% expense ratio, which is lower than URFFX's 0.58% expense ratio.


Dividends

PRRYX vs. URFFX - Dividend Comparison

PRRYX's dividend yield for the trailing twelve months is around 1.75%, less than URFFX's 5.72% yield.


PositionTTM20252024202320222021202020192018201720162015
PRRYX
Putnam RetirementReady 2035 Fund
1.75%1.81%1.99%2.08%10.70%9.79%1.06%3.62%9.16%3.21%0.74%2.50%
URFFX
USAA Target Retirement 2050 Fund
5.72%6.46%2.61%3.39%11.40%8.13%6.25%11.76%10.21%5.55%3.91%2.57%

Frequently Asked Questions


With a correlation of 0.95, PRRYX and URFFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

URFFX has higher volatility (2.93%) compared to PRRYX (2.47%). In terms of maximum drawdown, PRRYX dropped -20.30% vs URFFX's -44.25%.

URFFX currently has the higher Sharpe Ratio (1.91 vs 0.98), 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 PRRYX and URFFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer