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PRSIX vs. TRRCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRSIX vs. TRRCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and T. Rowe Price Retirement 2030 Fund (TRRCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRSIX achieves a 5.01% return, which is significantly lower than TRRCX's 6.49% return. Over the past 10 years, PRSIX has underperformed TRRCX with an annualized return of 6.84%, while TRRCX has yielded a comparatively higher 8.81% annualized return.


PRSIX

1D
1.14%
1M
0.19%
YTD
5.01%
6M
5.51%
1Y
12.50%
3Y*
10.58%
5Y*
4.58%
10Y*
6.84%

TRRCX

1D
1.51%
1M
-0.00%
YTD
6.49%
6M
1.20%
1Y
9.28%
3Y*
11.17%
5Y*
5.03%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRSIX vs. TRRCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
5.01%11.91%8.53%11.97%-13.65%7.07%11.70%16.78%-3.01%12.28%
TRRCX
T. Rowe Price Retirement 2030 Fund
6.49%8.23%10.73%16.36%-16.89%13.70%15.90%22.50%-6.36%19.46%

Correlation

The correlation between PRSIX and TRRCX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2002

0.95

The correlation between PRSIX and TRRCX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

PRSIX vs. TRRCX — Risk / Return Rank

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

PRSIX
PRSIX Risk / Return Rank: 7575
Overall Rank
PRSIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRSIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PRSIX Omega Ratio Rank: 7878
Omega Ratio Rank
PRSIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
PRSIX Martin Ratio Rank: 7676
Martin Ratio Rank

TRRCX
TRRCX Risk / Return Rank: 2020
Overall Rank
TRRCX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TRRCX Sortino Ratio Rank: 1717
Sortino Ratio Rank
TRRCX Omega Ratio Rank: 2525
Omega Ratio Rank
TRRCX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TRRCX Martin Ratio Rank: 2020
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.

PRSIX vs. TRRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) and T. Rowe Price Retirement 2030 Fund (TRRCX). 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.


PRSIXTRRCXDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.41

1.21

+0.21

Calmar ratioReturn relative to maximum drawdown

2.56

1.25

+1.31

Martin ratioReturn relative to average drawdown

11.28

4.13

+7.15

PRSIX vs. TRRCX - Sharpe Ratio Comparison

The current PRSIX Sharpe Ratio is 2.09, which is higher than the TRRCX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PRSIX and TRRCX, 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

PRSIX vs. TRRCX - Drawdown Comparison

The maximum PRSIX drawdown since its inception was -30.00%, smaller than the maximum TRRCX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for PRSIX and TRRCX.


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Drawdown Indicators


PRSIXTRRCXDifference

Max Drawdown

Largest peak-to-trough decline

-30.00%

-52.28%

+22.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-7.93%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

-10.46%

+3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-18.69%

-24.07%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

-28.55%

+9.27%

Current Drawdown

Current decline from peak

-0.74%

-1.34%

+0.60%

Average Drawdown

Average peak-to-trough decline

-2.82%

-6.07%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

2.37%

-1.23%

Volatility

PRSIX vs. TRRCX - Volatility Comparison

The current volatility for T. Rowe Price Spectrum Conservative Allocation Fund (PRSIX) is 2.52%, while T. Rowe Price Retirement 2030 Fund (TRRCX) has a volatility of 3.44%. This indicates that PRSIX experiences smaller price fluctuations and is considered to be less risky than TRRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSIXTRRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

3.44%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

8.65%

-3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.14%

9.93%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

11.40%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.42%

12.26%

-4.84%

PRSIX vs. TRRCX - Expense Ratio Comparison

PRSIX has a 0.36% expense ratio, which is lower than TRRCX's 0.59% expense ratio.


Dividends

PRSIX vs. TRRCX - Dividend Comparison

PRSIX's dividend yield for the trailing twelve months is around 6.89%, while TRRCX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PRSIX
T. Rowe Price Spectrum Conservative Allocation Fund
6.89%7.12%3.92%3.78%5.63%7.63%3.77%5.11%5.27%3.43%2.22%4.56%
TRRCX
T. Rowe Price Retirement 2030 Fund
0.00%0.00%3.38%6.16%12.05%9.43%5.45%5.44%8.83%3.82%2.66%3.76%

Frequently Asked Questions


With a correlation of 0.95, PRSIX and TRRCX 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.

TRRCX has higher volatility (3.44%) compared to PRSIX (2.52%). In terms of maximum drawdown, PRSIX dropped -30.00% vs TRRCX's -52.28%.

PRSIX currently has the higher Sharpe Ratio (2.09 vs 1.00), 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 PRSIX and TRRCX

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

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