PRTLX vs. TRBCX
PRTLX (Putnam RetirementReady 2055 Fund) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both mutual funds - PRTLX is a Target Retirement Date fund managed by Putnam, while TRBCX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Over the past 10 years, PRTLX returned 11.03%/yr vs 17.61%/yr for TRBCX. Their correlation of 0.86 suggests significant overlap in exposure. PRTLX charges 0.03%/yr vs 0.69%/yr for TRBCX.
Performance
PRTLX vs. TRBCX - Performance Comparison
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Returns By Period
In the year-to-date period, PRTLX achieves a 5.71% return, which is significantly higher than TRBCX's -2.61% return. Over the past 10 years, PRTLX has underperformed TRBCX with an annualized return of 11.03%, while TRBCX has yielded a comparatively higher 17.61% annualized return.
PRTLX
- 1D
- 0.38%
- 1M
- -0.56%
- YTD
- 5.71%
- 6M
- 4.76%
- 1Y
- 14.07%
- 3Y*
- 15.44%
- 5Y*
- 8.38%
- 10Y*
- 11.03%
TRBCX
- 1D
- -0.86%
- 1M
- -6.66%
- YTD
- -2.61%
- 6M
- -3.97%
- 1Y
- 8.97%
- 3Y*
- 25.33%
- 5Y*
- 10.58%
- 10Y*
- 17.61%
PRTLX vs. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRTLX Putnam RetirementReady 2055 Fund | 5.71% | 13.42% | 15.59% | 22.31% | -15.71% | 17.39% | 14.17% | 20.75% | -9.44% | 20.69% |
TRBCX T. Rowe Price Blue Chip Growth Fund | -2.61% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between PRTLX and TRBCX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.86 |
The correlation between PRTLX and TRBCX shifts across timeframes, from 0.76 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRTLX vs. TRBCX — Risk / Return Rank
PRTLX
TRBCX
PRTLX vs. TRBCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam RetirementReady 2055 Fund (PRTLX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.
| PRTLX | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.58 | +1.12 |
| Martin ratioReturn relative to average drawdown | 6.94 | 1.90 | +5.04 |
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Drawdowns
PRTLX vs. TRBCX - Drawdown Comparison
The maximum PRTLX drawdown since its inception was -28.52%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PRTLX and TRBCX.
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Drawdown Indicators
| PRTLX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.52% | -54.56% | +26.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -17.01% | +8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -18.55% | -23.08% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | -43.63% | +21.92% |
Max Drawdown (10Y)Largest decline over 10 years | -28.52% | -43.63% | +15.11% |
Current DrawdownCurrent decline from peak | -1.79% | -8.31% | +6.52% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -11.29% | +5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 5.20% | -3.03% |
Volatility
PRTLX vs. TRBCX - Volatility Comparison
The current volatility for Putnam RetirementReady 2055 Fund (PRTLX) is 4.82%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 6.69%. This indicates that PRTLX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRTLX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 6.69% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 14.53% | -4.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 17.64% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 24.18% | -10.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 22.83% | -8.25% |
PRTLX vs. TRBCX - Expense Ratio Comparison
PRTLX has a 0.03% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Dividends
PRTLX vs. TRBCX - Dividend Comparison
PRTLX's dividend yield for the trailing twelve months is around 1.59%, less than TRBCX's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRTLX Putnam RetirementReady 2055 Fund | 1.59% | 1.68% | 1.20% | 1.60% | 10.10% | 12.83% | 1.09% | 7.44% | 15.18% | 5.47% | 1.14% | 9.07% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.39% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
PRTLX and TRBCX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRBCX has higher volatility (6.69%) compared to PRTLX (4.82%). In terms of maximum drawdown, PRTLX dropped -28.52% vs TRBCX's -54.56%.
PRTLX currently has the higher Sharpe Ratio (1.28 vs 0.56), 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.
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