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SSDWX vs. TRLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSDWX and TRLGX is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SSDWX vs. TRLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Target Retirement 2060 Fund (SSDWX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
88.54%
148.52%
SSDWX
TRLGX

Key characteristics

Sharpe Ratio

SSDWX:

0.19

TRLGX:

-0.37

Sortino Ratio

SSDWX:

0.32

TRLGX:

-0.36

Omega Ratio

SSDWX:

1.04

TRLGX:

0.95

Calmar Ratio

SSDWX:

0.24

TRLGX:

-0.31

Martin Ratio

SSDWX:

0.76

TRLGX:

-1.22

Ulcer Index

SSDWX:

3.01%

TRLGX:

6.09%

Daily Std Dev

SSDWX:

12.25%

TRLGX:

19.88%

Max Drawdown

SSDWX:

-29.88%

TRLGX:

-56.16%

Current Drawdown

SSDWX:

-8.75%

TRLGX:

-23.97%

Returns By Period

In the year-to-date period, SSDWX achieves a -2.69% return, which is significantly higher than TRLGX's -16.80% return. Over the past 10 years, SSDWX has underperformed TRLGX with an annualized return of 5.83%, while TRLGX has yielded a comparatively higher 9.12% annualized return.


SSDWX

YTD

-2.69%

1M

-5.12%

6M

-6.22%

1Y

2.90%

5Y*

11.11%

10Y*

5.83%

TRLGX

YTD

-16.80%

1M

-15.57%

6M

-16.48%

1Y

-6.27%

5Y*

13.86%

10Y*

9.12%

*Annualized

Compare stocks, funds, or ETFs

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


SSDWX vs. TRLGX - Expense Ratio Comparison

SSDWX has a 0.18% expense ratio, which is lower than TRLGX's 0.55% expense ratio.


TRLGX
T. Rowe Price Large-Cap Growth Fund
Expense ratio chart for TRLGX: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TRLGX: 0.55%
Expense ratio chart for SSDWX: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SSDWX: 0.18%

Risk-Adjusted Performance

SSDWX vs. TRLGX — Risk-Adjusted Performance Rank

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

SSDWX
The Risk-Adjusted Performance Rank of SSDWX is 5656
Overall Rank
The Sharpe Ratio Rank of SSDWX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SSDWX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SSDWX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of SSDWX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SSDWX is 5656
Martin Ratio Rank

TRLGX
The Risk-Adjusted Performance Rank of TRLGX is 1717
Overall Rank
The Sharpe Ratio Rank of TRLGX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TRLGX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of TRLGX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of TRLGX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TRLGX is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SSDWX vs. TRLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2060 Fund (SSDWX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.


Sharpe ratio
The chart of Sharpe ratio for SSDWX, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.00
SSDWX: 0.19
TRLGX: -0.37
The chart of Sortino ratio for SSDWX, currently valued at 0.32, compared to the broader market-2.000.002.004.006.008.0010.00
SSDWX: 0.32
TRLGX: -0.36
The chart of Omega ratio for SSDWX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.50
SSDWX: 1.04
TRLGX: 0.95
The chart of Calmar ratio for SSDWX, currently valued at 0.24, compared to the broader market0.005.0010.0015.00
SSDWX: 0.24
TRLGX: -0.31
The chart of Martin ratio for SSDWX, currently valued at 0.76, compared to the broader market0.0020.0040.0060.00
SSDWX: 0.76
TRLGX: -1.22

The current SSDWX Sharpe Ratio is 0.19, which is higher than the TRLGX Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of SSDWX and TRLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.19
-0.37
SSDWX
TRLGX

Dividends

SSDWX vs. TRLGX - Dividend Comparison

SSDWX's dividend yield for the trailing twelve months is around 2.37%, while TRLGX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SSDWX
State Street Target Retirement 2060 Fund
2.37%2.30%2.16%1.61%1.81%1.47%2.24%2.32%1.94%1.43%2.05%1.58%
TRLGX
T. Rowe Price Large-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.41%0.28%0.24%0.24%0.03%0.07%

Drawdowns

SSDWX vs. TRLGX - Drawdown Comparison

The maximum SSDWX drawdown since its inception was -29.88%, smaller than the maximum TRLGX drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for SSDWX and TRLGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.75%
-23.97%
SSDWX
TRLGX

Volatility

SSDWX vs. TRLGX - Volatility Comparison

The current volatility for State Street Target Retirement 2060 Fund (SSDWX) is 5.21%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 10.59%. This indicates that SSDWX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
5.21%
10.59%
SSDWX
TRLGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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