SSDWX vs. TRLGX
Compare and contrast key facts about State Street Target Retirement 2060 Fund (SSDWX) and T. Rowe Price Large-Cap Growth Fund (TRLGX).
SSDWX is managed by State Street Global Advisors. It was launched on Sep 29, 2014. TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSDWX or TRLGX.
Performance
SSDWX vs. TRLGX - Performance Comparison
Returns By Period
In the year-to-date period, SSDWX achieves a 14.67% return, which is significantly lower than TRLGX's 31.18% return. Over the past 10 years, SSDWX has underperformed TRLGX with an annualized return of 8.33%, while TRLGX has yielded a comparatively higher 11.34% annualized return.
SSDWX
14.67%
0.36%
7.88%
22.47%
9.27%
8.33%
TRLGX
31.18%
2.37%
13.94%
33.23%
14.43%
11.34%
Key characteristics
| SSDWX | TRLGX | |
|---|---|---|
| Sharpe Ratio | 2.13 | 2.15 |
| Sortino Ratio | 2.90 | 2.86 |
| Omega Ratio | 1.39 | 1.39 |
| Calmar Ratio | 2.02 | 1.69 |
| Martin Ratio | 12.88 | 12.99 |
| Ulcer Index | 1.76% | 2.62% |
| Daily Std Dev | 10.63% | 15.80% |
| Max Drawdown | -29.88% | -56.16% |
| Current Drawdown | -1.43% | -1.46% |
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SSDWX vs. TRLGX - Expense Ratio Comparison
SSDWX has a 0.18% expense ratio, which is lower than TRLGX's 0.55% expense ratio.
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.
Risk-Adjusted Performance
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.
Dividends
SSDWX vs. TRLGX - Dividend Comparison
SSDWX's dividend yield for the trailing twelve months is around 1.88%, while TRLGX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDWX State Street Target Retirement 2060 Fund | 1.88% | 2.16% | 1.61% | 1.81% | 1.47% | 2.24% | 2.32% | 1.94% | 1.43% | 2.05% | 1.58% | 0.00% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.41% | 0.28% | 0.24% | 0.24% | 0.03% | 0.07% | 0.04% |
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.
Volatility
SSDWX vs. TRLGX - Volatility Comparison
The current volatility for State Street Target Retirement 2060 Fund (SSDWX) is 2.96%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 4.93%. 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.