TBLAX vs. SCHG
Compare and contrast key facts about T. Rowe Price Retirement Blend 2005 Fund (TBLAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TBLAX is managed by T. Rowe Price. It was launched on Jul 25, 2021. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
TBLAX vs. SCHG - Performance Comparison
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TBLAX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TBLAX T. Rowe Price Retirement Blend 2005 Fund | -1.62% | 12.08% | 8.71% | 12.41% | -13.11% | 1.40% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 8.40% |
Returns By Period
In the year-to-date period, TBLAX achieves a -1.62% return, which is significantly higher than SCHG's -9.73% return.
TBLAX
- 1D
- 0.00%
- 1M
- -4.52%
- YTD
- -1.62%
- 6M
- 0.08%
- 1Y
- 8.81%
- 3Y*
- 8.87%
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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TBLAX vs. SCHG - Expense Ratio Comparison
TBLAX has a 0.19% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
TBLAX vs. SCHG — Risk / Return Rank
TBLAX
SCHG
TBLAX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2005 Fund (TBLAX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| TBLAX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.76 | +0.52 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.24 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.09 | +0.47 |
Martin ratioReturn relative to average drawdown | 7.02 | 3.71 | +3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TBLAX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.76 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.79 | -0.29 |
Correlation
The correlation between TBLAX and SCHG is 0.80, 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.
Dividends
TBLAX vs. SCHG - Dividend Comparison
TBLAX's dividend yield for the trailing twelve months is around 3.70%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBLAX T. Rowe Price Retirement Blend 2005 Fund | 3.70% | 3.64% | 2.33% | 2.45% | 3.65% | 2.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
TBLAX vs. SCHG - Drawdown Comparison
The maximum TBLAX drawdown since its inception was -18.31%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TBLAX and SCHG.
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Drawdown Indicators
| TBLAX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.31% | -34.59% | +16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -5.35% | -16.41% | +11.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -4.61% | -12.51% | +7.90% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -5.22% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 4.84% | -3.65% |
Volatility
TBLAX vs. SCHG - Volatility Comparison
The current volatility for T. Rowe Price Retirement Blend 2005 Fund (TBLAX) is 2.46%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that TBLAX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TBLAX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 6.77% | -4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 12.54% | -8.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.01% | 22.45% | -15.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.52% | 22.31% | -14.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.52% | 21.51% | -13.99% |