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TBLBX vs. TCLEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TBLBX and TCLEX is 0.86, 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.


Performance

TBLBX vs. TCLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement Blend 2010 Fund (TBLBX) and TIAA-CREF Lifecycle 2010 Fund (TCLEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TBLBX:

0.88

TCLEX:

0.59

Sortino Ratio

TBLBX:

1.27

TCLEX:

0.86

Omega Ratio

TBLBX:

1.18

TCLEX:

1.12

Calmar Ratio

TBLBX:

0.97

TCLEX:

0.39

Martin Ratio

TBLBX:

4.33

TCLEX:

1.81

Ulcer Index

TBLBX:

1.63%

TCLEX:

2.17%

Daily Std Dev

TBLBX:

8.06%

TCLEX:

6.52%

Max Drawdown

TBLBX:

-18.86%

TCLEX:

-36.31%

Current Drawdown

TBLBX:

-0.80%

TCLEX:

-5.24%

Returns By Period

In the year-to-date period, TBLBX achieves a 2.78% return, which is significantly higher than TCLEX's 2.12% return.


TBLBX

YTD

2.78%

1M

4.94%

6M

2.07%

1Y

7.05%

3Y*

7.29%

5Y*

N/A

10Y*

N/A

TCLEX

YTD

2.12%

1M

3.99%

6M

-0.03%

1Y

3.85%

3Y*

4.28%

5Y*

2.17%

10Y*

2.09%

*Annualized

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TIAA-CREF Lifecycle 2010 Fund

TBLBX vs. TCLEX - Expense Ratio Comparison

TBLBX has a 0.19% expense ratio, which is lower than TCLEX's 0.51% expense ratio.


Risk-Adjusted Performance

TBLBX vs. TCLEX — Risk-Adjusted Performance Rank

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

TBLBX
The Risk-Adjusted Performance Rank of TBLBX is 8282
Overall Rank
The Sharpe Ratio Rank of TBLBX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of TBLBX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of TBLBX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of TBLBX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of TBLBX is 8585
Martin Ratio Rank

TCLEX
The Risk-Adjusted Performance Rank of TCLEX is 5959
Overall Rank
The Sharpe Ratio Rank of TCLEX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of TCLEX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TCLEX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of TCLEX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of TCLEX is 5858
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.

TBLBX vs. TCLEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2010 Fund (TBLBX) and TIAA-CREF Lifecycle 2010 Fund (TCLEX). 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.


The current TBLBX Sharpe Ratio is 0.88, which is higher than the TCLEX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TBLBX and TCLEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TBLBX vs. TCLEX - Dividend Comparison

TBLBX's dividend yield for the trailing twelve months is around 2.85%, more than TCLEX's 2.69% yield.


TTM20242023202220212020201920182017201620152014
TBLBX
T. Rowe Price Retirement Blend 2010 Fund
2.85%2.92%2.14%2.79%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TCLEX
TIAA-CREF Lifecycle 2010 Fund
2.69%2.75%2.94%2.86%2.67%2.13%1.96%2.50%2.53%1.99%1.96%2.38%

Drawdowns

TBLBX vs. TCLEX - Drawdown Comparison

The maximum TBLBX drawdown since its inception was -18.86%, smaller than the maximum TCLEX drawdown of -36.31%. Use the drawdown chart below to compare losses from any high point for TBLBX and TCLEX. For additional features, visit the drawdowns tool.


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Volatility

TBLBX vs. TCLEX - Volatility Comparison

T. Rowe Price Retirement Blend 2010 Fund (TBLBX) has a higher volatility of 1.74% compared to TIAA-CREF Lifecycle 2010 Fund (TCLEX) at 1.49%. This indicates that TBLBX's price experiences larger fluctuations and is considered to be riskier than TCLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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