TBLEX vs. FIRFX

In the year-to-date period, TBLEX achieves a 3.73% return, which is significantly lower than FIRFX's 4.26% return.

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TBLEX has a 0.22% expense ratio, which is lower than FIRFX's 0.48% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2025 Fund (TBLEX) and Fidelity Advisor Managed Retirement 2025 Fund Class I (FIRFX). 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 TBLEX Sharpe Ratio is 0.98, which is comparable to the FIRFX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TBLEX and FIRFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TBLEX's dividend yield for the trailing twelve months is around 2.62%, more than FIRFX's 2.50% yield.

The maximum TBLEX drawdown since its inception was -22.24%, smaller than the maximum FIRFX drawdown of -40.64%. Use the drawdown chart below to compare losses from any high point for TBLEX and FIRFX.

T. Rowe Price Retirement Blend 2025 Fund (TBLEX) has a higher volatility of 2.05% compared to Fidelity Advisor Managed Retirement 2025 Fund Class I (FIRFX) at 1.68%. This indicates that TBLEX's price experiences larger fluctuations and is considered to be riskier than FIRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.