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TBLEX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBLEX vs. TBCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement Blend 2025 Fund (TBLEX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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TBLEX vs. TBCIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TBLEX
T. Rowe Price Retirement Blend 2025 Fund
-2.19%13.88%10.29%15.00%-15.23%2.43%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-14.54%18.94%48.73%49.61%-38.48%2.41%

Returns By Period

In the year-to-date period, TBLEX achieves a -2.19% return, which is significantly higher than TBCIX's -14.54% return.


TBLEX

1D
0.00%
1M
-5.64%
YTD
-2.19%
6M
-0.18%
1Y
10.49%
3Y*
10.36%
5Y*
10Y*

TBCIX

1D
-0.35%
1M
-8.84%
YTD
-14.54%
6M
-12.75%
1Y
11.84%
3Y*
24.77%
5Y*
10.38%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBLEX vs. TBCIX - Expense Ratio Comparison

TBLEX has a 0.22% expense ratio, which is lower than TBCIX's 0.56% expense ratio.


Return for Risk

TBLEX vs. TBCIX — Risk / Return Rank

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

TBLEX
TBLEX Risk / Return Rank: 6565
Overall Rank
TBLEX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TBLEX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TBLEX Omega Ratio Rank: 6666
Omega Ratio Rank
TBLEX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TBLEX Martin Ratio Rank: 6767
Martin Ratio Rank

TBCIX
TBCIX Risk / Return Rank: 2121
Overall Rank
TBCIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 2424
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TBLEX vs. TBCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2025 Fund (TBLEX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.


TBLEXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.54

+0.63

Sortino ratio

Return per unit of downside risk

1.66

0.94

+0.72

Omega ratio

Gain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

1.40

0.50

+0.90

Martin ratio

Return relative to average drawdown

6.38

1.75

+4.63

TBLEX vs. TBCIX - Sharpe Ratio Comparison

The current TBLEX Sharpe Ratio is 1.17, which is higher than the TBCIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TBLEX and TBCIX, 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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Sharpe Ratios by Period


TBLEXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.54

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.66

-0.21

Correlation

The correlation between TBLEX and TBCIX is 0.81, 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

TBLEX vs. TBCIX - Dividend Comparison

TBLEX's dividend yield for the trailing twelve months is around 3.32%, less than TBCIX's 6.09% yield.


TTM2025202420232022202120202019201820172016
TBLEX
T. Rowe Price Retirement Blend 2025 Fund
3.32%3.25%2.73%2.41%3.09%2.07%0.00%0.00%0.00%0.00%0.00%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
6.09%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%

Drawdowns

TBLEX vs. TBCIX - Drawdown Comparison

The maximum TBLEX drawdown since its inception was -21.51%, smaller than the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for TBLEX and TBCIX.


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Drawdown Indicators


TBLEXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.51%

-43.26%

+21.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-16.96%

+10.01%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

Max Drawdown (10Y)

Largest decline over 10 years

-43.26%

Current Drawdown

Current decline from peak

-5.80%

-16.96%

+11.16%

Average Drawdown

Average peak-to-trough decline

-5.58%

-8.15%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

4.87%

-3.35%

Volatility

TBLEX vs. TBCIX - Volatility Comparison

The current volatility for T. Rowe Price Retirement Blend 2025 Fund (TBLEX) is 3.08%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 5.58%. This indicates that TBLEX experiences smaller price fluctuations and is considered to be less risky than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBLEXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

5.58%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

5.26%

11.76%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

9.12%

22.49%

-13.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

23.88%

-14.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

22.69%

-12.87%