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TBLGX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBLGX vs. TBCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement Blend 2030 Fund (TBLGX) 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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TBLGX vs. TBCIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TBLGX
T. Rowe Price Retirement Blend 2030 Fund
-2.62%15.49%11.32%16.91%-16.41%2.96%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-11.20%18.94%48.73%49.61%-38.48%2.41%

Returns By Period

In the year-to-date period, TBLGX achieves a -2.62% return, which is significantly higher than TBCIX's -11.20% return.


TBLGX

1D
-0.09%
1M
-6.53%
YTD
-2.62%
6M
-0.32%
1Y
11.81%
3Y*
11.46%
5Y*
10Y*

TBCIX

1D
3.90%
1M
-5.46%
YTD
-11.20%
6M
-9.94%
1Y
15.19%
3Y*
26.37%
5Y*
10.79%
10Y*
16.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBLGX vs. TBCIX - Expense Ratio Comparison

TBLGX has a 0.23% expense ratio, which is lower than TBCIX's 0.56% expense ratio.


Return for Risk

TBLGX vs. TBCIX — Risk / Return Rank

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

TBLGX
TBLGX Risk / Return Rank: 6161
Overall Rank
TBLGX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TBLGX Sortino Ratio Rank: 6161
Sortino Ratio Rank
TBLGX Omega Ratio Rank: 6262
Omega Ratio Rank
TBLGX Calmar Ratio Rank: 5555
Calmar Ratio Rank
TBLGX Martin Ratio Rank: 6464
Martin Ratio Rank

TBCIX
TBCIX Risk / Return Rank: 2929
Overall Rank
TBCIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 3131
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 2424
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.

TBLGX vs. TBCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2030 Fund (TBLGX) 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.


TBLGXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.72

+0.38

Sortino ratio

Return per unit of downside risk

1.58

1.21

+0.37

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

1.32

0.78

+0.54

Martin ratio

Return relative to average drawdown

6.13

2.71

+3.42

TBLGX vs. TBCIX - Sharpe Ratio Comparison

The current TBLGX Sharpe Ratio is 1.10, which is higher than the TBCIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TBLGX 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


TBLGXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.72

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.68

-0.24

Correlation

The correlation between TBLGX and TBCIX is 0.82, 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

TBLGX vs. TBCIX - Dividend Comparison

TBLGX's dividend yield for the trailing twelve months is around 2.95%, less than TBCIX's 5.86% yield.


TTM2025202420232022202120202019201820172016
TBLGX
T. Rowe Price Retirement Blend 2030 Fund
2.95%2.87%2.48%2.21%2.60%1.88%0.00%0.00%0.00%0.00%0.00%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
5.86%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%

Drawdowns

TBLGX vs. TBCIX - Drawdown Comparison

The maximum TBLGX drawdown since its inception was -23.25%, smaller than the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for TBLGX and TBCIX.


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Drawdown Indicators


TBLGXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-43.26%

+20.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.22%

-16.96%

+8.74%

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

-6.69%

-13.72%

+7.03%

Average Drawdown

Average peak-to-trough decline

-6.03%

-8.15%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

4.86%

-3.09%

Volatility

TBLGX vs. TBCIX - Volatility Comparison

The current volatility for T. Rowe Price Retirement Blend 2030 Fund (TBLGX) is 3.49%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 7.01%. This indicates that TBLGX 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


TBLGXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

7.01%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

6.22%

12.40%

-6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

10.88%

22.77%

-11.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.42%

23.94%

-12.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.42%

22.73%

-11.31%