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TBLHX vs. VTTHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBLHX vs. VTTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement Blend 2035 Fund (TBLHX) and Vanguard Target Retirement 2035 Fund (VTTHX). The values are adjusted to include any dividend payments, if applicable.

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TBLHX vs. VTTHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TBLHX
T. Rowe Price Retirement Blend 2035 Fund
-3.05%17.39%12.59%18.77%-17.11%3.56%
VTTHX
Vanguard Target Retirement 2035 Fund
-3.07%17.55%11.56%17.37%-16.64%2.18%

Returns By Period

The year-to-date returns for both stocks are quite close, with TBLHX having a -3.05% return and VTTHX slightly lower at -3.07%.


TBLHX

1D
-0.17%
1M
-7.54%
YTD
-3.05%
6M
-0.52%
1Y
13.49%
3Y*
12.72%
5Y*
10Y*

VTTHX

1D
-0.11%
1M
-6.88%
YTD
-3.07%
6M
-0.64%
1Y
13.90%
3Y*
12.09%
5Y*
6.37%
10Y*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBLHX vs. VTTHX - Expense Ratio Comparison

TBLHX has a 0.24% expense ratio, which is higher than VTTHX's 0.08% 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

TBLHX vs. VTTHX — Risk / Return Rank

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

TBLHX
TBLHX Risk / Return Rank: 5858
Overall Rank
TBLHX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TBLHX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TBLHX Omega Ratio Rank: 6060
Omega Ratio Rank
TBLHX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TBLHX Martin Ratio Rank: 6262
Martin Ratio Rank

VTTHX
VTTHX Risk / Return Rank: 7373
Overall Rank
VTTHX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VTTHX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VTTHX Omega Ratio Rank: 7171
Omega Ratio Rank
VTTHX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VTTHX Martin Ratio Rank: 7575
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.

TBLHX vs. VTTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2035 Fund (TBLHX) and Vanguard Target Retirement 2035 Fund (VTTHX). 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.


TBLHXVTTHXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.25

-0.20

Sortino ratio

Return per unit of downside risk

1.52

1.80

-0.28

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.26

1.60

-0.34

Martin ratio

Return relative to average drawdown

5.89

7.13

-1.24

TBLHX vs. VTTHX - Sharpe Ratio Comparison

The current TBLHX Sharpe Ratio is 1.05, which is comparable to the VTTHX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TBLHX and VTTHX, 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


TBLHXVTTHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.25

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

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

0.50

-0.05

Correlation

The correlation between TBLHX and VTTHX is 0.97, 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

TBLHX vs. VTTHX - Dividend Comparison

TBLHX's dividend yield for the trailing twelve months is around 2.75%, less than VTTHX's 3.05% yield.


TTM20252024202320222021202020192018201720162015
TBLHX
T. Rowe Price Retirement Blend 2035 Fund
2.75%2.67%2.19%2.10%2.38%1.48%0.00%0.00%0.00%0.00%0.00%0.00%
VTTHX
Vanguard Target Retirement 2035 Fund
3.05%2.96%3.12%2.47%2.71%19.52%2.50%2.33%2.69%0.16%2.77%4.67%

Drawdowns

TBLHX vs. VTTHX - Drawdown Comparison

The maximum TBLHX drawdown since its inception was -24.45%, smaller than the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for TBLHX and VTTHX.


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Drawdown Indicators


TBLHXVTTHXDifference

Max Drawdown

Largest peak-to-trough decline

-24.45%

-51.76%

+27.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-8.03%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

Max Drawdown (10Y)

Largest decline over 10 years

-27.15%

Current Drawdown

Current decline from peak

-7.83%

-7.17%

-0.66%

Average Drawdown

Average peak-to-trough decline

-6.24%

-6.13%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.80%

+0.27%

Volatility

TBLHX vs. VTTHX - Volatility Comparison

T. Rowe Price Retirement Blend 2035 Fund (TBLHX) has a higher volatility of 4.17% compared to Vanguard Target Retirement 2035 Fund (VTTHX) at 3.81%. This indicates that TBLHX's price experiences larger fluctuations and is considered to be riskier than VTTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBLHXVTTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

3.81%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

6.60%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

11.21%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.13%

11.30%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.13%

12.43%

+0.70%