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TBLKX vs. TRRKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBLKX vs. TRRKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement Blend 2045 Fund (TBLKX) and T. Rowe Price Retirement 2045 Fund (TRRKX). The values are adjusted to include any dividend payments, if applicable.

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TBLKX vs. TRRKX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TBLKX
T. Rowe Price Retirement Blend 2045 Fund
-1.02%19.98%14.79%20.88%-18.12%4.14%
TRRKX
T. Rowe Price Retirement 2045 Fund
-0.98%14.20%13.94%20.52%-19.03%2.05%

Returns By Period

The year-to-date returns for both investments are quite close, with TBLKX having a -1.02% return and TRRKX slightly higher at -0.98%.


TBLKX

1D
2.78%
1M
-5.97%
YTD
-1.02%
6M
1.56%
1Y
18.64%
3Y*
15.62%
5Y*
10Y*

TRRKX

1D
2.69%
1M
-6.33%
YTD
-0.98%
6M
-2.18%
1Y
12.52%
3Y*
13.48%
5Y*
6.29%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBLKX vs. TRRKX - Expense Ratio Comparison

TBLKX has a 0.25% expense ratio, which is lower than TRRKX's 0.63% expense ratio.


Return for Risk

TBLKX vs. TRRKX — Risk / Return Rank

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

TBLKX
TBLKX Risk / Return Rank: 5959
Overall Rank
TBLKX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TBLKX Sortino Ratio Rank: 5757
Sortino Ratio Rank
TBLKX Omega Ratio Rank: 5959
Omega Ratio Rank
TBLKX Calmar Ratio Rank: 5757
Calmar Ratio Rank
TBLKX Martin Ratio Rank: 6767
Martin Ratio Rank

TRRKX
TRRKX Risk / Return Rank: 3535
Overall Rank
TRRKX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TRRKX Sortino Ratio Rank: 3636
Sortino Ratio Rank
TRRKX Omega Ratio Rank: 3838
Omega Ratio Rank
TRRKX Calmar Ratio Rank: 3030
Calmar Ratio Rank
TRRKX Martin Ratio Rank: 3636
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.

TBLKX vs. TRRKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2045 Fund (TBLKX) and T. Rowe Price Retirement 2045 Fund (TRRKX). 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.


TBLKXTRRKXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.82

+0.36

Sortino ratio

Return per unit of downside risk

1.72

1.24

+0.48

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.07

Calmar ratio

Return relative to maximum drawdown

1.65

0.88

+0.76

Martin ratio

Return relative to average drawdown

7.64

3.93

+3.71

TBLKX vs. TRRKX - Sharpe Ratio Comparison

The current TBLKX Sharpe Ratio is 1.18, which is higher than the TRRKX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of TBLKX and TRRKX, 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


TBLKXTRRKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.82

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.48

+0.01

Correlation

The correlation between TBLKX and TRRKX is 0.98, 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

TBLKX vs. TRRKX - Dividend Comparison

TBLKX's dividend yield for the trailing twelve months is around 2.53%, while TRRKX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
TBLKX
T. Rowe Price Retirement Blend 2045 Fund
2.53%2.50%2.01%1.95%1.96%2.21%0.00%0.00%0.00%0.00%0.00%0.00%
TRRKX
T. Rowe Price Retirement 2045 Fund
0.00%0.00%1.96%4.40%7.83%5.58%4.52%5.94%8.98%3.52%3.20%4.25%

Drawdowns

TBLKX vs. TRRKX - Drawdown Comparison

The maximum TBLKX drawdown since its inception was -26.34%, smaller than the maximum TRRKX drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for TBLKX and TRRKX.


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Drawdown Indicators


TBLKXTRRKXDifference

Max Drawdown

Largest peak-to-trough decline

-26.34%

-53.54%

+27.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-11.43%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-28.75%

Max Drawdown (10Y)

Largest decline over 10 years

-32.48%

Current Drawdown

Current decline from peak

-6.74%

-7.05%

+0.31%

Average Drawdown

Average peak-to-trough decline

-6.79%

-7.26%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.88%

-0.40%

Volatility

TBLKX vs. TRRKX - Volatility Comparison

T. Rowe Price Retirement Blend 2045 Fund (TBLKX) and T. Rowe Price Retirement 2045 Fund (TRRKX) have volatilities of 5.88% and 5.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBLKXTRRKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

5.83%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

9.62%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

16.15%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

14.88%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

15.29%

+0.10%