TBLYX vs. USD=X
TBLYX (T. Rowe Price Retirement Blend 2035 Fund) is Target Retirement Date fund actively managed by T. Rowe Price, while USD=X (USD Cash) is a currency. Over the past 3 years, TBLYX returned 15.45%/yr vs 0.00%/yr for USD=X.
Performance
TBLYX vs. USD=X - Performance Comparison
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Returns By Period
TBLYX
- 1D
- 1.86%
- 1M
- 0.08%
- YTD
- 7.90%
- 6M
- 8.49%
- 1Y
- 19.16%
- 3Y*
- 15.45%
- 5Y*
- —
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
TBLYX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TBLYX T. Rowe Price Retirement Blend 2035 Fund | 7.90% | 17.30% | 12.43% | 18.44% | -17.17% | 4.09% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
TBLYX vs. USD=X — Risk / Return Rank
TBLYX
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TBLYX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2035 Fund (TBLYX) and USD Cash (USD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TBLYX | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | — | — |
| Martin ratioReturn relative to average drawdown | 10.93 | — | — |
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Drawdowns
TBLYX vs. USD=X - Drawdown Comparison
The maximum TBLYX drawdown since its inception was -24.54%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TBLYX and USD=X.
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Drawdown Indicators
| TBLYX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.54% | 0.00% | -24.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.83% | 0.00% | -7.83% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | 0.00% | -13.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | 0.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -1.58% | 0.00% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -6.07% | 0.00% | -6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 0.00% | +1.80% |
Volatility
TBLYX vs. USD=X - Volatility Comparison
T. Rowe Price Retirement Blend 2035 Fund (TBLYX) has a higher volatility of 4.08% compared to USD Cash (USD=X) at 0.00%. This indicates that TBLYX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TBLYX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 0.00% | +4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 0.00% | +8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 0.00% | +10.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.11% | 0.00% | +13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.11% | 0.00% | +13.11% |
Frequently Asked Questions
TBLYX has higher volatility (4.08%) compared to USD=X (0.00%). In terms of maximum drawdown, TBLYX dropped -24.54% vs USD=X's 0.00%.
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