TRLGX vs. SSDWX
Compare and contrast key facts about T. Rowe Price Large-Cap Growth Fund (TRLGX) and State Street Target Retirement 2060 Fund (SSDWX).
TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001. SSDWX is managed by State Street Global Advisors. It was launched on Sep 29, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRLGX or SSDWX.
Performance
TRLGX vs. SSDWX - Performance Comparison
Returns By Period
In the year-to-date period, TRLGX achieves a 31.18% return, which is significantly higher than SSDWX's 14.67% return. Over the past 10 years, TRLGX has outperformed SSDWX with an annualized return of 11.34%, while SSDWX has yielded a comparatively lower 8.33% annualized return.
TRLGX
31.18%
2.37%
13.94%
33.23%
14.43%
11.34%
SSDWX
14.67%
0.36%
7.88%
22.47%
9.27%
8.33%
Key characteristics
| TRLGX | SSDWX | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.13 |
| Sortino Ratio | 2.86 | 2.90 |
| Omega Ratio | 1.39 | 1.39 |
| Calmar Ratio | 1.69 | 2.02 |
| Martin Ratio | 12.99 | 12.88 |
| Ulcer Index | 2.62% | 1.76% |
| Daily Std Dev | 15.80% | 10.63% |
| Max Drawdown | -56.16% | -29.88% |
| Current Drawdown | -1.46% | -1.43% |
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TRLGX vs. SSDWX - Expense Ratio Comparison
TRLGX has a 0.55% expense ratio, which is higher than SSDWX's 0.18% expense ratio.
Correlation
The correlation between TRLGX and SSDWX is 0.84, 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.
Risk-Adjusted Performance
TRLGX vs. SSDWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) and State Street Target Retirement 2060 Fund (SSDWX). 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.
Dividends
TRLGX vs. SSDWX - Dividend Comparison
TRLGX has not paid dividends to shareholders, while SSDWX's dividend yield for the trailing twelve months is around 1.88%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLGX T. Rowe Price Large-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.41% | 0.28% | 0.24% | 0.24% | 0.03% | 0.07% | 0.04% |
SSDWX State Street Target Retirement 2060 Fund | 1.88% | 2.16% | 1.61% | 1.81% | 1.47% | 2.24% | 2.32% | 1.94% | 1.43% | 2.05% | 1.58% | 0.00% |
Drawdowns
TRLGX vs. SSDWX - Drawdown Comparison
The maximum TRLGX drawdown since its inception was -56.16%, which is greater than SSDWX's maximum drawdown of -29.88%. Use the drawdown chart below to compare losses from any high point for TRLGX and SSDWX. For additional features, visit the drawdowns tool.
Volatility
TRLGX vs. SSDWX - Volatility Comparison
T. Rowe Price Large-Cap Growth Fund (TRLGX) has a higher volatility of 4.93% compared to State Street Target Retirement 2060 Fund (SSDWX) at 2.96%. This indicates that TRLGX's price experiences larger fluctuations and is considered to be riskier than SSDWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.