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TRPKX vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TRPKXSWPPX

Correlation

-0.50.00.51.00.9

The correlation between TRPKX and SWPPX is 0.90, 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.

Performance

TRPKX vs. SWPPX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
15.70%
TRPKX
SWPPX

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TRPKX vs. SWPPX - Expense Ratio Comparison

TRPKX has a 0.45% expense ratio, which is higher than SWPPX's 0.02% expense ratio.


TRPKX
T. Rowe Price Retirement I 2045 Fund
Expense ratio chart for TRPKX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

TRPKX vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement I 2045 Fund (TRPKX) and Schwab S&P 500 Index Fund (SWPPX). 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.


TRPKX
Sharpe ratio
The chart of Sharpe ratio for TRPKX, currently valued at 2.46, compared to the broader market0.002.004.002.46
Sortino ratio
The chart of Sortino ratio for TRPKX, currently valued at 4.24, compared to the broader market0.005.0010.004.24
Omega ratio
The chart of Omega ratio for TRPKX, currently valued at 2.19, compared to the broader market1.002.003.004.002.19
Calmar ratio
The chart of Calmar ratio for TRPKX, currently valued at 1.07, compared to the broader market0.005.0010.0015.0020.0025.001.07
Martin ratio
The chart of Martin ratio for TRPKX, currently valued at 16.10, compared to the broader market0.0020.0040.0060.0080.00100.0016.10
SWPPX
Sharpe ratio
The chart of Sharpe ratio for SWPPX, currently valued at 3.22, compared to the broader market0.002.004.003.22
Sortino ratio
The chart of Sortino ratio for SWPPX, currently valued at 4.26, compared to the broader market0.005.0010.004.26
Omega ratio
The chart of Omega ratio for SWPPX, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for SWPPX, currently valued at 4.73, compared to the broader market0.005.0010.0015.0020.0025.004.73
Martin ratio
The chart of Martin ratio for SWPPX, currently valued at 21.35, compared to the broader market0.0020.0040.0060.0080.00100.0021.35

TRPKX vs. SWPPX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.46
3.22
TRPKX
SWPPX

Dividends

TRPKX vs. SWPPX - Dividend Comparison

TRPKX has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.12%.


TTM20232022202120202019201820172016201520142013
TRPKX
T. Rowe Price Retirement I 2045 Fund
4.33%3.27%6.25%3.81%2.81%5.06%4.66%2.92%1.52%1.14%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
1.12%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%1.67%

Drawdowns

TRPKX vs. SWPPX - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.02%
0
TRPKX
SWPPX

Volatility

TRPKX vs. SWPPX - Volatility Comparison

The current volatility for T. Rowe Price Retirement I 2045 Fund (TRPKX) is 0.00%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.88%. This indicates that TRPKX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
3.88%
TRPKX
SWPPX