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TRRAX vs. PBRNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRRAX vs. PBRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2010 Fund (TRRAX) and PIMCO RealPath Blend Income Fund (PBRNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRRAX achieves a 5.50% return, which is significantly lower than PBRNX's 5.90% return. Both investments have delivered pretty close results over the past 10 years, with TRRAX having a 6.76% annualized return and PBRNX not far ahead at 6.91%.


TRRAX

1D
-0.18%
1M
0.72%
YTD
5.50%
6M
5.30%
1Y
13.14%
3Y*
10.80%
5Y*
4.96%
10Y*
6.76%

PBRNX

1D
-0.23%
1M
1.00%
YTD
5.90%
6M
5.75%
1Y
14.57%
3Y*
10.15%
5Y*
4.38%
10Y*
6.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRRAX vs. PBRNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRAX
T. Rowe Price Retirement 2010 Fund
5.50%11.77%8.48%12.49%-13.94%8.87%11.90%16.17%-3.66%11.67%
PBRNX
PIMCO RealPath Blend Income Fund
5.90%13.57%5.63%12.03%-16.09%9.00%13.87%16.48%-4.14%12.75%

Correlation

The correlation between TRRAX and PBRNX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.91

The correlation between TRRAX and PBRNX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

TRRAX vs. PBRNX — Risk / Return Rank

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

TRRAX
TRRAX Risk / Return Rank: 6464
Overall Rank
TRRAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TRRAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
TRRAX Omega Ratio Rank: 7070
Omega Ratio Rank
TRRAX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TRRAX Martin Ratio Rank: 6464
Martin Ratio Rank

PBRNX
PBRNX Risk / Return Rank: 6464
Overall Rank
PBRNX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PBRNX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PBRNX Omega Ratio Rank: 7070
Omega Ratio Rank
PBRNX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PBRNX Martin Ratio Rank: 6464
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.

TRRAX vs. PBRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2010 Fund (TRRAX) and PIMCO RealPath Blend Income Fund (PBRNX). 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.


TRRAXPBRNXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.43

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

2.71

2.68

+0.03

Martin ratioReturn relative to average drawdown

11.84

11.78

+0.06

TRRAX vs. PBRNX - Sharpe Ratio Comparison

The current TRRAX Sharpe Ratio is 2.17, which is comparable to the PBRNX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TRRAX and PBRNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TRRAX vs. PBRNX - Drawdown Comparison

The maximum TRRAX drawdown since its inception was -38.81%, which is greater than PBRNX's maximum drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for TRRAX and PBRNX.


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Drawdown Indicators


TRRAXPBRNXDifference

Max Drawdown

Largest peak-to-trough decline

-38.81%

-21.90%

-16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-5.07%

-5.66%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-7.33%

-8.33%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.40%

-21.90%

+2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

-21.90%

+2.29%

Current Drawdown

Current decline from peak

-0.41%

-0.47%

+0.06%

Average Drawdown

Average peak-to-trough decline

-3.91%

-3.77%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

1.28%

-0.13%

Volatility

TRRAX vs. PBRNX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2010 Fund (TRRAX) is 2.46%, while PIMCO RealPath Blend Income Fund (PBRNX) has a volatility of 2.67%. This indicates that TRRAX experiences smaller price fluctuations and is considered to be less risky than PBRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRAXPBRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

2.67%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

5.36%

5.82%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

6.95%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

8.45%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

7.96%

-0.07%

TRRAX vs. PBRNX - Expense Ratio Comparison

TRRAX has a 0.49% expense ratio, which is higher than PBRNX's 0.03% expense ratio.


Dividends

TRRAX vs. PBRNX - Dividend Comparison

TRRAX's dividend yield for the trailing twelve months is around 5.56%, more than PBRNX's 5.13% yield.


PositionTTM20252024202320222021202020192018201720162015
PBRNX
PIMCO RealPath Blend Income Fund
5.13%4.19%4.56%4.16%3.63%5.95%4.29%4.42%2.48%2.16%3.17%2.57%
TRRAX
T. Rowe Price Retirement 2010 Fund
5.56%5.87%4.10%4.32%11.83%13.61%9.86%4.55%8.50%5.96%2.19%2.07%

Frequently Asked Questions


With a correlation of 0.92, TRRAX and PBRNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PBRNX has higher volatility (2.67%) compared to TRRAX (2.46%). In terms of maximum drawdown, TRRAX dropped -38.81% vs PBRNX's -21.90%.

PBRNX currently has the higher Sharpe Ratio (2.19 vs 2.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TRRAX and PBRNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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