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TRRBX vs. VTTVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRRBX and VTTVX is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

TRRBX vs. VTTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2020 Fund (TRRBX) and Vanguard Target Retirement 2025 Fund (VTTVX). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%220.00%December2025FebruaryMarchAprilMay
133.73%
203.54%
TRRBX
VTTVX

Key characteristics

Sharpe Ratio

TRRBX:

0.81

VTTVX:

0.55

Sortino Ratio

TRRBX:

1.18

VTTVX:

0.77

Omega Ratio

TRRBX:

1.17

VTTVX:

1.12

Calmar Ratio

TRRBX:

0.30

VTTVX:

0.31

Martin Ratio

TRRBX:

2.95

VTTVX:

1.44

Ulcer Index

TRRBX:

2.41%

VTTVX:

3.87%

Daily Std Dev

TRRBX:

8.73%

VTTVX:

10.04%

Max Drawdown

TRRBX:

-49.98%

VTTVX:

-46.03%

Current Drawdown

TRRBX:

-18.68%

VTTVX:

-11.96%

Returns By Period

In the year-to-date period, TRRBX achieves a 1.56% return, which is significantly lower than VTTVX's 2.03% return. Over the past 10 years, TRRBX has underperformed VTTVX with an annualized return of 0.65%, while VTTVX has yielded a comparatively higher 3.29% annualized return.


TRRBX

YTD

1.56%

1M

4.88%

6M

-0.16%

1Y

5.66%

5Y*

0.81%

10Y*

0.65%

VTTVX

YTD

2.03%

1M

5.48%

6M

-2.26%

1Y

3.96%

5Y*

3.16%

10Y*

3.29%

*Annualized

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TRRBX vs. VTTVX - Expense Ratio Comparison

TRRBX has a 0.53% expense ratio, which is higher than VTTVX's 0.08% expense ratio.


Expense ratio chart for TRRBX: current value is 0.53%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TRRBX: 0.53%
Expense ratio chart for VTTVX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTTVX: 0.08%

Risk-Adjusted Performance

TRRBX vs. VTTVX — Risk-Adjusted Performance Rank

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

TRRBX
The Risk-Adjusted Performance Rank of TRRBX is 5959
Overall Rank
The Sharpe Ratio Rank of TRRBX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of TRRBX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of TRRBX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of TRRBX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of TRRBX is 6464
Martin Ratio Rank

VTTVX
The Risk-Adjusted Performance Rank of VTTVX is 4444
Overall Rank
The Sharpe Ratio Rank of VTTVX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VTTVX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VTTVX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VTTVX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VTTVX is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRRBX vs. VTTVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2020 Fund (TRRBX) and Vanguard Target Retirement 2025 Fund (VTTVX). 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.


The chart of Sharpe ratio for TRRBX, currently valued at 0.81, compared to the broader market-1.000.001.002.003.00
TRRBX: 0.81
VTTVX: 0.55
The chart of Sortino ratio for TRRBX, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
TRRBX: 1.18
VTTVX: 0.77
The chart of Omega ratio for TRRBX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.00
TRRBX: 1.17
VTTVX: 1.12
The chart of Calmar ratio for TRRBX, currently valued at 0.30, compared to the broader market0.002.004.006.008.0010.00
TRRBX: 0.30
VTTVX: 0.31
The chart of Martin ratio for TRRBX, currently valued at 2.95, compared to the broader market0.0010.0020.0030.0040.00
TRRBX: 2.95
VTTVX: 1.44

The current TRRBX Sharpe Ratio is 0.81, which is higher than the VTTVX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TRRBX and VTTVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.81
0.55
TRRBX
VTTVX

Dividends

TRRBX vs. VTTVX - Dividend Comparison

TRRBX's dividend yield for the trailing twelve months is around 2.63%, less than VTTVX's 2.90% yield.


TTM20242023202220212020201920182017201620152014
TRRBX
T. Rowe Price Retirement 2020 Fund
2.63%2.67%2.53%2.80%1.71%1.49%2.17%2.30%1.82%1.86%1.88%5.75%
VTTVX
Vanguard Target Retirement 2025 Fund
2.90%2.96%2.75%2.21%2.16%1.65%2.37%2.55%1.99%2.00%2.19%1.95%

Drawdowns

TRRBX vs. VTTVX - Drawdown Comparison

The maximum TRRBX drawdown since its inception was -49.98%, which is greater than VTTVX's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for TRRBX and VTTVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%December2025FebruaryMarchAprilMay
-18.68%
-11.96%
TRRBX
VTTVX

Volatility

TRRBX vs. VTTVX - Volatility Comparison

T. Rowe Price Retirement 2020 Fund (TRRBX) and Vanguard Target Retirement 2025 Fund (VTTVX) have volatilities of 5.72% and 5.65%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%December2025FebruaryMarchAprilMay
5.72%
5.65%
TRRBX
VTTVX