TRRCX vs. IVV
Compare and contrast key facts about T. Rowe Price Retirement 2030 Fund (TRRCX) and iShares Core S&P 500 ETF (IVV).
TRRCX is managed by T. Rowe Price. It was launched on Sep 29, 2002. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
TRRCX vs. IVV - Performance Comparison
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TRRCX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRRCX T. Rowe Price Retirement 2030 Fund | -2.52% | 8.23% | 10.73% | 16.36% | -16.89% | 13.70% | 15.90% | 22.50% | -6.36% | 19.46% |
IVV iShares Core S&P 500 ETF | -4.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, TRRCX achieves a -2.52% return, which is significantly higher than IVV's -4.38% return. Over the past 10 years, TRRCX has underperformed IVV with an annualized return of 7.92%, while IVV has yielded a comparatively higher 14.02% annualized return.
TRRCX
- 1D
- -0.11%
- 1M
- -6.69%
- YTD
- -2.52%
- 6M
- -5.85%
- 1Y
- 4.64%
- 3Y*
- 8.88%
- 5Y*
- 4.27%
- 10Y*
- 7.92%
IVV
- 1D
- 2.88%
- 1M
- -4.99%
- YTD
- -4.38%
- 6M
- -1.80%
- 1Y
- 17.69%
- 3Y*
- 18.29%
- 5Y*
- 11.76%
- 10Y*
- 14.02%
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TRRCX vs. IVV - Expense Ratio Comparison
TRRCX has a 0.59% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
TRRCX vs. IVV — Risk / Return Rank
TRRCX
IVV
TRRCX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2030 Fund (TRRCX) and iShares Core S&P 500 ETF (IVV). 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.
| TRRCX | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.97 | -0.56 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.49 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.23 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.53 | -1.15 |
Martin ratioReturn relative to average drawdown | 1.36 | 7.32 | -5.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRRCX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.97 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.70 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.78 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.42 | +0.13 |
Correlation
The correlation between TRRCX and IVV is 0.92, 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.
Dividends
TRRCX vs. IVV - Dividend Comparison
TRRCX has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRCX T. Rowe Price Retirement 2030 Fund | 0.00% | 0.00% | 3.38% | 6.16% | 12.05% | 9.43% | 5.45% | 5.44% | 8.83% | 3.82% | 2.66% | 3.76% |
IVV iShares Core S&P 500 ETF | 1.23% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
TRRCX vs. IVV - Drawdown Comparison
The maximum TRRCX drawdown since its inception was -52.28%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for TRRCX and IVV.
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Drawdown Indicators
| TRRCX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.28% | -55.25% | +2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -12.06% | +3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.07% | -24.53% | +0.46% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | -33.90% | +5.35% |
Current DrawdownCurrent decline from peak | -7.93% | -6.26% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -10.85% | +4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.53% | +0.04% |
Volatility
TRRCX vs. IVV - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2030 Fund (TRRCX) is 3.53%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that TRRCX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRRCX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 5.30% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 9.45% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 18.31% | -6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.30% | 16.89% | -5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.22% | 18.04% | -5.82% |