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TRRCX vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRCX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2030 Fund (TRRCX) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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TRRCX vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

TRRCX
TRRCX Risk / Return Rank: 1515
Overall Rank
TRRCX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TRRCX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TRRCX Omega Ratio Rank: 1717
Omega Ratio Rank
TRRCX Calmar Ratio Rank: 1414
Calmar Ratio Rank
TRRCX Martin Ratio Rank: 1414
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

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.


TRRCXIVVDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.97

-0.56

Sortino ratio

Return per unit of downside risk

0.62

1.49

-0.87

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.39

1.53

-1.15

Martin ratio

Return relative to average drawdown

1.36

7.32

-5.97

TRRCX vs. IVV - Sharpe Ratio Comparison

The current TRRCX Sharpe Ratio is 0.41, which is lower than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TRRCX and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRRCXIVVDifference

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%.


TTM20252024202320222021202020192018201720162015
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


TRRCXIVVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.93%

-6.26%

-1.67%

Average Drawdown

Average peak-to-trough decline

-6.11%

-10.85%

+4.74%

Ulcer Index

Depth 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


TRRCXIVVDifference

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%