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TRRCX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

TRRCX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2030 Fund (TRRCX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TRRCX

1D
1.51%
1M
-0.00%
YTD
6.49%
6M
1.20%
1Y
9.28%
3Y*
11.17%
5Y*
5.03%
10Y*
8.81%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRRCX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRCX
T. Rowe Price Retirement 2030 Fund
6.49%8.23%10.73%16.36%-16.89%13.70%15.90%22.50%-6.36%19.46%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

TRRCX vs. USD=X — Risk / Return Rank

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

TRRCX
TRRCX Risk / Return Rank: 2020
Overall Rank
TRRCX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TRRCX Sortino Ratio Rank: 1717
Sortino Ratio Rank
TRRCX Omega Ratio Rank: 2525
Omega Ratio Rank
TRRCX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TRRCX Martin Ratio Rank: 2020
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2030 Fund (TRRCX) and USD Cash (USD=X). 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.


TRRCXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.25

Martin ratioReturn relative to average drawdown

4.13

TRRCX vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

TRRCX vs. USD=X - Drawdown Comparison

The maximum TRRCX drawdown since its inception was -52.28%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TRRCX and USD=X.


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Drawdown Indicators


TRRCXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-52.28%

0.00%

-52.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

0.00%

-7.93%

Max Drawdown (3Y)

Largest decline over 3 years

-10.46%

0.00%

-10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

0.00%

-24.07%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

0.00%

-28.55%

Current Drawdown

Current decline from peak

-1.34%

0.00%

-1.34%

Average Drawdown

Average peak-to-trough decline

-6.07%

0.00%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

0.00%

+2.37%

Volatility

TRRCX vs. USD=X - Volatility Comparison

T. Rowe Price Retirement 2030 Fund (TRRCX) has a higher volatility of 3.44% compared to USD Cash (USD=X) at 0.00%. This indicates that TRRCX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRCXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

0.00%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

0.00%

+8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

9.93%

0.00%

+9.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.40%

0.00%

+11.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.26%

0.00%

+12.26%

Frequently Asked Questions


TRRCX has higher volatility (3.44%) compared to USD=X (0.00%). In terms of maximum drawdown, TRRCX dropped -52.28% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for TRRCX and USD=X

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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