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TRRCX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRRCX and VTI is 0.96, 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.


-0.50.00.51.01.0

Performance

TRRCX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2030 Fund (TRRCX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.20%
9.67%
TRRCX
VTI

Key characteristics

Sharpe Ratio

TRRCX:

1.37

VTI:

2.07

Sortino Ratio

TRRCX:

1.90

VTI:

2.76

Omega Ratio

TRRCX:

1.25

VTI:

1.38

Calmar Ratio

TRRCX:

1.67

VTI:

3.09

Martin Ratio

TRRCX:

8.61

VTI:

13.22

Ulcer Index

TRRCX:

1.29%

VTI:

2.00%

Daily Std Dev

TRRCX:

8.09%

VTI:

12.77%

Max Drawdown

TRRCX:

-52.28%

VTI:

-55.45%

Current Drawdown

TRRCX:

-3.75%

VTI:

-3.35%

Returns By Period

In the year-to-date period, TRRCX achieves a 10.36% return, which is significantly lower than VTI's 24.48% return. Over the past 10 years, TRRCX has underperformed VTI with an annualized return of 7.52%, while VTI has yielded a comparatively higher 12.50% annualized return.


TRRCX

YTD

10.36%

1M

-1.53%

6M

3.04%

1Y

12.11%

5Y*

7.13%

10Y*

7.52%

VTI

YTD

24.48%

1M

-0.18%

6M

9.50%

1Y

26.46%

5Y*

14.02%

10Y*

12.50%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRRCX vs. VTI - Expense Ratio Comparison

TRRCX has a 0.59% expense ratio, which is higher than VTI's 0.03% expense ratio.


TRRCX
T. Rowe Price Retirement 2030 Fund
Expense ratio chart for TRRCX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TRRCX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2030 Fund (TRRCX) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for TRRCX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.512.07
The chart of Sortino ratio for TRRCX, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.002.092.76
The chart of Omega ratio for TRRCX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.38
The chart of Calmar ratio for TRRCX, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.0012.0014.001.833.09
The chart of Martin ratio for TRRCX, currently valued at 9.25, compared to the broader market0.0020.0040.0060.009.2513.22
TRRCX
VTI

The current TRRCX Sharpe Ratio is 1.37, which is lower than the VTI Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of TRRCX and VTI, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.51
2.07
TRRCX
VTI

Dividends

TRRCX vs. VTI - Dividend Comparison

TRRCX's dividend yield for the trailing twelve months is around 1.78%, more than VTI's 1.28% yield.


TTM20232022202120202019201820172016201520142013
TRRCX
T. Rowe Price Retirement 2030 Fund
0.00%1.96%1.98%1.09%1.09%1.89%1.97%1.54%1.60%1.70%5.65%1.28%
VTI
Vanguard Total Stock Market ETF
0.94%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

TRRCX vs. VTI - Drawdown Comparison

The maximum TRRCX drawdown since its inception was -52.28%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TRRCX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.75%
-3.35%
TRRCX
VTI

Volatility

TRRCX vs. VTI - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2030 Fund (TRRCX) is 2.41%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.91%. This indicates that TRRCX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.41%
3.91%
TRRCX
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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