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TRRDX vs. EQPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRDX vs. EQPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2040 Fund (TRRDX) and Fidelity Advisor Equity Growth Fund Class I (EQPGX). The values are adjusted to include any dividend payments, if applicable.

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TRRDX vs. EQPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRDX
T. Rowe Price Retirement 2040 Fund
-0.09%12.53%13.15%19.60%-18.77%16.52%18.10%24.71%-7.41%22.03%
EQPGX
Fidelity Advisor Equity Growth Fund Class I
-4.21%14.60%29.99%35.60%-24.45%22.94%43.80%34.01%0.17%35.19%

Returns By Period

In the year-to-date period, TRRDX achieves a -0.09% return, which is significantly higher than EQPGX's -4.21% return. Over the past 10 years, TRRDX has underperformed EQPGX with an annualized return of 9.76%, while EQPGX has yielded a comparatively higher 17.20% annualized return.


TRRDX

1D
0.82%
1M
-3.37%
YTD
-0.09%
6M
-2.11%
1Y
11.12%
3Y*
12.78%
5Y*
6.14%
10Y*
9.76%

EQPGX

1D
1.27%
1M
-2.67%
YTD
-4.21%
6M
-4.04%
1Y
17.96%
3Y*
20.66%
5Y*
11.40%
10Y*
17.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRDX vs. EQPGX - Expense Ratio Comparison

TRRDX has a 0.61% expense ratio, which is lower than EQPGX's 0.71% expense ratio.


Return for Risk

TRRDX vs. EQPGX — Risk / Return Rank

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

TRRDX
TRRDX Risk / Return Rank: 2727
Overall Rank
TRRDX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TRRDX Sortino Ratio Rank: 2727
Sortino Ratio Rank
TRRDX Omega Ratio Rank: 3030
Omega Ratio Rank
TRRDX Calmar Ratio Rank: 2222
Calmar Ratio Rank
TRRDX Martin Ratio Rank: 2828
Martin Ratio Rank

EQPGX
EQPGX Risk / Return Rank: 3939
Overall Rank
EQPGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EQPGX Sortino Ratio Rank: 3636
Sortino Ratio Rank
EQPGX Omega Ratio Rank: 3434
Omega Ratio Rank
EQPGX Calmar Ratio Rank: 4949
Calmar Ratio Rank
EQPGX Martin Ratio Rank: 4242
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.

TRRDX vs. EQPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2040 Fund (TRRDX) and Fidelity Advisor Equity Growth Fund Class I (EQPGX). 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.


TRRDXEQPGXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.87

-0.07

Sortino ratio

Return per unit of downside risk

1.20

1.36

-0.17

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

0.92

1.54

-0.62

Martin ratio

Return relative to average drawdown

3.95

5.37

-1.42

TRRDX vs. EQPGX - Sharpe Ratio Comparison

The current TRRDX Sharpe Ratio is 0.80, which is comparable to the EQPGX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of TRRDX and EQPGX, 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


TRRDXEQPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.87

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.57

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.84

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.60

-0.03

Correlation

The correlation between TRRDX and EQPGX is 0.90, 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

TRRDX vs. EQPGX - Dividend Comparison

TRRDX has not paid dividends to shareholders, while EQPGX's dividend yield for the trailing twelve months is around 0.55%.


TTM20252024202320222021202020192018201720162015
TRRDX
T. Rowe Price Retirement 2040 Fund
0.00%0.00%2.26%5.60%8.92%7.92%4.96%6.10%9.51%3.96%3.36%4.61%
EQPGX
Fidelity Advisor Equity Growth Fund Class I
0.55%0.52%10.64%0.48%1.96%11.42%10.84%8.56%6.43%11.57%5.90%2.21%

Drawdowns

TRRDX vs. EQPGX - Drawdown Comparison

The maximum TRRDX drawdown since its inception was -53.50%, smaller than the maximum EQPGX drawdown of -62.00%. Use the drawdown chart below to compare losses from any high point for TRRDX and EQPGX.


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Drawdown Indicators


TRRDXEQPGXDifference

Max Drawdown

Largest peak-to-trough decline

-53.50%

-62.00%

+8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-12.57%

+3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

-29.81%

+2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-31.46%

-31.11%

-0.35%

Current Drawdown

Current decline from peak

-5.84%

-7.64%

+1.80%

Average Drawdown

Average peak-to-trough decline

-6.58%

-13.80%

+7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.66%

-0.90%

Volatility

TRRDX vs. EQPGX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2040 Fund (TRRDX) is 5.30%, while Fidelity Advisor Equity Growth Fund Class I (EQPGX) has a volatility of 7.79%. This indicates that TRRDX experiences smaller price fluctuations and is considered to be less risky than EQPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRDXEQPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

7.79%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

13.37%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

21.86%

-6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

20.16%

-6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

20.49%

-5.89%