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TRRDX vs. TLZIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRDX vs. TLZIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2040 Fund (TRRDX) and TIAA-CREF Lifecycle Index 2040 Fund (TLZIX). The values are adjusted to include any dividend payments, if applicable.

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TRRDX vs. TLZIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRDX
T. Rowe Price Retirement 2040 Fund
-3.31%12.53%13.15%19.60%-18.77%16.52%18.10%24.71%-7.41%22.03%
TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
-3.64%18.86%13.52%18.98%-16.69%14.86%16.26%24.52%-6.39%18.09%

Returns By Period

In the year-to-date period, TRRDX achieves a -3.31% return, which is significantly higher than TLZIX's -3.64% return. Both investments have delivered pretty close results over the past 10 years, with TRRDX having a 9.40% annualized return and TLZIX not far ahead at 9.85%.


TRRDX

1D
-0.24%
1M
-8.55%
YTD
-3.31%
6M
-4.97%
1Y
8.37%
3Y*
11.55%
5Y*
5.73%
10Y*
9.40%

TLZIX

1D
-0.15%
1M
-7.35%
YTD
-3.64%
6M
-1.14%
1Y
14.57%
3Y*
13.26%
5Y*
7.37%
10Y*
9.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRDX vs. TLZIX - Expense Ratio Comparison

TRRDX has a 0.61% expense ratio, which is higher than TLZIX's 0.10% expense ratio.


Return for Risk

TRRDX vs. TLZIX — Risk / Return Rank

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

TRRDX
TRRDX Risk / Return Rank: 2323
Overall Rank
TRRDX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TRRDX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TRRDX Omega Ratio Rank: 2626
Omega Ratio Rank
TRRDX Calmar Ratio Rank: 1919
Calmar Ratio Rank
TRRDX Martin Ratio Rank: 2323
Martin Ratio Rank

TLZIX
TLZIX Risk / Return Rank: 6363
Overall Rank
TLZIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TLZIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TLZIX Omega Ratio Rank: 6464
Omega Ratio Rank
TLZIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
TLZIX Martin Ratio Rank: 6666
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. TLZIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2040 Fund (TRRDX) and TIAA-CREF Lifecycle Index 2040 Fund (TLZIX). 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.


TRRDXTLZIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.12

-0.53

Sortino ratio

Return per unit of downside risk

0.90

1.63

-0.73

Omega ratio

Gain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratio

Return relative to maximum drawdown

0.56

1.34

-0.78

Martin ratio

Return relative to average drawdown

2.47

6.27

-3.81

TRRDX vs. TLZIX - Sharpe Ratio Comparison

The current TRRDX Sharpe Ratio is 0.59, which is lower than the TLZIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TRRDX and TLZIX, 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


TRRDXTLZIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.12

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.58

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.71

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.69

-0.13

Correlation

The correlation between TRRDX and TLZIX is 0.97, 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. TLZIX - Dividend Comparison

TRRDX has not paid dividends to shareholders, while TLZIX's dividend yield for the trailing twelve months is around 3.96%.


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%
TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
3.96%3.82%2.49%2.11%2.62%2.93%1.95%2.26%2.68%0.18%2.64%0.31%

Drawdowns

TRRDX vs. TLZIX - Drawdown Comparison

The maximum TRRDX drawdown since its inception was -53.50%, which is greater than TLZIX's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for TRRDX and TLZIX.


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Drawdown Indicators


TRRDXTLZIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.50%

-28.82%

-24.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-9.49%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

-24.21%

-3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-31.46%

-28.82%

-2.64%

Current Drawdown

Current decline from peak

-8.88%

-7.77%

-1.11%

Average Drawdown

Average peak-to-trough decline

-6.58%

-4.04%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.09%

+0.62%

Volatility

TRRDX vs. TLZIX - Volatility Comparison

T. Rowe Price Retirement 2040 Fund (TRRDX) has a higher volatility of 4.61% compared to TIAA-CREF Lifecycle Index 2040 Fund (TLZIX) at 4.18%. This indicates that TRRDX's price experiences larger fluctuations and is considered to be riskier than TLZIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRDXTLZIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

4.18%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

7.43%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

13.17%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

12.79%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.58%

13.89%

+0.69%