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TRRDX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRDX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2040 Fund (TRRDX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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TRRDX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRDX
T. Rowe Price Retirement 2040 Fund
-0.90%12.53%13.15%19.60%-18.77%16.52%18.10%24.71%-7.41%22.03%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, TRRDX achieves a -0.90% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, TRRDX has underperformed VOO with an annualized return of 9.67%, while VOO has yielded a comparatively higher 14.14% annualized return.


TRRDX

1D
2.50%
1M
-5.91%
YTD
-0.90%
6M
-2.82%
1Y
10.75%
3Y*
12.47%
5Y*
5.97%
10Y*
9.67%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRDX vs. VOO - Expense Ratio Comparison

TRRDX has a 0.61% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

TRRDX vs. VOO — Risk / Return Rank

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

TRRDX
TRRDX Risk / Return Rank: 3131
Overall Rank
TRRDX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TRRDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TRRDX Omega Ratio Rank: 3434
Omega Ratio Rank
TRRDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
TRRDX Martin Ratio Rank: 3232
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2040 Fund (TRRDX) and Vanguard S&P 500 ETF (VOO). 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.


TRRDXVOODifference

Sharpe ratio

Return per unit of total volatility

0.76

1.01

-0.25

Sortino ratio

Return per unit of downside risk

1.14

1.53

-0.39

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

0.82

1.55

-0.74

Martin ratio

Return relative to average drawdown

3.55

7.31

-3.76

TRRDX vs. VOO - Sharpe Ratio Comparison

The current TRRDX Sharpe Ratio is 0.76, which is comparable to the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TRRDX and VOO, 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


TRRDXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.01

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.71

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.79

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.83

-0.27

Correlation

The correlation between TRRDX and VOO is 0.95, 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. VOO - Dividend Comparison

TRRDX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

TRRDX vs. VOO - Drawdown Comparison

The maximum TRRDX drawdown since its inception was -53.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRRDX and VOO.


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Drawdown Indicators


TRRDXVOODifference

Max Drawdown

Largest peak-to-trough decline

-53.50%

-33.99%

-19.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-11.98%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

-24.52%

-2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-31.46%

-33.99%

+2.53%

Current Drawdown

Current decline from peak

-6.60%

-5.55%

-1.05%

Average Drawdown

Average peak-to-trough decline

-6.58%

-3.72%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.55%

+0.19%

Volatility

TRRDX vs. VOO - Volatility Comparison

T. Rowe Price Retirement 2040 Fund (TRRDX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.44% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRDXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.34%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

9.47%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

18.11%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

16.82%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

17.99%

-3.39%