TRRDX vs. VTI
Compare and contrast key facts about T. Rowe Price Retirement 2040 Fund (TRRDX) and Vanguard Total Stock Market ETF (VTI).
TRRDX is managed by T. Rowe Price. It was launched on Sep 29, 2002. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRRDX or VTI.
Performance
TRRDX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, TRRDX achieves a 15.71% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, TRRDX has underperformed VTI with an annualized return of 8.91%, while VTI has yielded a comparatively higher 12.67% annualized return.
TRRDX
15.71%
0.47%
7.28%
22.22%
9.91%
8.91%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| TRRDX | VTI | |
|---|---|---|
| Sharpe Ratio | 2.21 | 2.68 |
| Sortino Ratio | 3.05 | 3.57 |
| Omega Ratio | 1.40 | 1.49 |
| Calmar Ratio | 2.21 | 3.91 |
| Martin Ratio | 14.28 | 17.13 |
| Ulcer Index | 1.58% | 1.96% |
| Daily Std Dev | 10.22% | 12.51% |
| Max Drawdown | -53.50% | -55.45% |
| Current Drawdown | -1.05% | -0.84% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TRRDX vs. VTI - Expense Ratio Comparison
TRRDX has a 0.61% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between TRRDX 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.
Risk-Adjusted Performance
TRRDX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2040 Fund (TRRDX) 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.
Dividends
TRRDX vs. VTI - Dividend Comparison
TRRDX's dividend yield for the trailing twelve months is around 1.30%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRDX T. Rowe Price Retirement 2040 Fund | 1.30% | 1.50% | 1.53% | 0.74% | 0.82% | 1.66% | 1.69% | 1.32% | 1.38% | 1.42% | 5.27% | 1.07% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
TRRDX vs. VTI - Drawdown Comparison
The maximum TRRDX drawdown since its inception was -53.50%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TRRDX and VTI. For additional features, visit the drawdowns tool.
Volatility
TRRDX vs. VTI - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2040 Fund (TRRDX) is 2.71%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that TRRDX 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.