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TRRFX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRFX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2005 Fund (TRRFX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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TRRFX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRFX
T. Rowe Price Retirement 2005 Fund
-1.58%5.43%8.04%11.97%-13.61%8.13%11.24%15.09%-3.29%10.67%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Returns By Period

In the year-to-date period, TRRFX achieves a -1.58% return, which is significantly higher than PRSCX's -11.17% return. Over the past 10 years, TRRFX has underperformed PRSCX with an annualized return of 5.09%, while PRSCX has yielded a comparatively higher 18.39% annualized return.


TRRFX

1D
0.08%
1M
-4.61%
YTD
-1.58%
6M
-5.34%
1Y
2.31%
3Y*
6.40%
5Y*
2.84%
10Y*
5.09%

PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRFX vs. PRSCX - Expense Ratio Comparison

TRRFX has a 0.49% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


Return for Risk

TRRFX vs. PRSCX — Risk / Return Rank

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

TRRFX
TRRFX Risk / Return Rank: 1111
Overall Rank
TRRFX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TRRFX Sortino Ratio Rank: 99
Sortino Ratio Rank
TRRFX Omega Ratio Rank: 1212
Omega Ratio Rank
TRRFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
TRRFX Martin Ratio Rank: 1010
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
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.

TRRFX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2005 Fund (TRRFX) and T. Rowe Price Science And Technology Fund (PRSCX). 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.


TRRFXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

0.29

1.18

-0.89

Sortino ratio

Return per unit of downside risk

0.41

1.73

-1.33

Omega ratio

Gain probability vs. loss probability

1.07

1.24

-0.17

Calmar ratio

Return relative to maximum drawdown

0.25

1.53

-1.28

Martin ratio

Return relative to average drawdown

0.73

5.13

-4.39

TRRFX vs. PRSCX - Sharpe Ratio Comparison

The current TRRFX Sharpe Ratio is 0.29, which is lower than the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TRRFX and PRSCX, 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


TRRFXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

1.18

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.32

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.76

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.48

+0.13

Correlation

The correlation between TRRFX and PRSCX is 0.80, 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

TRRFX vs. PRSCX - Dividend Comparison

TRRFX has not paid dividends to shareholders, while PRSCX's dividend yield for the trailing twelve months is around 12.97%.


TTM20252024202320222021202020192018201720162015
TRRFX
T. Rowe Price Retirement 2005 Fund
0.00%0.00%3.87%4.24%10.43%10.54%8.55%3.65%6.97%4.25%1.28%1.69%
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

TRRFX vs. PRSCX - Drawdown Comparison

The maximum TRRFX drawdown since its inception was -33.29%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for TRRFX and PRSCX.


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Drawdown Indicators


TRRFXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-33.29%

-85.26%

+51.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-17.99%

+11.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-46.19%

+27.37%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

-46.19%

+27.37%

Current Drawdown

Current decline from peak

-6.83%

-17.99%

+11.16%

Average Drawdown

Average peak-to-trough decline

-3.51%

-30.02%

+26.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

5.37%

-3.03%

Volatility

TRRFX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2005 Fund (TRRFX) is 2.32%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that TRRFX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRFXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

8.82%

-6.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

17.49%

-11.16%

Volatility (1Y)

Calculated over the trailing 1-year period

8.53%

27.29%

-18.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

27.36%

-19.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.33%

24.50%

-17.17%