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TRRFX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRFX vs. TBCIX - 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 Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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TRRFX vs. TBCIX - 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%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-14.54%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%

Returns By Period

In the year-to-date period, TRRFX achieves a -1.58% return, which is significantly higher than TBCIX's -14.54% return. Over the past 10 years, TRRFX has underperformed TBCIX with an annualized return of 5.09%, while TBCIX has yielded a comparatively higher 15.65% 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%

TBCIX

1D
-0.35%
1M
-8.84%
YTD
-14.54%
6M
-12.75%
1Y
11.84%
3Y*
24.77%
5Y*
10.38%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRFX vs. TBCIX - Expense Ratio Comparison

TRRFX has a 0.49% expense ratio, which is lower than TBCIX's 0.56% expense ratio.


Return for Risk

TRRFX vs. TBCIX — 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

TBCIX
TBCIX Risk / Return Rank: 2121
Overall Rank
TBCIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 2424
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 1717
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. TBCIX - 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 Blue Chip Growth Fund I Class (TBCIX). 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.


TRRFXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.54

-0.25

Sortino ratio

Return per unit of downside risk

0.41

0.94

-0.54

Omega ratio

Gain probability vs. loss probability

1.07

1.13

-0.06

Calmar ratio

Return relative to maximum drawdown

0.25

0.50

-0.25

Martin ratio

Return relative to average drawdown

0.73

1.75

-1.01

TRRFX vs. TBCIX - Sharpe Ratio Comparison

The current TRRFX Sharpe Ratio is 0.29, which is lower than the TBCIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TRRFX and TBCIX, 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


TRRFXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.54

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.44

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.69

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.66

-0.06

Correlation

The correlation between TRRFX and TBCIX is 0.78, 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. TBCIX - Dividend Comparison

TRRFX has not paid dividends to shareholders, while TBCIX's dividend yield for the trailing twelve months is around 6.09%.


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%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
6.09%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%0.00%

Drawdowns

TRRFX vs. TBCIX - Drawdown Comparison

The maximum TRRFX drawdown since its inception was -33.29%, smaller than the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for TRRFX and TBCIX.


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Drawdown Indicators


TRRFXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.29%

-43.26%

+9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-16.96%

+10.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-43.26%

+24.44%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

-43.26%

+24.44%

Current Drawdown

Current decline from peak

-6.83%

-16.96%

+10.13%

Average Drawdown

Average peak-to-trough decline

-3.51%

-8.15%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

4.87%

-2.53%

Volatility

TRRFX vs. TBCIX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2005 Fund (TRRFX) is 2.32%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 5.58%. This indicates that TRRFX experiences smaller price fluctuations and is considered to be less risky than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRFXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

5.58%

-3.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

11.76%

-5.43%

Volatility (1Y)

Calculated over the trailing 1-year period

8.53%

22.49%

-13.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

23.88%

-16.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.33%

22.69%

-15.36%