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TRRGX vs. TRRAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRRGX and TRRAX is 0.93, 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.


Performance

TRRGX vs. TRRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2015 Fund (TRRGX) and T. Rowe Price Retirement 2010 Fund (TRRAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TRRGX:

0.61

TRRAX:

0.65

Sortino Ratio

TRRGX:

0.91

TRRAX:

0.96

Omega Ratio

TRRGX:

1.13

TRRAX:

1.13

Calmar Ratio

TRRGX:

0.25

TRRAX:

0.25

Martin Ratio

TRRGX:

2.38

TRRAX:

2.55

Ulcer Index

TRRGX:

2.15%

TRRAX:

2.02%

Daily Std Dev

TRRGX:

8.30%

TRRAX:

7.81%

Max Drawdown

TRRGX:

-45.96%

TRRAX:

-41.41%

Current Drawdown

TRRGX:

-14.33%

TRRAX:

-14.59%

Returns By Period

The year-to-date returns for both investments are quite close, with TRRGX having a 2.62% return and TRRAX slightly higher at 2.64%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: TRRGX at 0.57% and TRRAX at 0.57%.


TRRGX

YTD

2.62%

1M

4.96%

6M

0.50%

1Y

5.04%

3Y*

2.55%

5Y*

0.96%

10Y*

0.57%

TRRAX

YTD

2.64%

1M

4.71%

6M

0.59%

1Y

5.01%

3Y*

2.91%

5Y*

0.32%

10Y*

0.57%

*Annualized

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TRRGX vs. TRRAX - Expense Ratio Comparison

TRRGX has a 0.51% expense ratio, which is higher than TRRAX's 0.49% expense ratio.


Risk-Adjusted Performance

TRRGX vs. TRRAX — Risk-Adjusted Performance Rank

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

TRRGX
The Risk-Adjusted Performance Rank of TRRGX is 5757
Overall Rank
The Sharpe Ratio Rank of TRRGX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of TRRGX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of TRRGX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of TRRGX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of TRRGX is 6666
Martin Ratio Rank

TRRAX
The Risk-Adjusted Performance Rank of TRRAX is 6161
Overall Rank
The Sharpe Ratio Rank of TRRAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of TRRAX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of TRRAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TRRAX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of TRRAX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRRGX vs. TRRAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2015 Fund (TRRGX) and T. Rowe Price Retirement 2010 Fund (TRRAX). 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.


The current TRRGX Sharpe Ratio is 0.61, which is comparable to the TRRAX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TRRGX and TRRAX, 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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Dividends

TRRGX vs. TRRAX - Dividend Comparison

TRRGX's dividend yield for the trailing twelve months is around 2.71%, less than TRRAX's 4.00% yield.


TTM20242023202220212020201920182017201620152014
TRRGX
T. Rowe Price Retirement 2015 Fund
2.71%2.78%2.63%2.96%1.82%1.67%2.21%2.46%2.00%1.90%2.05%1.87%
TRRAX
T. Rowe Price Retirement 2010 Fund
4.00%4.10%4.32%11.83%13.61%9.86%4.55%8.50%5.96%4.21%4.21%7.61%

Drawdowns

TRRGX vs. TRRAX - Drawdown Comparison

The maximum TRRGX drawdown since its inception was -45.96%, which is greater than TRRAX's maximum drawdown of -41.41%. Use the drawdown chart below to compare losses from any high point for TRRGX and TRRAX. For additional features, visit the drawdowns tool.


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Volatility

TRRGX vs. TRRAX - Volatility Comparison

T. Rowe Price Retirement 2015 Fund (TRRGX) has a higher volatility of 1.89% compared to T. Rowe Price Retirement 2010 Fund (TRRAX) at 1.72%. This indicates that TRRGX's price experiences larger fluctuations and is considered to be riskier than TRRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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