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TRRGX vs. TRRAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

The year-to-date returns for both stocks are quite close, with TRRGX having a 5.77% return and TRRAX slightly lower at 5.50%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: TRRGX at 6.76% and TRRAX at 6.76%.


TRRGX

1D
-0.14%
1M
0.79%
YTD
5.77%
6M
5.53%
1Y
7.55%
3Y*
9.17%
5Y*
4.07%
10Y*
6.76%

TRRAX

1D
-0.18%
1M
0.72%
YTD
5.50%
6M
5.30%
1Y
13.14%
3Y*
10.80%
5Y*
4.96%
10Y*
6.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRRGX vs. TRRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRGX
T. Rowe Price Retirement 2015 Fund
5.77%6.04%8.85%13.01%-14.10%9.65%12.56%17.41%-4.24%13.36%
TRRAX
T. Rowe Price Retirement 2010 Fund
5.50%11.77%8.48%12.49%-13.94%8.87%11.90%16.17%-3.66%11.67%

Correlation

The correlation between TRRGX and TRRAX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2004

0.99

The correlation between TRRGX and TRRAX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

TRRGX vs. TRRAX — Risk / Return Rank

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

TRRGX
TRRGX Risk / Return Rank: 1414
Overall Rank
TRRGX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TRRGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRRGX Omega Ratio Rank: 2020
Omega Ratio Rank
TRRGX Calmar Ratio Rank: 1313
Calmar Ratio Rank
TRRGX Martin Ratio Rank: 1212
Martin Ratio Rank

TRRAX
TRRAX Risk / Return Rank: 6464
Overall Rank
TRRAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TRRAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
TRRAX Omega Ratio Rank: 7070
Omega Ratio Rank
TRRAX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TRRAX Martin Ratio Rank: 6464
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.

TRRGX vs. TRRAX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRRGXTRRAXDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.22

1.43

-0.21

Calmar ratioReturn relative to maximum drawdown

1.12

2.71

-1.59

Martin ratioReturn relative to average drawdown

3.30

11.84

-8.53

TRRGX vs. TRRAX - Sharpe Ratio Comparison

The current TRRGX Sharpe Ratio is 0.98, which is lower than the TRRAX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of TRRGX and TRRAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TRRGX vs. TRRAX - Drawdown Comparison

The maximum TRRGX drawdown since its inception was -43.17%, which is greater than TRRAX's maximum drawdown of -38.81%. Use the drawdown chart below to compare losses from any high point for TRRGX and TRRAX.


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Drawdown Indicators


TRRGXTRRAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.17%

-38.81%

-4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-5.07%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-7.47%

-7.33%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-19.40%

-0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

-19.61%

-1.70%

Current Drawdown

Current decline from peak

-0.42%

-0.41%

-0.01%

Average Drawdown

Average peak-to-trough decline

-4.62%

-3.91%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

1.15%

+1.30%

Volatility

TRRGX vs. TRRAX - Volatility Comparison

T. Rowe Price Retirement 2015 Fund (TRRGX) has a higher volatility of 2.61% compared to T. Rowe Price Retirement 2010 Fund (TRRAX) at 2.46%. 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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Volatility by Period


TRRGXTRRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

2.46%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

5.36%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

8.42%

6.34%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.71%

8.09%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.70%

7.89%

+0.81%

TRRGX vs. TRRAX - Expense Ratio Comparison

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


Dividends

TRRGX vs. TRRAX - Dividend Comparison

TRRGX has not paid dividends to shareholders, while TRRAX's dividend yield for the trailing twelve months is around 5.56%.


PositionTTM20252024202320222021202020192018201720162015
TRRAX
T. Rowe Price Retirement 2010 Fund
5.56%5.87%4.10%4.32%11.83%13.61%9.86%4.55%8.50%5.96%2.19%2.07%
TRRGX
T. Rowe Price Retirement 2015 Fund
0.00%0.00%4.00%5.52%12.45%11.34%9.02%5.24%10.35%7.28%1.62%3.07%

Frequently Asked Questions


With a correlation of 0.97, TRRGX and TRRAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TRRGX has higher volatility (2.61%) compared to TRRAX (2.46%). In terms of maximum drawdown, TRRGX dropped -43.17% vs TRRAX's -38.81%.

TRRAX currently has the higher Sharpe Ratio (2.17 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TRRGX and TRRAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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