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TRRGX vs. VFIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRGX vs. VFIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2015 Fund (TRRGX) and Vanguard Target Retirement 2050 Fund (VFIFX). The values are adjusted to include any dividend payments, if applicable.

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TRRGX vs. VFIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRGX
T. Rowe Price Retirement 2015 Fund
-1.95%6.04%8.85%13.01%-14.10%9.65%12.56%17.41%-4.24%13.36%
VFIFX
Vanguard Target Retirement 2050 Fund
-3.95%21.42%14.45%20.39%-17.48%16.42%16.40%24.99%-7.89%19.15%

Returns By Period

In the year-to-date period, TRRGX achieves a -1.95% return, which is significantly higher than VFIFX's -3.95% return. Over the past 10 years, TRRGX has underperformed VFIFX with an annualized return of 5.97%, while VFIFX has yielded a comparatively higher 10.29% annualized return.


TRRGX

1D
-0.08%
1M
-5.29%
YTD
-1.95%
6M
-5.63%
1Y
2.75%
3Y*
6.99%
5Y*
3.28%
10Y*
5.97%

VFIFX

1D
-0.28%
1M
-8.41%
YTD
-3.95%
6M
-1.01%
1Y
17.29%
3Y*
14.65%
5Y*
8.11%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRGX vs. VFIFX - Expense Ratio Comparison

TRRGX has a 0.51% expense ratio, which is higher than VFIFX's 0.08% expense ratio.


Return for Risk

TRRGX vs. VFIFX — Risk / Return Rank

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

TRRGX
TRRGX Risk / Return Rank: 1212
Overall Rank
TRRGX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRRGX Sortino Ratio Rank: 1010
Sortino Ratio Rank
TRRGX Omega Ratio Rank: 1313
Omega Ratio Rank
TRRGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRRGX Martin Ratio Rank: 1111
Martin Ratio Rank

VFIFX
VFIFX Risk / Return Rank: 6969
Overall Rank
VFIFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VFIFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VFIFX Omega Ratio Rank: 6868
Omega Ratio Rank
VFIFX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VFIFX Martin Ratio Rank: 7373
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. VFIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2015 Fund (TRRGX) and Vanguard Target Retirement 2050 Fund (VFIFX). 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.


TRRGXVFIFXDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.17

-0.86

Sortino ratio

Return per unit of downside risk

0.46

1.70

-1.24

Omega ratio

Gain probability vs. loss probability

1.08

1.25

-0.17

Calmar ratio

Return relative to maximum drawdown

0.28

1.48

-1.21

Martin ratio

Return relative to average drawdown

0.84

6.86

-6.03

TRRGX vs. VFIFX - Sharpe Ratio Comparison

The current TRRGX Sharpe Ratio is 0.32, which is lower than the VFIFX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of TRRGX and VFIFX, 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


TRRGXVFIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.17

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.58

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.69

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.47

+0.06

Correlation

The correlation between TRRGX and VFIFX is 0.97, 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

TRRGX vs. VFIFX - Dividend Comparison

TRRGX has not paid dividends to shareholders, while VFIFX's dividend yield for the trailing twelve months is around 2.18%.


TTM20252024202320222021202020192018201720162015
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%
VFIFX
Vanguard Target Retirement 2050 Fund
2.18%2.09%2.26%2.21%2.38%12.83%1.84%2.20%2.51%0.03%2.04%2.36%

Drawdowns

TRRGX vs. VFIFX - Drawdown Comparison

The maximum TRRGX drawdown since its inception was -43.17%, smaller than the maximum VFIFX drawdown of -51.68%. Use the drawdown chart below to compare losses from any high point for TRRGX and VFIFX.


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Drawdown Indicators


TRRGXVFIFXDifference

Max Drawdown

Largest peak-to-trough decline

-43.17%

-51.68%

+8.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-10.52%

+3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-25.40%

+5.51%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

-31.36%

+10.05%

Current Drawdown

Current decline from peak

-7.30%

-8.87%

+1.57%

Average Drawdown

Average peak-to-trough decline

-4.65%

-6.93%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.27%

+0.16%

Volatility

TRRGX vs. VFIFX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2015 Fund (TRRGX) is 2.72%, while Vanguard Target Retirement 2050 Fund (VFIFX) has a volatility of 4.70%. This indicates that TRRGX experiences smaller price fluctuations and is considered to be less risky than VFIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRGXVFIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

4.70%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

6.86%

8.53%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

9.45%

14.79%

-5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.60%

14.07%

-5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.65%

15.05%

-6.40%