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TRRHX vs. AABTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRRHX and AABTX is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

TRRHX vs. AABTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2025 Fund (TRRHX) and American Funds 2015 Target Date Retirement Fund (AABTX). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
71.59%
91.91%
TRRHX
AABTX

Key characteristics

Sharpe Ratio

TRRHX:

0.64

AABTX:

1.00

Sortino Ratio

TRRHX:

0.95

AABTX:

1.36

Omega Ratio

TRRHX:

1.13

AABTX:

1.20

Calmar Ratio

TRRHX:

0.27

AABTX:

1.11

Martin Ratio

TRRHX:

2.45

AABTX:

3.87

Ulcer Index

TRRHX:

2.50%

AABTX:

1.83%

Daily Std Dev

TRRHX:

9.53%

AABTX:

7.11%

Max Drawdown

TRRHX:

-53.06%

AABTX:

-43.94%

Current Drawdown

TRRHX:

-18.23%

AABTX:

-2.61%

Returns By Period

In the year-to-date period, TRRHX achieves a 0.18% return, which is significantly lower than AABTX's 1.80% return. Over the past 10 years, TRRHX has underperformed AABTX with an annualized return of 1.86%, while AABTX has yielded a comparatively higher 3.01% annualized return.


TRRHX

YTD

0.18%

1M

-2.07%

6M

-2.19%

1Y

5.46%

5Y*

2.76%

10Y*

1.86%

AABTX

YTD

1.80%

1M

-1.11%

6M

-1.48%

1Y

6.56%

5Y*

4.47%

10Y*

3.01%

*Annualized

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TRRHX vs. AABTX - Expense Ratio Comparison

TRRHX has a 0.55% expense ratio, which is higher than AABTX's 0.33% expense ratio.


Expense ratio chart for TRRHX: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TRRHX: 0.55%
Expense ratio chart for AABTX: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AABTX: 0.33%

Risk-Adjusted Performance

TRRHX vs. AABTX — Risk-Adjusted Performance Rank

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

TRRHX
The Risk-Adjusted Performance Rank of TRRHX is 6161
Overall Rank
The Sharpe Ratio Rank of TRRHX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of TRRHX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of TRRHX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TRRHX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of TRRHX is 6565
Martin Ratio Rank

AABTX
The Risk-Adjusted Performance Rank of AABTX is 8080
Overall Rank
The Sharpe Ratio Rank of AABTX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AABTX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AABTX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AABTX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AABTX is 8080
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.

TRRHX vs. AABTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2025 Fund (TRRHX) and American Funds 2015 Target Date Retirement Fund (AABTX). 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 chart of Sharpe ratio for TRRHX, currently valued at 0.64, compared to the broader market-1.000.001.002.003.00
TRRHX: 0.64
AABTX: 1.00
The chart of Sortino ratio for TRRHX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
TRRHX: 0.95
AABTX: 1.36
The chart of Omega ratio for TRRHX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
TRRHX: 1.13
AABTX: 1.20
The chart of Calmar ratio for TRRHX, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.00
TRRHX: 0.27
AABTX: 1.11
The chart of Martin ratio for TRRHX, currently valued at 2.45, compared to the broader market0.0010.0020.0030.0040.0050.00
TRRHX: 2.45
AABTX: 3.87

The current TRRHX Sharpe Ratio is 0.64, which is lower than the AABTX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of TRRHX and AABTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.64
1.00
TRRHX
AABTX

Dividends

TRRHX vs. AABTX - Dividend Comparison

TRRHX's dividend yield for the trailing twelve months is around 2.50%, less than AABTX's 2.90% yield.


TTM20242023202220212020201920182017201620152014
TRRHX
T. Rowe Price Retirement 2025 Fund
2.50%2.50%2.30%2.41%1.40%1.29%2.02%2.07%1.65%1.74%1.74%1.59%
AABTX
American Funds 2015 Target Date Retirement Fund
2.90%2.95%2.74%2.56%1.53%2.47%2.04%2.05%1.63%1.68%1.22%5.32%

Drawdowns

TRRHX vs. AABTX - Drawdown Comparison

The maximum TRRHX drawdown since its inception was -53.06%, which is greater than AABTX's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for TRRHX and AABTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.23%
-2.61%
TRRHX
AABTX

Volatility

TRRHX vs. AABTX - Volatility Comparison

T. Rowe Price Retirement 2025 Fund (TRRHX) has a higher volatility of 6.57% compared to American Funds 2015 Target Date Retirement Fund (AABTX) at 4.35%. This indicates that TRRHX's price experiences larger fluctuations and is considered to be riskier than AABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.57%
4.35%
TRRHX
AABTX