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

Correlation

The correlation between TRRHX and FXAIX is 0.94, 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.


-0.50.00.51.00.9

Performance

TRRHX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2025 Fund (TRRHX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.24%
7.99%
TRRHX
FXAIX

Key characteristics

Sharpe Ratio

TRRHX:

1.55

FXAIX:

2.03

Sortino Ratio

TRRHX:

2.16

FXAIX:

2.71

Omega Ratio

TRRHX:

1.28

FXAIX:

1.38

Calmar Ratio

TRRHX:

1.80

FXAIX:

3.03

Martin Ratio

TRRHX:

10.01

FXAIX:

13.52

Ulcer Index

TRRHX:

1.08%

FXAIX:

1.89%

Daily Std Dev

TRRHX:

7.02%

FXAIX:

12.59%

Max Drawdown

TRRHX:

-50.04%

FXAIX:

-33.79%

Current Drawdown

TRRHX:

-3.10%

FXAIX:

-3.54%

Returns By Period

In the year-to-date period, TRRHX achieves a 9.61% return, which is significantly lower than FXAIX's 24.76% return. Over the past 10 years, TRRHX has underperformed FXAIX with an annualized return of 6.97%, while FXAIX has yielded a comparatively higher 12.94% annualized return.


TRRHX

YTD

9.61%

1M

-0.86%

6M

3.11%

1Y

10.33%

5Y*

6.46%

10Y*

6.97%

FXAIX

YTD

24.76%

1M

-0.24%

6M

7.73%

1Y

24.84%

5Y*

14.60%

10Y*

12.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRRHX vs. FXAIX - Expense Ratio Comparison

TRRHX has a 0.55% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


TRRHX
T. Rowe Price Retirement 2025 Fund
Expense ratio chart for TRRHX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

TRRHX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2025 Fund (TRRHX) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for TRRHX, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.001.552.03
The chart of Sortino ratio for TRRHX, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.002.162.71
The chart of Omega ratio for TRRHX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.38
The chart of Calmar ratio for TRRHX, currently valued at 1.80, compared to the broader market0.005.0010.0015.001.803.03
The chart of Martin ratio for TRRHX, currently valued at 10.01, compared to the broader market0.0020.0040.0060.0010.0113.52
TRRHX
FXAIX

The current TRRHX Sharpe Ratio is 1.55, which is comparable to the FXAIX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of TRRHX and FXAIX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.55
2.03
TRRHX
FXAIX

Dividends

TRRHX vs. FXAIX - Dividend Comparison

TRRHX's dividend yield for the trailing twelve months is around 2.10%, more than FXAIX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
TRRHX
T. Rowe Price Retirement 2025 Fund
2.10%2.30%2.41%1.40%1.29%2.02%2.07%1.65%1.74%1.74%1.59%1.43%
FXAIX
Fidelity 500 Index Fund
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

TRRHX vs. FXAIX - Drawdown Comparison

The maximum TRRHX drawdown since its inception was -50.04%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TRRHX and FXAIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.10%
-3.54%
TRRHX
FXAIX

Volatility

TRRHX vs. FXAIX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 2.17%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.65%. This indicates that TRRHX experiences smaller price fluctuations and is considered to be less risky than FXAIX 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%JulyAugustSeptemberOctoberNovemberDecember
2.17%
3.65%
TRRHX
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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