TRRHX vs. PRWAX

In the year-to-date period, TRRHX achieves a 10.25% return, which is significantly lower than PRWAX's 24.85% return. Over the past 10 years, TRRHX has outperformed PRWAX with an annualized return of 6.99%, while PRWAX has yielded a comparatively lower 5.22% annualized return.

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TRRHX has a 0.55% expense ratio, which is lower than PRWAX's 0.76% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2025 Fund (TRRHX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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 TRRHX Sharpe Ratio is 2.42, which is comparable to the PRWAX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of TRRHX and PRWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TRRHX's dividend yield for the trailing twelve months is around 2.08%, more than PRWAX's 0.16% yield.

The maximum TRRHX drawdown since its inception was -50.04%, smaller than the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for TRRHX and PRWAX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 1.90%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 4.00%. This indicates that TRRHX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.