PortfoliosLab logoPortfoliosLab logo
TRRHX vs. SWYDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRRHX vs. SWYDX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TRRHX achieves a 5.67% return, which is significantly higher than SWYDX's 5.21% return.


TRRHX

1D
0.11%
1M
-0.59%
YTD
5.67%
6M
5.19%
1Y
7.19%
3Y*
9.81%
5Y*
4.24%
10Y*
8.05%

SWYDX

1D
0.25%
1M
-0.25%
YTD
5.21%
6M
4.69%
1Y
12.66%
3Y*
11.24%
5Y*
5.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRRHX vs. SWYDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRHX
T. Rowe Price Retirement 2025 Fund
5.67%6.59%9.71%14.63%-15.59%12.02%14.68%20.96%-5.68%17.69%
SWYDX
Schwab Target 2025 Index Fund
5.21%12.60%8.62%14.47%-14.78%10.24%12.37%18.89%-6.38%14.53%

Correlation

The correlation between TRRHX and SWYDX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2016

0.94

The correlation between TRRHX and SWYDX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

TRRHX vs. SWYDX — Risk / Return Rank

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

TRRHX
TRRHX Risk / Return Rank: 1313
Overall Rank
TRRHX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRRHX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRRHX Omega Ratio Rank: 1616
Omega Ratio Rank
TRRHX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRRHX Martin Ratio Rank: 1212
Martin Ratio Rank

SWYDX
SWYDX Risk / Return Rank: 6464
Overall Rank
SWYDX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWYDX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SWYDX Omega Ratio Rank: 6565
Omega Ratio Rank
SWYDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWYDX Martin Ratio Rank: 6969
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.

TRRHX vs. SWYDX - Risk-Adjusted Trends Comparison

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


TRRHXSWYDXDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

0.93

2.53

-1.60

Martin ratioReturn relative to average drawdown

2.81

11.18

-8.37

TRRHX vs. SWYDX - Sharpe Ratio Comparison

The current TRRHX Sharpe Ratio is 0.80, which is lower than the SWYDX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of TRRHX and SWYDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TRRHX vs. SWYDX - Drawdown Comparison

The maximum TRRHX drawdown since its inception was -50.04%, which is greater than SWYDX's maximum drawdown of -20.49%. Use the drawdown chart below to compare losses from any high point for TRRHX and SWYDX.


Loading charts...

Drawdown Indicators


TRRHXSWYDXDifference

Max Drawdown

Largest peak-to-trough decline

-50.04%

-20.49%

-29.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-4.94%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-7.56%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-20.43%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-26.42%

Current Drawdown

Current decline from peak

-1.17%

-0.86%

-0.31%

Average Drawdown

Average peak-to-trough decline

-5.76%

-3.41%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.12%

+1.43%

Volatility

TRRHX vs. SWYDX - Volatility Comparison

T. Rowe Price Retirement 2025 Fund (TRRHX) has a higher volatility of 3.03% compared to Schwab Target 2025 Index Fund (SWYDX) at 2.64%. This indicates that TRRHX's price experiences larger fluctuations and is considered to be riskier than SWYDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRRHXSWYDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

2.64%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

5.41%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

9.13%

6.54%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.02%

9.25%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

9.82%

+0.96%

TRRHX vs. SWYDX - Expense Ratio Comparison

TRRHX has a 0.55% expense ratio, which is higher than SWYDX's 0.04% expense ratio.


Dividends

TRRHX vs. SWYDX - Dividend Comparison

TRRHX has not paid dividends to shareholders, while SWYDX's dividend yield for the trailing twelve months is around 5.10%.


PositionTTM20252024202320222021202020192018201720162015
SWYDX
Schwab Target 2025 Index Fund
5.10%5.37%3.41%2.58%2.32%1.92%1.79%1.91%0.00%1.33%0.79%0.00%
TRRHX
T. Rowe Price Retirement 2025 Fund
0.00%0.00%4.13%6.58%12.69%10.87%5.21%4.95%7.52%3.70%2.00%3.11%

Frequently Asked Questions


With a correlation of 0.93, TRRHX and SWYDX 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.

TRRHX has higher volatility (3.03%) compared to SWYDX (2.64%). In terms of maximum drawdown, TRRHX dropped -50.04% vs SWYDX's -20.49%.

SWYDX currently has the higher Sharpe Ratio (1.92 vs 0.80), 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 TRRHX and SWYDX

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

Open Portfolio Optimizer