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

Correlation

The correlation between TRRHX and TRVLX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

TRRHX vs. TRVLX - Performance Comparison

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

120.00%140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
142.60%
196.33%
TRRHX
TRVLX

Key characteristics

Sharpe Ratio

TRRHX:

0.64

TRVLX:

-0.01

Sortino Ratio

TRRHX:

0.95

TRVLX:

0.09

Omega Ratio

TRRHX:

1.13

TRVLX:

1.01

Calmar Ratio

TRRHX:

0.27

TRVLX:

-0.01

Martin Ratio

TRRHX:

2.45

TRVLX:

-0.04

Ulcer Index

TRRHX:

2.50%

TRVLX:

6.72%

Daily Std Dev

TRRHX:

9.53%

TRVLX:

17.05%

Max Drawdown

TRRHX:

-53.06%

TRVLX:

-62.03%

Current Drawdown

TRRHX:

-18.23%

TRVLX:

-12.75%

Returns By Period

In the year-to-date period, TRRHX achieves a 0.18% return, which is significantly lower than TRVLX's 0.47% return. Over the past 10 years, TRRHX has underperformed TRVLX with an annualized return of 1.86%, while TRVLX has yielded a comparatively higher 3.70% annualized return.


TRRHX

YTD

0.18%

1M

-2.07%

6M

-2.19%

1Y

5.46%

5Y*

2.76%

10Y*

1.86%

TRVLX

YTD

0.47%

1M

-4.62%

6M

-8.54%

1Y

-1.27%

5Y*

9.25%

10Y*

3.70%

*Annualized

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TRRHX vs. TRVLX - Expense Ratio Comparison

TRRHX has a 0.55% expense ratio, which is lower than TRVLX's 0.65% expense ratio.


Expense ratio chart for TRVLX: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TRVLX: 0.65%
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%

Risk-Adjusted Performance

TRRHX vs. TRVLX — 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

TRVLX
The Risk-Adjusted Performance Rank of TRVLX is 2424
Overall Rank
The Sharpe Ratio Rank of TRVLX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of TRVLX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of TRVLX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of TRVLX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of TRVLX is 2424
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. TRVLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2025 Fund (TRRHX) and T. Rowe Price Value Fund (TRVLX). 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
TRVLX: -0.01
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
TRVLX: 0.09
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
TRVLX: 1.01
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
TRVLX: -0.01
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
TRVLX: -0.04

The current TRRHX Sharpe Ratio is 0.64, which is higher than the TRVLX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of TRRHX and TRVLX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.64
-0.01
TRRHX
TRVLX

Dividends

TRRHX vs. TRVLX - Dividend Comparison

TRRHX's dividend yield for the trailing twelve months is around 2.50%, more than TRVLX's 1.28% 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%
TRVLX
T. Rowe Price Value Fund
1.28%1.29%1.33%1.39%0.75%0.68%1.69%1.77%1.31%1.66%2.08%1.24%

Drawdowns

TRRHX vs. TRVLX - Drawdown Comparison

The maximum TRRHX drawdown since its inception was -53.06%, smaller than the maximum TRVLX drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for TRRHX and TRVLX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.23%
-12.75%
TRRHX
TRVLX

Volatility

TRRHX vs. TRVLX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 6.57%, while T. Rowe Price Value Fund (TRVLX) has a volatility of 11.42%. This indicates that TRRHX experiences smaller price fluctuations and is considered to be less risky than TRVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
6.57%
11.42%
TRRHX
TRVLX