TRRHX vs. TRVLX
Compare and contrast key facts about T. Rowe Price Retirement 2025 Fund (TRRHX) and T. Rowe Price Value Fund (TRVLX).
TRRHX is managed by T. Rowe Price. It was launched on Feb 27, 2004. TRVLX is managed by T. Rowe Price.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRRHX or TRVLX.
Performance
TRRHX vs. TRVLX - Performance Comparison
Returns By Period
In the year-to-date period, TRRHX achieves a 10.25% return, which is significantly lower than TRVLX's 19.86% return. Over the past 10 years, TRRHX has underperformed TRVLX with an annualized return of 6.99%, while TRVLX has yielded a comparatively higher 9.87% annualized return.
TRRHX
10.25%
-1.09%
4.21%
16.72%
7.13%
6.99%
TRVLX
19.86%
0.26%
5.90%
28.32%
11.91%
9.87%
Key characteristics
| TRRHX | TRVLX | |
|---|---|---|
| Sharpe Ratio | 2.42 | 2.78 |
| Sortino Ratio | 3.47 | 3.94 |
| Omega Ratio | 1.45 | 1.51 |
| Calmar Ratio | 1.70 | 3.85 |
| Martin Ratio | 15.94 | 18.05 |
| Ulcer Index | 1.05% | 1.57% |
| Daily Std Dev | 6.92% | 10.19% |
| Max Drawdown | -50.04% | -60.22% |
| Current Drawdown | -1.65% | -1.89% |
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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.
Correlation
The correlation between TRRHX and TRVLX is 0.93, 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.
Risk-Adjusted Performance
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.
Dividends
TRRHX vs. TRVLX - Dividend Comparison
TRRHX's dividend yield for the trailing twelve months is around 2.08%, more than TRVLX's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRHX T. Rowe Price Retirement 2025 Fund | 2.08% | 2.30% | 2.41% | 1.40% | 1.29% | 2.02% | 2.07% | 1.65% | 1.74% | 1.74% | 1.59% | 1.43% |
TRVLX T. Rowe Price Value Fund | 1.11% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% | 1.21% |
Drawdowns
TRRHX vs. TRVLX - Drawdown Comparison
The maximum TRRHX drawdown since its inception was -50.04%, smaller than the maximum TRVLX drawdown of -60.22%. Use the drawdown chart below to compare losses from any high point for TRRHX and TRVLX. For additional features, visit the drawdowns tool.
Volatility
TRRHX vs. TRVLX - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 1.90%, while T. Rowe Price Value Fund (TRVLX) has a volatility of 3.54%. 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.