TRRHX vs. VOO
Compare and contrast key facts about T. Rowe Price Retirement 2025 Fund (TRRHX) and Vanguard S&P 500 ETF (VOO).
TRRHX is managed by T. Rowe Price. It was launched on Feb 27, 2004. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRRHX or VOO.
Performance
TRRHX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TRRHX achieves a 11.20% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, TRRHX has underperformed VOO with an annualized return of 7.01%, while VOO has yielded a comparatively higher 13.18% annualized return.
TRRHX
11.20%
0.23%
5.94%
16.70%
7.34%
7.01%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| TRRHX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.45 | 2.70 |
| Sortino Ratio | 3.51 | 3.60 |
| Omega Ratio | 1.46 | 1.50 |
| Calmar Ratio | 1.88 | 3.90 |
| Martin Ratio | 15.99 | 17.65 |
| Ulcer Index | 1.06% | 1.86% |
| Daily Std Dev | 6.91% | 12.19% |
| Max Drawdown | -50.04% | -33.99% |
| Current Drawdown | -0.80% | -0.86% |
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TRRHX vs. VOO - Expense Ratio Comparison
TRRHX has a 0.55% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between TRRHX and VOO 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.
Risk-Adjusted Performance
TRRHX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2025 Fund (TRRHX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
TRRHX's dividend yield for the trailing twelve months is around 2.07%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRHX T. Rowe Price Retirement 2025 Fund | 2.07% | 2.30% | 2.41% | 1.40% | 1.29% | 2.02% | 2.07% | 1.65% | 1.74% | 1.74% | 1.59% | 1.43% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TRRHX vs. VOO - Drawdown Comparison
The maximum TRRHX drawdown since its inception was -50.04%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRRHX and VOO. For additional features, visit the drawdowns tool.
Volatility
TRRHX vs. VOO - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 1.81%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that TRRHX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.