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TRRHX vs. VTTVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRRHX vs. VTTVX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with TRRHX having a 6.63% return and VTTVX slightly lower at 6.57%. Both investments have delivered pretty close results over the past 10 years, with TRRHX having a 7.91% annualized return and VTTVX not far ahead at 8.01%.


TRRHX

1D
0.70%
1M
1.13%
YTD
6.63%
6M
1.29%
1Y
9.23%
3Y*
9.75%
5Y*
4.74%
10Y*
7.91%

VTTVX

1D
0.66%
1M
1.43%
YTD
6.57%
6M
6.93%
1Y
16.48%
3Y*
12.16%
5Y*
6.14%
10Y*
8.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRRHX vs. VTTVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRHX
T. Rowe Price Retirement 2025 Fund
6.63%6.59%9.71%14.63%-15.59%12.02%14.68%20.96%-5.68%17.69%
VTTVX
Vanguard Target Retirement 2025 Fund
6.57%14.63%9.23%14.76%-15.57%9.78%13.31%19.63%-5.14%13.68%

Correlation

The correlation between TRRHX and VTTVX is 0.95, 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

0.95

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

0.94

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

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2004

0.98

The correlation between TRRHX and VTTVX has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

TRRHX vs. VTTVX — Risk / Return Rank

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

TRRHX
TRRHX Risk / Return Rank: 1616
Overall Rank
TRRHX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TRRHX Sortino Ratio Rank: 1313
Sortino Ratio Rank
TRRHX Omega Ratio Rank: 2222
Omega Ratio Rank
TRRHX Calmar Ratio Rank: 1515
Calmar Ratio Rank
TRRHX Martin Ratio Rank: 1515
Martin Ratio Rank

VTTVX
VTTVX Risk / Return Rank: 7373
Overall Rank
VTTVX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 7474
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 7474
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. VTTVX - Risk-Adjusted Trends Comparison

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


TRRHXVTTVXDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.22

1.43

-0.21

Calmar ratioReturn relative to maximum drawdown

1.20

2.93

-1.73

Martin ratioReturn relative to average drawdown

3.62

12.55

-8.93

TRRHX vs. VTTVX - Sharpe Ratio Comparison

The current TRRHX Sharpe Ratio is 1.03, which is lower than the VTTVX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TRRHX and VTTVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TRRHX vs. VTTVX - Drawdown Comparison

The maximum TRRHX drawdown since its inception was -50.04%, which is greater than VTTVX's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for TRRHX and VTTVX.


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Drawdown Indicators


TRRHXVTTVXDifference

Max Drawdown

Largest peak-to-trough decline

-50.04%

-46.03%

-4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-5.57%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-7.84%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-21.52%

-0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-26.42%

-22.51%

-3.91%

Current Drawdown

Current decline from peak

-0.27%

-0.23%

-0.04%

Average Drawdown

Average peak-to-trough decline

-5.76%

-5.04%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.30%

+1.25%

Volatility

TRRHX vs. VTTVX - Volatility Comparison

T. Rowe Price Retirement 2025 Fund (TRRHX) and Vanguard Target Retirement 2025 Fund (VTTVX) have volatilities of 2.97% and 2.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRHXVTTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

2.96%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

6.08%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

9.09%

7.26%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.02%

9.15%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.84%

9.96%

+0.88%

TRRHX vs. VTTVX - Expense Ratio Comparison

TRRHX has a 0.55% expense ratio, which is higher than VTTVX's 0.08% expense ratio.


Dividends

TRRHX vs. VTTVX - Dividend Comparison

TRRHX has not paid dividends to shareholders, while VTTVX's dividend yield for the trailing twelve months is around 6.93%.


PositionTTM20252024202320222021202020192018201720162015
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%
VTTVX
Vanguard Target Retirement 2025 Fund
6.93%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%

Frequently Asked Questions


With a correlation of 0.95, TRRHX and VTTVX 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 (2.97%) compared to VTTVX (2.96%). In terms of maximum drawdown, TRRHX dropped -50.04% vs VTTVX's -46.03%.

VTTVX currently has the higher Sharpe Ratio (2.25 vs 1.03), 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 VTTVX

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

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