TRRIX vs. DGTSX
TRRIX (T. Rowe Price Retirement Balanced Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, TRRIX returned 6.85%/yr vs 5.23%/yr for DGTSX. Their correlation of 0.93 suggests significant overlap in exposure. TRRIX charges 0.49%/yr vs 0.24%/yr for DGTSX.
Performance
TRRIX vs. DGTSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TRRIX achieves a 5.10% return, which is significantly higher than DGTSX's 4.30% return. Over the past 10 years, TRRIX has outperformed DGTSX with an annualized return of 6.85%, while DGTSX has yielded a comparatively lower 5.23% annualized return.
TRRIX
- 1D
- 0.55%
- 1M
- 0.86%
- YTD
- 5.10%
- 6M
- 6.05%
- 1Y
- 10.92%
- 3Y*
- 11.09%
- 5Y*
- 5.57%
- 10Y*
- 6.85%
DGTSX
- 1D
- 0.34%
- 1M
- 0.76%
- YTD
- 4.30%
- 6M
- 4.30%
- 1Y
- 9.92%
- 3Y*
- 8.27%
- 5Y*
- 5.39%
- 10Y*
- 5.23%
TRRIX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRRIX T. Rowe Price Retirement Balanced Fund | 5.10% | 9.39% | 10.98% | 14.41% | -13.16% | 8.63% | 11.48% | 15.32% | -3.29% | 10.38% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.30% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between TRRIX and DGTSX is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2003 | 0.93 |
The correlation between TRRIX and DGTSX has been stable across timeframes, ranging from 0.88 to 0.93 - 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
TRRIX vs. DGTSX — Risk / Return Rank
TRRIX
DGTSX
TRRIX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Balanced Fund (TRRIX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
| TRRIX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.57 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.79 | -1.49 |
| Martin ratioReturn relative to average drawdown | 9.36 | 16.65 | -7.29 |
Loading charts...
Drawdowns
TRRIX vs. DGTSX - Drawdown Comparison
The maximum TRRIX drawdown since its inception was -27.77%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for TRRIX and DGTSX.
Loading charts...
Drawdown Indicators
| TRRIX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.77% | -16.71% | -11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -4.85% | -2.64% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -7.46% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -11.26% | -6.87% |
Max Drawdown (10Y)Largest decline over 10 years | -18.57% | -11.26% | -7.31% |
Current DrawdownCurrent decline from peak | -0.34% | -0.14% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -1.64% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 0.60% | +0.58% |
Volatility
TRRIX vs. DGTSX - Volatility Comparison
T. Rowe Price Retirement Balanced Fund (TRRIX) has a higher volatility of 2.40% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.42%. This indicates that TRRIX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TRRIX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 1.42% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 5.31% | 2.98% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.27% | 3.59% | +2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 5.98% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.26% | 5.24% | +2.02% |
TRRIX vs. DGTSX - Expense Ratio Comparison
TRRIX has a 0.49% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
TRRIX vs. DGTSX - Dividend Comparison
TRRIX's dividend yield for the trailing twelve months is around 3.24%, less than DGTSX's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.70% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
TRRIX T. Rowe Price Retirement Balanced Fund | 3.24% | 3.38% | 6.69% | 6.80% | 10.15% | 12.67% | 9.27% | 3.39% | 7.01% | 5.07% | 3.40% | 3.44% |
Frequently Asked Questions
TRRIX and DGTSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRRIX has higher volatility (2.40%) compared to DGTSX (1.42%). In terms of maximum drawdown, TRRIX dropped -27.77% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.79 vs 1.78), 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.
Find the right allocation for TRRIX and DGTSX
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