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TRRIX vs. FSTGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRIX vs. FSTGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement Balanced Fund (TRRIX) and Fidelity Intermediate Government Income Fund (FSTGX). The values are adjusted to include any dividend payments, if applicable.

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TRRIX vs. FSTGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRIX
T. Rowe Price Retirement Balanced Fund
-0.42%12.43%9.69%11.34%-13.16%8.63%11.48%15.32%-3.29%10.38%
FSTGX
Fidelity Intermediate Government Income Fund
-0.12%6.00%2.24%3.88%-8.76%-2.28%5.46%4.84%1.20%0.98%

Returns By Period

In the year-to-date period, TRRIX achieves a -0.42% return, which is significantly lower than FSTGX's -0.12% return. Over the past 10 years, TRRIX has outperformed FSTGX with an annualized return of 6.32%, while FSTGX has yielded a comparatively lower 1.06% annualized return.


TRRIX

1D
1.24%
1M
-3.27%
YTD
-0.42%
6M
1.24%
1Y
10.17%
3Y*
9.56%
5Y*
4.61%
10Y*
6.32%

FSTGX

1D
0.10%
1M
-1.00%
YTD
-0.12%
6M
0.64%
1Y
3.29%
3Y*
3.19%
5Y*
0.44%
10Y*
1.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRIX vs. FSTGX - Expense Ratio Comparison

TRRIX has a 0.49% expense ratio, which is higher than FSTGX's 0.45% expense ratio.


Return for Risk

TRRIX vs. FSTGX — Risk / Return Rank

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

TRRIX
TRRIX Risk / Return Rank: 7878
Overall Rank
TRRIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
TRRIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
TRRIX Omega Ratio Rank: 7979
Omega Ratio Rank
TRRIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
TRRIX Martin Ratio Rank: 7878
Martin Ratio Rank

FSTGX
FSTGX Risk / Return Rank: 6565
Overall Rank
FSTGX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FSTGX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FSTGX Omega Ratio Rank: 4949
Omega Ratio Rank
FSTGX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSTGX Martin Ratio Rank: 6767
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.

TRRIX vs. FSTGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Balanced Fund (TRRIX) and Fidelity Intermediate Government Income Fund (FSTGX). 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.


TRRIXFSTGXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.15

+0.32

Sortino ratio

Return per unit of downside risk

2.09

1.76

+0.33

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

1.84

2.09

-0.25

Martin ratio

Return relative to average drawdown

7.70

6.57

+1.13

TRRIX vs. FSTGX - Sharpe Ratio Comparison

The current TRRIX Sharpe Ratio is 1.47, which is comparable to the FSTGX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of TRRIX and FSTGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRRIXFSTGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.15

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.11

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.32

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

1.21

-0.41

Correlation

The correlation between TRRIX and FSTGX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TRRIX vs. FSTGX - Dividend Comparison

TRRIX's dividend yield for the trailing twelve months is around 6.17%, more than FSTGX's 2.84% yield.


TTM20252024202320222021202020192018201720162015
TRRIX
T. Rowe Price Retirement Balanced Fund
6.17%6.14%5.49%4.12%10.15%12.67%9.27%3.39%7.01%5.07%3.40%3.44%
FSTGX
Fidelity Intermediate Government Income Fund
2.84%3.04%2.94%2.12%0.99%0.77%2.65%1.85%1.84%1.47%1.52%1.69%

Drawdowns

TRRIX vs. FSTGX - Drawdown Comparison

The maximum TRRIX drawdown since its inception was -27.77%, which is greater than FSTGX's maximum drawdown of -13.66%. Use the drawdown chart below to compare losses from any high point for TRRIX and FSTGX.


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Drawdown Indicators


TRRIXFSTGXDifference

Max Drawdown

Largest peak-to-trough decline

-27.77%

-13.66%

-14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-1.80%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-12.54%

-5.59%

Max Drawdown (10Y)

Largest decline over 10 years

-18.57%

-13.66%

-4.91%

Current Drawdown

Current decline from peak

-3.61%

-1.30%

-2.31%

Average Drawdown

Average peak-to-trough decline

-2.86%

-1.57%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

0.57%

+0.74%

Volatility

TRRIX vs. FSTGX - Volatility Comparison

T. Rowe Price Retirement Balanced Fund (TRRIX) has a higher volatility of 2.80% compared to Fidelity Intermediate Government Income Fund (FSTGX) at 0.96%. This indicates that TRRIX's price experiences larger fluctuations and is considered to be riskier than FSTGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRIXFSTGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

0.96%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

1.74%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

7.29%

2.98%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.07%

4.08%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.20%

3.38%

+3.82%