TRRIX vs. USD=X
TRRIX (T. Rowe Price Retirement Balanced Fund) is Diversified Portfolio fund managed by T. Rowe Price, while USD=X (USD Cash) is a currency. Over the past 10 years, TRRIX returned 6.61%/yr vs 0.00%/yr for USD=X.
Performance
TRRIX vs. USD=X - Performance Comparison
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Returns By Period
TRRIX
- 1D
- 1.04%
- 1M
- 0.03%
- YTD
- 4.46%
- 6M
- 5.00%
- 1Y
- 11.14%
- 3Y*
- 10.52%
- 5Y*
- 4.83%
- 10Y*
- 6.61%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
TRRIX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRRIX T. Rowe Price Retirement Balanced Fund | 4.46% | 11.02% | 9.96% | 11.57% | -13.16% | 8.63% | 11.48% | 15.32% | -3.29% | 10.38% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
TRRIX vs. USD=X — Risk / Return Rank
TRRIX
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TRRIX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Balanced Fund (TRRIX) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | — | — |
| Martin ratioReturn relative to average drawdown | 10.06 | — | — |
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Drawdowns
TRRIX vs. USD=X - Drawdown Comparison
The maximum TRRIX drawdown since its inception was -27.77%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TRRIX and USD=X.
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Drawdown Indicators
| TRRIX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.77% | 0.00% | -27.77% |
Max Drawdown (1Y)Largest decline over 1 year | -4.85% | 0.00% | -4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | 0.00% | -6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | 0.00% | -18.13% |
Max Drawdown (10Y)Largest decline over 10 years | -18.57% | 0.00% | -18.57% |
Current DrawdownCurrent decline from peak | -0.95% | 0.00% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -2.83% | 0.00% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.00% | +1.16% |
Volatility
TRRIX vs. USD=X - Volatility Comparison
T. Rowe Price Retirement Balanced Fund (TRRIX) has a higher volatility of 2.45% compared to USD Cash (USD=X) at 0.00%. This indicates that TRRIX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRRIX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 0.00% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 5.24% | 0.00% | +5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.24% | 0.00% | +6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 0.00% | +7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.24% | 0.00% | +7.24% |
Frequently Asked Questions
TRRIX has higher volatility (2.45%) compared to USD=X (0.00%). In terms of maximum drawdown, TRRIX dropped -27.77% vs USD=X's 0.00%.
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