TRRJX vs. FXAIX
Compare and contrast key facts about T. Rowe Price Retirement 2035 Fund (TRRJX) and Fidelity 500 Index Fund (FXAIX).
TRRJX is managed by T. Rowe Price. It was launched on Feb 27, 2004. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRRJX or FXAIX.
Performance
TRRJX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, TRRJX achieves a 14.23% return, which is significantly lower than FXAIX's 26.26% return. Over the past 10 years, TRRJX has underperformed FXAIX with an annualized return of 8.25%, while FXAIX has yielded a comparatively higher 13.07% annualized return.
TRRJX
14.23%
0.36%
6.85%
20.55%
9.10%
8.25%
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| TRRJX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.26 | 2.69 |
| Sortino Ratio | 3.16 | 3.59 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 2.08 | 3.90 |
| Martin Ratio | 14.53 | 17.53 |
| Ulcer Index | 1.44% | 1.88% |
| Daily Std Dev | 9.24% | 12.24% |
| Max Drawdown | -53.57% | -33.79% |
| Current Drawdown | -0.99% | -0.81% |
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TRRJX vs. FXAIX - Expense Ratio Comparison
TRRJX has a 0.59% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between TRRJX and FXAIX is 0.95, 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
TRRJX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2035 Fund (TRRJX) and Fidelity 500 Index Fund (FXAIX). 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
TRRJX vs. FXAIX - Dividend Comparison
TRRJX's dividend yield for the trailing twelve months is around 1.46%, more than FXAIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRJX T. Rowe Price Retirement 2035 Fund | 1.46% | 1.67% | 1.55% | 0.87% | 0.94% | 1.79% | 1.78% | 1.48% | 1.47% | 1.52% | 1.44% | 1.04% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
TRRJX vs. FXAIX - Drawdown Comparison
The maximum TRRJX drawdown since its inception was -53.57%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TRRJX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
TRRJX vs. FXAIX - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2035 Fund (TRRJX) is 2.42%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.95%. This indicates that TRRJX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.