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TRRJX vs. MOAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRRJX and MOAT is 0.87, 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.


-0.50.00.51.00.9

Performance

TRRJX vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2035 Fund (TRRJX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.29%
9.49%
TRRJX
MOAT

Key characteristics

Sharpe Ratio

TRRJX:

1.12

MOAT:

1.08

Sortino Ratio

TRRJX:

1.56

MOAT:

1.51

Omega Ratio

TRRJX:

1.20

MOAT:

1.19

Calmar Ratio

TRRJX:

1.52

MOAT:

1.93

Martin Ratio

TRRJX:

6.69

MOAT:

5.39

Ulcer Index

TRRJX:

1.58%

MOAT:

2.36%

Daily Std Dev

TRRJX:

9.46%

MOAT:

11.83%

Max Drawdown

TRRJX:

-53.57%

MOAT:

-33.31%

Current Drawdown

TRRJX:

-5.79%

MOAT:

-3.68%

Returns By Period

In the year-to-date period, TRRJX achieves a 9.76% return, which is significantly lower than MOAT's 12.06% return. Over the past 10 years, TRRJX has underperformed MOAT with an annualized return of 7.88%, while MOAT has yielded a comparatively higher 13.08% annualized return.


TRRJX

YTD

9.76%

1M

-4.26%

6M

1.44%

1Y

10.39%

5Y*

7.55%

10Y*

7.88%

MOAT

YTD

12.06%

1M

-2.41%

6M

8.87%

1Y

12.52%

5Y*

12.62%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRRJX vs. MOAT - Expense Ratio Comparison

TRRJX has a 0.59% expense ratio, which is higher than MOAT's 0.48% expense ratio.


TRRJX
T. Rowe Price Retirement 2035 Fund
Expense ratio chart for TRRJX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

TRRJX vs. MOAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2035 Fund (TRRJX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.


Sharpe ratio
The chart of Sharpe ratio for TRRJX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.121.08
The chart of Sortino ratio for TRRJX, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.561.51
The chart of Omega ratio for TRRJX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.19
The chart of Calmar ratio for TRRJX, currently valued at 1.52, compared to the broader market0.002.004.006.008.0010.0012.0014.001.521.93
The chart of Martin ratio for TRRJX, currently valued at 6.69, compared to the broader market0.0020.0040.0060.006.695.39
TRRJX
MOAT

The current TRRJX Sharpe Ratio is 1.12, which is comparable to the MOAT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TRRJX and MOAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.12
1.08
TRRJX
MOAT

Dividends

TRRJX vs. MOAT - Dividend Comparison

TRRJX has not paid dividends to shareholders, while MOAT's dividend yield for the trailing twelve months is around 1.35%.


TTM20232022202120202019201820172016201520142013
TRRJX
T. Rowe Price Retirement 2035 Fund
0.00%1.67%1.55%0.87%0.94%1.79%1.78%1.48%1.47%1.52%1.44%1.04%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.35%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%0.79%

Drawdowns

TRRJX vs. MOAT - Drawdown Comparison

The maximum TRRJX drawdown since its inception was -53.57%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for TRRJX and MOAT. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.79%
-3.68%
TRRJX
MOAT

Volatility

TRRJX vs. MOAT - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2035 Fund (TRRJX) is 3.11%, while VanEck Vectors Morningstar Wide Moat ETF (MOAT) has a volatility of 4.04%. This indicates that TRRJX experiences smaller price fluctuations and is considered to be less risky than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.11%
4.04%
TRRJX
MOAT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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