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TRRJX vs. URFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRRJX vs. URFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2035 Fund (TRRJX) and USAA Target Retirement 2050 Fund (URFFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRRJX achieves a 8.73% return, which is significantly lower than URFFX's 13.05% return. Over the past 10 years, TRRJX has underperformed URFFX with an annualized return of 9.52%, while URFFX has yielded a comparatively higher 10.19% annualized return.


TRRJX

1D
0.24%
1M
0.00%
6M
5.35%
YTD
8.73%
1Y
12.73%
3Y*
12.01%
5Y*
6.17%
10Y*
9.52%
ALL TIME*
7.98%

URFFX

1D
0.00%
1M
0.64%
6M
9.07%
YTD
13.05%
1Y
24.29%
3Y*
16.47%
5Y*
9.38%
10Y*
10.19%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TRRJX vs. URFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRJX
T. Rowe Price Retirement 2035 Fund
8.73%10.96%11.99%18.14%-17.96%15.21%17.04%23.72%-6.95%20.89%
URFFX
USAA Target Retirement 2050 Fund
13.05%19.35%11.86%18.12%-15.66%17.70%10.52%20.16%-9.01%19.40%

Correlation

The correlation between TRRJX and URFFX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.96

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2008

0.97

The correlation between TRRJX and URFFX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

TRRJX vs. URFFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TRRJX
TRRJX Risk / Return Rank: 3232
Overall Rank
TRRJX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TRRJX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TRRJX Omega Ratio Rank: 3232
Omega Ratio Rank
TRRJX Calmar Ratio Rank: 3232
Calmar Ratio Rank
TRRJX Martin Ratio Rank: 3737
Martin Ratio Rank

URFFX
URFFX Risk / Return Rank: 8282
Overall Rank
URFFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
URFFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
URFFX Omega Ratio Rank: 7878
Omega Ratio Rank
URFFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
URFFX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TRRJX vs. URFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2035 Fund (TRRJX) and USAA Target Retirement 2050 Fund (URFFX). 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.


TRRJXURFFXDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.21

1.36

-0.15

Calmar ratioReturn relative to maximum drawdown

1.51

2.98

-1.47

Martin ratioReturn relative to average drawdown

5.69

12.76

-7.07

TRRJX vs. URFFX - Sharpe Ratio Comparison

The current TRRJX Sharpe Ratio is 1.08, which is lower than the URFFX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TRRJX and URFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TRRJX vs. URFFX - Drawdown Comparison

The maximum TRRJX drawdown since its inception was -53.57%, which is greater than URFFX's maximum drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for TRRJX and URFFX.


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Drawdown Indicators


TRRJXURFFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.57%

-44.25%

-9.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.06%

-7.89%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-12.52%

-14.14%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-25.85%

-23.76%

-2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-30.14%

-29.97%

-0.17%

Current Drawdown

Current decline from peak

-0.74%

-0.17%

-0.57%

Average Drawdown

Average peak-to-trough decline

-6.61%

-5.88%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.84%

+0.27%

Volatility

TRRJX vs. URFFX - Volatility Comparison

T. Rowe Price Retirement 2035 Fund (TRRJX) and USAA Target Retirement 2050 Fund (URFFX) have volatilities of 2.75% and 2.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRJXURFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

2.87%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

9.82%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.21%

11.85%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

13.97%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.47%

14.33%

-0.86%

TRRJX vs. URFFX - Expense Ratio Comparison

Both TRRJX and URFFX have an expense ratio of 0.58%.


Dividends

TRRJX vs. URFFX - Dividend Comparison

TRRJX has not paid dividends to shareholders, while URFFX's dividend yield for the trailing twelve months is around 5.72%.


PositionTTM20252024202320222021202020192018201720162015
TRRJX
T. Rowe Price Retirement 2035 Fund
0.00%0.00%2.36%4.68%9.67%6.89%4.80%5.68%8.55%3.80%2.89%4.05%
URFFX
USAA Target Retirement 2050 Fund
5.72%6.46%2.61%3.39%11.40%8.13%6.25%11.76%10.21%5.55%3.91%2.57%

Frequently Asked Questions


With a correlation of 0.94, TRRJX and URFFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

URFFX has higher volatility (2.87%) compared to TRRJX (2.75%). In terms of maximum drawdown, TRRJX dropped -53.57% vs URFFX's -44.25%.

URFFX currently has the higher Sharpe Ratio (1.99 vs 1.08), 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.

Portfolio Optimizer

Find the right allocation for TRRJX and URFFX

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