TRRJX vs. VOO
Compare and contrast key facts about T. Rowe Price Retirement 2035 Fund (TRRJX) and Vanguard S&P 500 ETF (VOO).
TRRJX is managed by T. Rowe Price. It was launched on Feb 27, 2004. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRRJX or VOO.
Key characteristics
| TRRJX | VOO | |
|---|---|---|
| YTD Return | 13.14% | 23.27% |
| 1Y Return | 27.67% | 40.74% |
| 3Y Return (Ann) | 3.21% | 9.79% |
| 5Y Return (Ann) | 9.10% | 15.52% |
| 10Y Return (Ann) | 8.30% | 13.22% |
| Sharpe Ratio | 2.97 | 3.45 |
| Sortino Ratio | 4.22 | 4.57 |
| Omega Ratio | 1.56 | 1.65 |
| Calmar Ratio | 1.77 | 4.15 |
| Martin Ratio | 20.18 | 22.76 |
| Ulcer Index | 1.39% | 1.83% |
| Daily Std Dev | 9.45% | 12.05% |
| Max Drawdown | -53.57% | -33.99% |
| Current Drawdown | -1.31% | -0.78% |
Correlation
The correlation between TRRJX and VOO 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.
Performance
TRRJX vs. VOO - Performance Comparison
In the year-to-date period, TRRJX achieves a 13.14% return, which is significantly lower than VOO's 23.27% return. Over the past 10 years, TRRJX has underperformed VOO with an annualized return of 8.30%, while VOO has yielded a comparatively higher 13.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRRJX vs. VOO - Expense Ratio Comparison
TRRJX has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
TRRJX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2035 Fund (TRRJX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
TRRJX's dividend yield for the trailing twelve months is around 4.14%, more than VOO's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRJX T. Rowe Price Retirement 2035 Fund | 4.14% | 4.68% | 9.67% | 6.89% | 4.80% | 5.68% | 8.55% | 3.80% | 4.36% | 5.57% | 3.66% | 2.58% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TRRJX vs. VOO - Drawdown Comparison
The maximum TRRJX drawdown since its inception was -53.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRRJX and VOO. For additional features, visit the drawdowns tool.
Volatility
TRRJX vs. VOO - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2035 Fund (TRRJX) is 1.86%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.50%. This indicates that TRRJX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.