TRRJX vs. VTTHX
Compare and contrast key facts about T. Rowe Price Retirement 2035 Fund (TRRJX) and Vanguard Target Retirement 2035 Fund (VTTHX).
TRRJX is managed by T. Rowe Price. It was launched on Feb 27, 2004. VTTHX is managed by Vanguard. It was launched on Oct 27, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRRJX or VTTHX.
Performance
TRRJX vs. VTTHX - Performance Comparison
Returns By Period
In the year-to-date period, TRRJX achieves a 13.55% return, which is significantly higher than VTTHX's 12.41% return. Over the past 10 years, TRRJX has outperformed VTTHX with an annualized return of 8.23%, while VTTHX has yielded a comparatively lower 7.54% annualized return.
TRRJX
13.55%
-0.91%
5.04%
19.96%
9.02%
8.23%
VTTHX
12.41%
-0.99%
5.82%
18.63%
8.09%
7.54%
Key characteristics
| TRRJX | VTTHX | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.13 |
| Sortino Ratio | 3.12 | 3.04 |
| Omega Ratio | 1.40 | 1.40 |
| Calmar Ratio | 2.00 | 2.34 |
| Martin Ratio | 14.38 | 12.97 |
| Ulcer Index | 1.43% | 1.49% |
| Daily Std Dev | 9.25% | 9.07% |
| Max Drawdown | -53.57% | -51.76% |
| Current Drawdown | -1.58% | -1.27% |
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TRRJX vs. VTTHX - Expense Ratio Comparison
TRRJX has a 0.59% expense ratio, which is higher than VTTHX's 0.08% expense ratio.
Correlation
The correlation between TRRJX and VTTHX is 0.98, 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. VTTHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2035 Fund (TRRJX) and Vanguard Target Retirement 2035 Fund (VTTHX). 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. VTTHX - Dividend Comparison
TRRJX's dividend yield for the trailing twelve months is around 1.47%, less than VTTHX's 2.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRJX T. Rowe Price Retirement 2035 Fund | 1.47% | 1.67% | 1.55% | 0.87% | 0.94% | 1.79% | 1.78% | 1.48% | 1.47% | 1.52% | 1.44% | 1.04% |
VTTHX Vanguard Target Retirement 2035 Fund | 2.20% | 2.47% | 2.08% | 2.34% | 1.62% | 2.33% | 2.47% | 1.98% | 2.01% | 2.20% | 2.06% | 1.91% |
Drawdowns
TRRJX vs. VTTHX - Drawdown Comparison
The maximum TRRJX drawdown since its inception was -53.57%, roughly equal to the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for TRRJX and VTTHX. For additional features, visit the drawdowns tool.
Volatility
TRRJX vs. VTTHX - Volatility Comparison
T. Rowe Price Retirement 2035 Fund (TRRJX) has a higher volatility of 2.47% compared to Vanguard Target Retirement 2035 Fund (VTTHX) at 2.29%. This indicates that TRRJX's price experiences larger fluctuations and is considered to be riskier than VTTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.