PortfoliosLab logoPortfoliosLab logo
TRRKX vs. SWMRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRKX vs. SWMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2045 Fund (TRRKX) and Schwab Target 2045 Fund (SWMRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TRRKX vs. SWMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRKX
T. Rowe Price Retirement 2045 Fund
-3.58%14.20%13.94%20.52%-19.03%15.80%18.64%25.41%-7.66%22.42%
SWMRX
Schwab Target 2045 Fund
-3.79%18.84%13.37%20.10%-19.24%16.85%14.95%23.95%-9.82%21.39%

Returns By Period

In the year-to-date period, TRRKX achieves a -3.58% return, which is significantly higher than SWMRX's -3.79% return. Both investments have delivered pretty close results over the past 10 years, with TRRKX having a 9.72% annualized return and SWMRX not far behind at 9.44%.


TRRKX

1D
-0.28%
1M
-9.15%
YTD
-3.58%
6M
-4.52%
1Y
9.86%
3Y*
12.48%
5Y*
6.01%
10Y*
9.72%

SWMRX

1D
-0.22%
1M
-8.20%
YTD
-3.79%
6M
-1.16%
1Y
15.04%
3Y*
13.38%
5Y*
7.05%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


TRRKX vs. SWMRX - Expense Ratio Comparison

TRRKX has a 0.63% expense ratio, which is higher than SWMRX's 0.00% expense ratio.


Return for Risk

TRRKX vs. SWMRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRRKX
TRRKX Risk / Return Rank: 2727
Overall Rank
TRRKX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TRRKX Sortino Ratio Rank: 2828
Sortino Ratio Rank
TRRKX Omega Ratio Rank: 2929
Omega Ratio Rank
TRRKX Calmar Ratio Rank: 2222
Calmar Ratio Rank
TRRKX Martin Ratio Rank: 2727
Martin Ratio Rank

SWMRX
SWMRX Risk / Return Rank: 6060
Overall Rank
SWMRX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWMRX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SWMRX Omega Ratio Rank: 6060
Omega Ratio Rank
SWMRX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWMRX Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRRKX vs. SWMRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2045 Fund (TRRKX) and Schwab Target 2045 Fund (SWMRX). 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.


TRRKXSWMRXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.06

-0.42

Sortino ratio

Return per unit of downside risk

0.99

1.55

-0.56

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.63

1.33

-0.70

Martin ratio

Return relative to average drawdown

2.82

6.07

-3.25

TRRKX vs. SWMRX - Sharpe Ratio Comparison

The current TRRKX Sharpe Ratio is 0.64, which is lower than the SWMRX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of TRRKX and SWMRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TRRKXSWMRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.06

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.46

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.61

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.62

-0.15

Correlation

The correlation between TRRKX and SWMRX is 0.96, 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.


Dividends

TRRKX vs. SWMRX - Dividend Comparison

TRRKX has not paid dividends to shareholders, while SWMRX's dividend yield for the trailing twelve months is around 5.38%.


TTM20252024202320222021202020192018201720162015
TRRKX
T. Rowe Price Retirement 2045 Fund
0.00%0.00%1.96%4.40%7.83%5.58%4.52%5.94%8.98%3.52%3.20%4.25%
SWMRX
Schwab Target 2045 Fund
5.38%5.18%3.14%2.98%7.88%5.18%2.45%5.46%6.63%2.79%5.28%5.76%

Drawdowns

TRRKX vs. SWMRX - Drawdown Comparison

The maximum TRRKX drawdown since its inception was -53.54%, which is greater than SWMRX's maximum drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for TRRKX and SWMRX.


Loading graphics...

Drawdown Indicators


TRRKXSWMRXDifference

Max Drawdown

Largest peak-to-trough decline

-53.54%

-30.41%

-23.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-10.17%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.75%

-30.12%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-32.48%

-30.41%

-2.07%

Current Drawdown

Current decline from peak

-9.49%

-8.62%

-0.87%

Average Drawdown

Average peak-to-trough decline

-7.26%

-5.23%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.23%

+0.61%

Volatility

TRRKX vs. SWMRX - Volatility Comparison

T. Rowe Price Retirement 2045 Fund (TRRKX) has a higher volatility of 4.93% compared to Schwab Target 2045 Fund (SWMRX) at 4.53%. This indicates that TRRKX's price experiences larger fluctuations and is considered to be riskier than SWMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TRRKXSWMRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

4.53%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

8.17%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

14.24%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

15.34%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

15.46%

-0.19%