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TRRKX vs. TRRJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRRKX vs. TRRJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2045 Fund (TRRKX) and T. Rowe Price Retirement 2035 Fund (TRRJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRRKX achieves a 10.90% return, which is significantly higher than TRRJX's 9.02% return. Over the past 10 years, TRRKX has outperformed TRRJX with an annualized return of 11.12%, while TRRJX has yielded a comparatively lower 9.87% annualized return.


TRRKX

1D
1.15%
1M
1.33%
YTD
10.90%
6M
10.68%
1Y
20.73%
3Y*
15.76%
5Y*
8.05%
10Y*
11.12%

TRRJX

1D
0.95%
1M
1.27%
YTD
9.02%
6M
8.89%
1Y
15.71%
3Y*
13.13%
5Y*
6.72%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRRKX vs. TRRJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRKX
T. Rowe Price Retirement 2045 Fund
10.90%14.20%13.94%20.52%-19.03%15.80%18.64%25.41%-7.66%22.42%
TRRJX
T. Rowe Price Retirement 2035 Fund
9.02%10.96%11.99%18.14%-17.96%15.21%17.04%23.72%-6.95%20.89%

Correlation

The correlation between TRRKX and TRRJX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2005

1.00

The correlation between TRRKX and TRRJX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

TRRKX vs. TRRJX — Risk / Return Rank

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

TRRKX
TRRKX Risk / Return Rank: 3939
Overall Rank
TRRKX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TRRKX Sortino Ratio Rank: 3636
Sortino Ratio Rank
TRRKX Omega Ratio Rank: 3939
Omega Ratio Rank
TRRKX Calmar Ratio Rank: 3737
Calmar Ratio Rank
TRRKX Martin Ratio Rank: 4646
Martin Ratio Rank

TRRJX
TRRJX Risk / Return Rank: 3131
Overall Rank
TRRJX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TRRJX Sortino Ratio Rank: 2626
Sortino Ratio Rank
TRRJX Omega Ratio Rank: 3333
Omega Ratio Rank
TRRJX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TRRJX Martin Ratio Rank: 3636
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. TRRJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2045 Fund (TRRKX) and T. Rowe Price Retirement 2035 Fund (TRRJX). 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.


TRRKXTRRJXDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.31

1.28

+0.03

Calmar ratioReturn relative to maximum drawdown

2.21

1.97

+0.23

Martin ratioReturn relative to average drawdown

9.06

7.54

+1.52

TRRKX vs. TRRJX - Sharpe Ratio Comparison

The current TRRKX Sharpe Ratio is 1.65, which is comparable to the TRRJX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of TRRKX and TRRJX, 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

TRRKX vs. TRRJX - Drawdown Comparison

The maximum TRRKX drawdown since its inception was -53.54%, roughly equal to the maximum TRRJX drawdown of -53.57%. Use the drawdown chart below to compare losses from any high point for TRRKX and TRRJX.


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Drawdown Indicators


TRRKXTRRJXDifference

Max Drawdown

Largest peak-to-trough decline

-53.54%

-53.57%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-8.06%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.16%

-12.52%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.75%

-25.85%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-32.48%

-30.14%

-2.34%

Current Drawdown

Current decline from peak

-0.42%

-0.27%

-0.15%

Average Drawdown

Average peak-to-trough decline

-7.20%

-6.63%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.09%

+0.20%

Volatility

TRRKX vs. TRRJX - Volatility Comparison

T. Rowe Price Retirement 2045 Fund (TRRKX) has a higher volatility of 4.76% compared to T. Rowe Price Retirement 2035 Fund (TRRJX) at 3.96%. This indicates that TRRKX's price experiences larger fluctuations and is considered to be riskier than TRRJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRKXTRRJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

3.96%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

9.38%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

10.96%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

12.92%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.37%

13.57%

+1.80%

TRRKX vs. TRRJX - Expense Ratio Comparison

TRRKX has a 0.63% expense ratio, which is higher than TRRJX's 0.59% expense ratio.


Dividends

TRRKX vs. TRRJX - Dividend Comparison

Neither TRRKX nor TRRJX has paid dividends to shareholders.


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%
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%

Frequently Asked Questions


With a correlation of 1.00, TRRKX and TRRJX 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.

TRRKX has higher volatility (4.76%) compared to TRRJX (3.96%). In terms of maximum drawdown, TRRKX dropped -53.54% vs TRRJX's -53.57%.

TRRKX currently has the higher Sharpe Ratio (1.65 vs 1.45), 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 TRRKX and TRRJX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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