PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TRRKX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TRRKX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2045 Fund (TRRKX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.99%
13.03%
TRRKX
VFIAX

Returns By Period

In the year-to-date period, TRRKX achieves a 16.01% return, which is significantly lower than VFIAX's 25.52% return. Over the past 10 years, TRRKX has underperformed VFIAX with an annualized return of 8.94%, while VFIAX has yielded a comparatively higher 13.13% annualized return.


TRRKX

YTD

16.01%

1M

-0.26%

6M

6.25%

1Y

23.07%

5Y (annualized)

10.07%

10Y (annualized)

8.94%

VFIAX

YTD

25.52%

1M

1.18%

6M

12.20%

1Y

32.15%

5Y (annualized)

15.54%

10Y (annualized)

13.13%

Key characteristics


TRRKXVFIAX
Sharpe Ratio2.082.61
Sortino Ratio2.863.49
Omega Ratio1.371.48
Calmar Ratio1.973.77
Martin Ratio13.4216.97
Ulcer Index1.70%1.88%
Daily Std Dev10.93%12.24%
Max Drawdown-53.54%-55.20%
Current Drawdown-1.66%-1.35%

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. VFIAX - Expense Ratio Comparison

TRRKX has a 0.63% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


TRRKX
T. Rowe Price Retirement 2045 Fund
Expense ratio chart for TRRKX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.01.0

The correlation between TRRKX and VFIAX 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.

Risk-Adjusted Performance

TRRKX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2045 Fund (TRRKX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for TRRKX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.005.002.082.61
The chart of Sortino ratio for TRRKX, currently valued at 2.86, compared to the broader market0.005.0010.002.863.49
The chart of Omega ratio for TRRKX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.48
The chart of Calmar ratio for TRRKX, currently valued at 1.97, compared to the broader market0.005.0010.0015.0020.0025.001.973.77
The chart of Martin ratio for TRRKX, currently valued at 13.42, compared to the broader market0.0020.0040.0060.0080.00100.0013.4216.97
TRRKX
VFIAX

The current TRRKX Sharpe Ratio is 2.08, which is comparable to the VFIAX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of TRRKX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.08
2.61
TRRKX
VFIAX

Dividends

TRRKX vs. VFIAX - Dividend Comparison

TRRKX's dividend yield for the trailing twelve months is around 1.17%, less than VFIAX's 1.24% yield.


TTM20232022202120202019201820172016201520142013
TRRKX
T. Rowe Price Retirement 2045 Fund
1.17%1.36%1.27%0.66%0.76%1.57%1.60%1.25%1.34%1.39%1.38%1.02%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TRRKX vs. VFIAX - Drawdown Comparison

The maximum TRRKX drawdown since its inception was -53.54%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for TRRKX and VFIAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.66%
-1.35%
TRRKX
VFIAX

Volatility

TRRKX vs. VFIAX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2045 Fund (TRRKX) is 3.00%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.06%. This indicates that TRRKX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.00%
4.06%
TRRKX
VFIAX