TRRKX vs. VTI
TRRKX (T. Rowe Price Retirement 2045 Fund) and VTI (Vanguard Total Stock Market ETF) are both funds - TRRKX is a Target Retirement Date fund managed by T. Rowe Price, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, TRRKX returned 11.26%/yr vs 15.38%/yr for VTI. With a 0.96 correlation, they move nearly in lockstep. TRRKX charges 0.63%/yr vs 0.03%/yr for VTI.
Performance
TRRKX vs. VTI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with TRRKX having a 9.05% return and VTI slightly lower at 8.90%. Over the past 10 years, TRRKX has underperformed VTI with an annualized return of 11.26%, while VTI has yielded a comparatively higher 15.38% annualized return.
TRRKX
- 1D
- 0.11%
- 1M
- -1.28%
- YTD
- 9.05%
- 6M
- 8.24%
- 1Y
- 16.86%
- 3Y*
- 15.84%
- 5Y*
- 7.20%
- 10Y*
- 11.26%
VTI
- 1D
- 0.09%
- 1M
- -1.48%
- YTD
- 8.90%
- 6M
- 7.43%
- 1Y
- 23.02%
- 3Y*
- 20.80%
- 5Y*
- 11.83%
- 10Y*
- 15.38%
TRRKX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRRKX T. Rowe Price Retirement 2045 Fund | 9.05% | 14.20% | 13.94% | 20.52% | -19.03% | 15.80% | 18.64% | 25.41% | -7.66% | 22.42% |
VTI Vanguard Total Stock Market ETF | 8.90% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between TRRKX and VTI is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2005 | 0.96 |
The correlation between TRRKX and VTI has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
TRRKX vs. VTI — Risk / Return Rank
TRRKX
VTI
TRRKX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2045 Fund (TRRKX) and Vanguard Total Stock Market ETF (VTI). 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.
| TRRKX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.59 | -0.79 |
| Martin ratioReturn relative to average drawdown | 7.36 | 11.45 | -4.09 |
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Drawdowns
TRRKX vs. VTI - Drawdown Comparison
The maximum TRRKX drawdown since its inception was -53.54%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TRRKX and VTI.
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Drawdown Indicators
| TRRKX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.54% | -55.45% | +1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | -8.92% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -15.16% | -19.30% | +4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -28.75% | -25.36% | -3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -32.48% | -35.00% | +2.52% |
Current DrawdownCurrent decline from peak | -2.08% | -2.77% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -8.01% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.02% | +0.27% |
Volatility
TRRKX vs. VTI - Volatility Comparison
T. Rowe Price Retirement 2045 Fund (TRRKX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.94% and 4.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRRKX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.86% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 10.00% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 12.75% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 17.50% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 18.31% | -3.01% |
TRRKX vs. VTI - Expense Ratio Comparison
TRRKX has a 0.63% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
TRRKX vs. VTI - Dividend Comparison
TRRKX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
With a correlation of 0.91, TRRKX and VTI 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 (4.94%) compared to VTI (4.86%). In terms of maximum drawdown, TRRKX dropped -53.54% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.81 vs 1.34), 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.
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