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TRRKX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TRRKX vs. VTI - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.99%
13.45%
TRRKX
VTI

Returns By Period

In the year-to-date period, TRRKX achieves a 16.01% return, which is significantly lower than VTI's 24.77% return. Over the past 10 years, TRRKX has underperformed VTI with an annualized return of 8.94%, while VTI has yielded a comparatively higher 12.63% annualized return.


TRRKX

YTD

16.01%

1M

-0.26%

6M

6.25%

1Y

23.07%

5Y (annualized)

10.07%

10Y (annualized)

8.94%

VTI

YTD

24.77%

1M

1.74%

6M

12.48%

1Y

32.60%

5Y (annualized)

14.96%

10Y (annualized)

12.63%

Key characteristics


TRRKXVTI
Sharpe Ratio2.082.58
Sortino Ratio2.863.45
Omega Ratio1.371.48
Calmar Ratio1.973.76
Martin Ratio13.4216.48
Ulcer Index1.70%1.96%
Daily Std Dev10.93%12.50%
Max Drawdown-53.54%-55.45%
Current Drawdown-1.66%-1.53%

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TRRKX vs. VTI - Expense Ratio Comparison

TRRKX has a 0.63% expense ratio, which is higher than VTI's 0.03% 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 VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.01.0

The correlation between TRRKX and VTI 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. VTI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TRRKX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.005.002.082.58
The chart of Sortino ratio for TRRKX, currently valued at 2.86, compared to the broader market0.005.0010.002.863.45
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 market0.005.0010.0015.0020.0025.001.973.76
The chart of Martin ratio for TRRKX, currently valued at 13.42, compared to the broader market0.0020.0040.0060.0080.00100.0013.4216.48
TRRKX
VTI

The current TRRKX Sharpe Ratio is 2.08, which is comparable to the VTI Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of TRRKX and VTI, 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
2.58
TRRKX
VTI

Dividends

TRRKX vs. VTI - Dividend Comparison

TRRKX's dividend yield for the trailing twelve months is around 1.17%, less than VTI's 1.28% 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%
VTI
Vanguard Total Stock Market ETF
1.28%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.66%
-1.53%
TRRKX
VTI

Volatility

TRRKX vs. VTI - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2045 Fund (TRRKX) is 3.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that TRRKX experiences smaller price fluctuations and is considered to be less risky than VTI 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%
4.28%
TRRKX
VTI