TRRLX vs. PDDDX
Compare and contrast key facts about T. Rowe Price Retirement 2060 Fund (TRRLX) and Prudential Day One 2020 Fund (PDDDX).
TRRLX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P Target Date 2060 Index. It was launched on Jun 23, 2014. PDDDX is managed by PGIM. It was launched on Dec 12, 2016.
Performance
TRRLX vs. PDDDX - Performance Comparison
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TRRLX vs. PDDDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRRLX T. Rowe Price Retirement 2060 Fund | -0.11% | 14.54% | 14.22% | 20.87% | -19.22% | 17.50% | 18.46% | 25.39% | -7.62% | 19.96% |
PDDDX Prudential Day One 2020 Fund | 1.06% | 10.40% | 15.97% | 9.52% | -12.63% | 36.80% | 8.13% | 14.99% | -4.65% | 10.17% |
Returns By Period
In the year-to-date period, TRRLX achieves a -0.11% return, which is significantly lower than PDDDX's 1.06% return.
TRRLX
- 1D
- 0.96%
- 1M
- -3.71%
- YTD
- -0.11%
- 6M
- -1.45%
- 1Y
- 13.32%
- 3Y*
- 14.10%
- 5Y*
- 6.90%
- 10Y*
- 10.20%
PDDDX
- 1D
- 0.29%
- 1M
- -1.59%
- YTD
- 1.06%
- 6M
- 2.10%
- 1Y
- 9.34%
- 3Y*
- 11.04%
- 5Y*
- 10.59%
- 10Y*
- —
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TRRLX vs. PDDDX - Expense Ratio Comparison
TRRLX has a 0.64% expense ratio, which is lower than PDDDX's 0.76% expense ratio.
Return for Risk
TRRLX vs. PDDDX — Risk / Return Rank
TRRLX
PDDDX
TRRLX vs. PDDDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2060 Fund (TRRLX) and Prudential Day One 2020 Fund (PDDDX). 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.
| TRRLX | PDDDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.44 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.05 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.85 | -0.88 |
Martin ratioReturn relative to average drawdown | 4.26 | 8.88 | -4.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRRLX | PDDDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.44 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.77 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.79 | -0.22 |
Correlation
The correlation between TRRLX and PDDDX is 0.86, 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
TRRLX vs. PDDDX - Dividend Comparison
TRRLX has not paid dividends to shareholders, while PDDDX's dividend yield for the trailing twelve months is around 4.01%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRLX T. Rowe Price Retirement 2060 Fund | 0.00% | 0.00% | 1.74% | 3.29% | 5.75% | 4.19% | 2.38% | 4.33% | 5.39% | 1.58% | 1.58% | 0.83% |
PDDDX Prudential Day One 2020 Fund | 4.01% | 4.05% | 19.73% | 3.22% | 8.41% | 28.05% | 1.91% | 3.76% | 3.05% | 0.86% | 0.00% | 0.00% |
Drawdowns
TRRLX vs. PDDDX - Drawdown Comparison
The maximum TRRLX drawdown since its inception was -32.52%, which is greater than PDDDX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for TRRLX and PDDDX.
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Drawdown Indicators
| TRRLX | PDDDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.52% | -18.88% | -13.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -4.05% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -28.09% | -16.64% | -11.45% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | — | — |
Current DrawdownCurrent decline from peak | -6.41% | -2.32% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -3.06% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 1.10% | +1.88% |
Volatility
TRRLX vs. PDDDX - Volatility Comparison
T. Rowe Price Retirement 2060 Fund (TRRLX) has a higher volatility of 5.87% compared to Prudential Day One 2020 Fund (PDDDX) at 2.43%. This indicates that TRRLX's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRRLX | PDDDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 2.43% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 3.73% | +6.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 6.66% | +10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 13.74% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 11.45% | +4.02% |