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TRRLX vs. TRBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRLX vs. TRBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2060 Fund (TRRLX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

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TRRLX vs. TRBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRLX
T. Rowe Price Retirement 2060 Fund
-1.05%14.54%14.22%20.87%-19.22%17.50%18.46%25.39%-7.62%20.79%
TRBCX
T. Rowe Price Blue Chip Growth Fund
-11.24%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Returns By Period

In the year-to-date period, TRRLX achieves a -1.05% return, which is significantly higher than TRBCX's -11.24% return. Over the past 10 years, TRRLX has underperformed TRBCX with an annualized return of 10.09%, while TRBCX has yielded a comparatively higher 15.86% annualized return.


TRRLX

1D
2.79%
1M
-6.56%
YTD
-1.05%
6M
-2.29%
1Y
12.85%
3Y*
13.74%
5Y*
6.69%
10Y*
10.09%

TRBCX

1D
3.90%
1M
-5.48%
YTD
-11.24%
6M
-10.00%
1Y
15.04%
3Y*
26.18%
5Y*
10.52%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRLX vs. TRBCX - Expense Ratio Comparison

TRRLX has a 0.64% expense ratio, which is lower than TRBCX's 0.69% expense ratio.


Return for Risk

TRRLX vs. TRBCX — Risk / Return Rank

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

TRRLX
TRRLX Risk / Return Rank: 2828
Overall Rank
TRRLX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TRRLX Sortino Ratio Rank: 3030
Sortino Ratio Rank
TRRLX Omega Ratio Rank: 3232
Omega Ratio Rank
TRRLX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TRRLX Martin Ratio Rank: 2727
Martin Ratio Rank

TRBCX
TRBCX Risk / Return Rank: 2727
Overall Rank
TRBCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 3030
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 2525
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 2424
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.

TRRLX vs. TRBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2060 Fund (TRRLX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.


TRRLXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.69

+0.13

Sortino ratio

Return per unit of downside risk

1.24

1.14

+0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

0.85

0.76

+0.09

Martin ratio

Return relative to average drawdown

3.78

2.68

+1.10

TRRLX vs. TRBCX - Sharpe Ratio Comparison

The current TRRLX Sharpe Ratio is 0.82, which is comparable to the TRBCX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TRRLX and TRBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRRLXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.69

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.44

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.70

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.57

-0.01

Correlation

The correlation between TRRLX and TRBCX is 0.85, 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. TRBCX - Dividend Comparison

TRRLX has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 5.91%.


TTM20252024202320222021202020192018201720162015
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%
TRBCX
T. Rowe Price Blue Chip Growth Fund
5.91%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Drawdowns

TRRLX vs. TRBCX - Drawdown Comparison

The maximum TRRLX drawdown since its inception was -32.52%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for TRRLX and TRBCX.


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Drawdown Indicators


TRRLXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-54.56%

+22.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-17.01%

+5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-28.09%

-43.63%

+15.54%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

-43.63%

+11.11%

Current Drawdown

Current decline from peak

-7.30%

-13.77%

+6.47%

Average Drawdown

Average peak-to-trough decline

-5.23%

-11.35%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

4.86%

-1.90%

Volatility

TRRLX vs. TRBCX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2060 Fund (TRRLX) is 6.03%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 7.01%. This indicates that TRRLX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRLXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

7.01%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

13.72%

-3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

23.49%

-6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

24.05%

-8.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

22.76%

-7.29%