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TRRLX vs. VTINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRLX vs. VTINX - Performance Comparison

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

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TRRLX vs. VTINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRLX
T. Rowe Price Retirement 2060 Fund
-3.74%14.54%14.22%20.87%-19.22%17.50%18.46%25.39%-7.62%20.79%
VTINX
Vanguard Target Retirement Income Fund
-0.46%11.31%6.66%10.66%-12.75%5.24%10.02%13.16%-1.98%7.46%

Returns By Period

In the year-to-date period, TRRLX achieves a -3.74% return, which is significantly lower than VTINX's -0.46% return. Over the past 10 years, TRRLX has outperformed VTINX with an annualized return of 9.79%, while VTINX has yielded a comparatively lower 4.94% annualized return.


TRRLX

1D
-0.33%
1M
-9.46%
YTD
-3.74%
6M
-4.69%
1Y
10.12%
3Y*
12.70%
5Y*
6.39%
10Y*
9.79%

VTINX

1D
0.96%
1M
-2.70%
YTD
-0.46%
6M
0.80%
1Y
9.06%
3Y*
7.86%
5Y*
3.59%
10Y*
4.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRLX vs. VTINX - Expense Ratio Comparison

TRRLX has a 0.64% expense ratio, which is higher than VTINX's 0.08% expense ratio.


Return for Risk

TRRLX vs. VTINX — Risk / Return Rank

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

TRRLX
TRRLX Risk / Return Rank: 2525
Overall Rank
TRRLX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TRRLX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TRRLX Omega Ratio Rank: 2626
Omega Ratio Rank
TRRLX Calmar Ratio Rank: 2222
Calmar Ratio Rank
TRRLX Martin Ratio Rank: 2828
Martin Ratio Rank

VTINX
VTINX Risk / Return Rank: 8686
Overall Rank
VTINX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTINX Omega Ratio Rank: 8383
Omega Ratio Rank
VTINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VTINX Martin Ratio Rank: 8888
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. VTINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2060 Fund (TRRLX) and Vanguard Target Retirement Income Fund (VTINX). 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.


TRRLXVTINXDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.67

-1.04

Sortino ratio

Return per unit of downside risk

0.99

2.39

-1.40

Omega ratio

Gain probability vs. loss probability

1.15

1.34

-0.19

Calmar ratio

Return relative to maximum drawdown

0.68

2.29

-1.60

Martin ratio

Return relative to average drawdown

3.08

9.59

-6.51

TRRLX vs. VTINX - Sharpe Ratio Comparison

The current TRRLX Sharpe Ratio is 0.63, which is lower than the VTINX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of TRRLX and VTINX, 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


TRRLXVTINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.67

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.60

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.87

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.90

-0.35

Correlation

The correlation between TRRLX and VTINX is 0.84, 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. VTINX - Dividend Comparison

TRRLX has not paid dividends to shareholders, while VTINX's dividend yield for the trailing twelve months is around 5.05%.


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%
VTINX
Vanguard Target Retirement Income Fund
5.05%5.02%5.89%4.01%3.08%8.63%3.42%2.62%4.19%1.56%2.27%3.53%

Drawdowns

TRRLX vs. VTINX - Drawdown Comparison

The maximum TRRLX drawdown since its inception was -32.52%, which is greater than VTINX's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for TRRLX and VTINX.


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Drawdown Indicators


TRRLXVTINXDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-19.96%

-12.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-4.14%

-7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-28.09%

-17.02%

-11.07%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

-17.02%

-15.50%

Current Drawdown

Current decline from peak

-9.82%

-3.04%

-6.78%

Average Drawdown

Average peak-to-trough decline

-5.23%

-2.21%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

0.99%

+1.93%

Volatility

TRRLX vs. VTINX - Volatility Comparison

T. Rowe Price Retirement 2060 Fund (TRRLX) has a higher volatility of 5.10% compared to Vanguard Target Retirement Income Fund (VTINX) at 2.50%. This indicates that TRRLX's price experiences larger fluctuations and is considered to be riskier than VTINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRLXVTINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

2.50%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

3.59%

+5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

5.60%

+10.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

6.01%

+9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

5.69%

+9.76%