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TRRMX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRMX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2050 Fund (TRRMX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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TRRMX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRMX
T. Rowe Price Retirement 2050 Fund
-3.70%14.26%14.19%20.85%-19.09%17.51%18.67%25.35%-7.66%20.83%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Returns By Period

In the year-to-date period, TRRMX achieves a -3.70% return, which is significantly higher than PRSCX's -11.17% return. Over the past 10 years, TRRMX has underperformed PRSCX with an annualized return of 9.78%, while PRSCX has yielded a comparatively higher 18.39% annualized return.


TRRMX

1D
-0.33%
1M
-9.35%
YTD
-3.70%
6M
-4.80%
1Y
9.86%
3Y*
12.60%
5Y*
6.39%
10Y*
9.78%

PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRMX vs. PRSCX - Expense Ratio Comparison

TRRMX has a 0.62% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


Return for Risk

TRRMX vs. PRSCX — Risk / Return Rank

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

TRRMX
TRRMX Risk / Return Rank: 2525
Overall Rank
TRRMX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TRRMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
TRRMX Omega Ratio Rank: 2828
Omega Ratio Rank
TRRMX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TRRMX Martin Ratio Rank: 2626
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
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.

TRRMX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2050 Fund (TRRMX) and T. Rowe Price Science And Technology Fund (PRSCX). 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.


TRRMXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.18

-0.56

Sortino ratio

Return per unit of downside risk

0.98

1.73

-0.76

Omega ratio

Gain probability vs. loss probability

1.15

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

0.61

1.53

-0.92

Martin ratio

Return relative to average drawdown

2.74

5.13

-2.38

TRRMX vs. PRSCX - Sharpe Ratio Comparison

The current TRRMX Sharpe Ratio is 0.63, which is lower than the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TRRMX and PRSCX, 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


TRRMXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.18

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.32

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.76

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.48

-0.05

Correlation

The correlation between TRRMX and PRSCX 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

TRRMX vs. PRSCX - Dividend Comparison

TRRMX has not paid dividends to shareholders, while PRSCX's dividend yield for the trailing twelve months is around 12.97%.


TTM20252024202320222021202020192018201720162015
TRRMX
T. Rowe Price Retirement 2050 Fund
0.00%0.00%1.88%4.45%7.81%6.91%4.33%5.75%8.56%2.32%3.08%3.96%
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

TRRMX vs. PRSCX - Drawdown Comparison

The maximum TRRMX drawdown since its inception was -53.59%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for TRRMX and PRSCX.


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Drawdown Indicators


TRRMXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-53.59%

-85.26%

+31.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-17.99%

+6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-27.95%

-46.19%

+18.24%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-46.19%

+13.68%

Current Drawdown

Current decline from peak

-9.74%

-17.99%

+8.25%

Average Drawdown

Average peak-to-trough decline

-7.63%

-30.02%

+22.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.37%

-2.46%

Volatility

TRRMX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2050 Fund (TRRMX) is 5.07%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that TRRMX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRMXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

8.82%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

17.49%

-7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

27.29%

-10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

27.36%

-12.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

24.50%

-9.07%