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TRRMX vs. SWYMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRMX vs. SWYMX - Performance Comparison

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

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TRRMX vs. SWYMX - 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%
SWYMX
Schwab Target 2050 Index Fund
-3.72%19.42%14.24%20.92%-17.65%17.80%14.66%25.34%-7.58%20.48%

Returns By Period

The year-to-date returns for both stocks are quite close, with TRRMX having a -3.70% return and SWYMX slightly lower at -3.72%.


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%

SWYMX

1D
-0.19%
1M
-7.99%
YTD
-3.72%
6M
-1.03%
1Y
15.73%
3Y*
14.23%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRMX vs. SWYMX - Expense Ratio Comparison

TRRMX has a 0.62% expense ratio, which is higher than SWYMX's 0.04% expense ratio.


Return for Risk

TRRMX vs. SWYMX — 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

SWYMX
SWYMX Risk / Return Rank: 6161
Overall Rank
SWYMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWYMX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SWYMX Omega Ratio Rank: 6161
Omega Ratio Rank
SWYMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWYMX Martin Ratio Rank: 6666
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. SWYMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2050 Fund (TRRMX) and Schwab Target 2050 Index Fund (SWYMX). 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.


TRRMXSWYMXDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.05

-0.42

Sortino ratio

Return per unit of downside risk

0.98

1.55

-0.57

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.61

1.31

-0.70

Martin ratio

Return relative to average drawdown

2.74

6.28

-3.54

TRRMX vs. SWYMX - Sharpe Ratio Comparison

The current TRRMX Sharpe Ratio is 0.63, which is lower than the SWYMX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of TRRMX and SWYMX, 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


TRRMXSWYMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.05

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.55

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.65

-0.22

Correlation

The correlation between TRRMX and SWYMX is 0.95, 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. SWYMX - Dividend Comparison

TRRMX has not paid dividends to shareholders, while SWYMX's dividend yield for the trailing twelve months is around 2.08%.


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%
SWYMX
Schwab Target 2050 Index Fund
2.08%2.00%2.03%1.99%1.96%1.78%1.65%1.96%2.15%1.43%1.22%0.00%

Drawdowns

TRRMX vs. SWYMX - Drawdown Comparison

The maximum TRRMX drawdown since its inception was -53.59%, which is greater than SWYMX's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for TRRMX and SWYMX.


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Drawdown Indicators


TRRMXSWYMXDifference

Max Drawdown

Largest peak-to-trough decline

-53.59%

-30.48%

-23.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-10.89%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.95%

-25.37%

-2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-9.74%

-8.55%

-1.19%

Average Drawdown

Average peak-to-trough decline

-7.63%

-4.57%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.28%

+0.63%

Volatility

TRRMX vs. SWYMX - Volatility Comparison

T. Rowe Price Retirement 2050 Fund (TRRMX) has a higher volatility of 5.07% compared to Schwab Target 2050 Index Fund (SWYMX) at 4.72%. This indicates that TRRMX's price experiences larger fluctuations and is considered to be riskier than SWYMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRMXSWYMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.72%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

8.40%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

15.26%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

14.63%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

15.66%

-0.23%