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TRRNX vs. FRQHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRNX vs. FRQHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2055 Fund (TRRNX) and Fidelity Managed Retirement 2010 Fund Class K6 (FRQHX). The values are adjusted to include any dividend payments, if applicable.

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TRRNX vs. FRQHX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRRNX
T. Rowe Price Retirement 2055 Fund
-1.01%14.33%14.24%20.88%-19.17%17.42%18.54%7.82%
FRQHX
Fidelity Managed Retirement 2010 Fund Class K6
0.30%10.01%4.68%8.75%-12.22%4.04%9.80%3.95%

Returns By Period

In the year-to-date period, TRRNX achieves a -1.01% return, which is significantly lower than FRQHX's 0.30% return.


TRRNX

1D
2.83%
1M
-6.52%
YTD
-1.01%
6M
-2.43%
1Y
12.72%
3Y*
13.71%
5Y*
6.67%
10Y*
10.06%

FRQHX

1D
0.75%
1M
-2.05%
YTD
0.30%
6M
1.41%
1Y
7.79%
3Y*
6.54%
5Y*
2.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRNX vs. FRQHX - Expense Ratio Comparison

TRRNX has a 0.65% expense ratio, which is higher than FRQHX's 0.26% expense ratio.


Return for Risk

TRRNX vs. FRQHX — Risk / Return Rank

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

TRRNX
TRRNX Risk / Return Rank: 3434
Overall Rank
TRRNX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TRRNX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TRRNX Omega Ratio Rank: 3737
Omega Ratio Rank
TRRNX Calmar Ratio Rank: 2929
Calmar Ratio Rank
TRRNX Martin Ratio Rank: 3535
Martin Ratio Rank

FRQHX
FRQHX Risk / Return Rank: 8484
Overall Rank
FRQHX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FRQHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FRQHX Omega Ratio Rank: 8282
Omega Ratio Rank
FRQHX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FRQHX Martin Ratio Rank: 8383
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.

TRRNX vs. FRQHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2055 Fund (TRRNX) and Fidelity Managed Retirement 2010 Fund Class K6 (FRQHX). 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.


TRRNXFRQHXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.76

-0.95

Sortino ratio

Return per unit of downside risk

1.22

2.46

-1.23

Omega ratio

Gain probability vs. loss probability

1.18

1.35

-0.17

Calmar ratio

Return relative to maximum drawdown

0.87

2.40

-1.53

Martin ratio

Return relative to average drawdown

3.87

9.49

-5.62

TRRNX vs. FRQHX - Sharpe Ratio Comparison

The current TRRNX Sharpe Ratio is 0.80, which is lower than the FRQHX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TRRNX and FRQHX, 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


TRRNXFRQHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.76

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.49

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.72

-0.29

Correlation

The correlation between TRRNX and FRQHX is 0.75, 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

TRRNX vs. FRQHX - Dividend Comparison

TRRNX has not paid dividends to shareholders, while FRQHX's dividend yield for the trailing twelve months is around 3.35%.


TTM20252024202320222021202020192018201720162015
TRRNX
T. Rowe Price Retirement 2055 Fund
0.00%0.00%1.77%3.81%7.01%5.83%3.40%5.41%7.55%2.12%2.62%3.50%
FRQHX
Fidelity Managed Retirement 2010 Fund Class K6
3.35%3.20%3.20%2.95%5.25%6.22%3.70%2.57%0.00%0.00%0.00%0.00%

Drawdowns

TRRNX vs. FRQHX - Drawdown Comparison

The maximum TRRNX drawdown since its inception was -53.59%, which is greater than FRQHX's maximum drawdown of -16.90%. Use the drawdown chart below to compare losses from any high point for TRRNX and FRQHX.


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Drawdown Indicators


TRRNXFRQHXDifference

Max Drawdown

Largest peak-to-trough decline

-53.59%

-16.90%

-36.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-3.41%

-8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-16.90%

-11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

Current Drawdown

Current decline from peak

-7.29%

-2.44%

-4.85%

Average Drawdown

Average peak-to-trough decline

-7.63%

-3.88%

-3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

0.86%

+2.11%

Volatility

TRRNX vs. FRQHX - Volatility Comparison

T. Rowe Price Retirement 2055 Fund (TRRNX) has a higher volatility of 6.07% compared to Fidelity Managed Retirement 2010 Fund Class K6 (FRQHX) at 2.11%. This indicates that TRRNX's price experiences larger fluctuations and is considered to be riskier than FRQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRNXFRQHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

2.11%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

2.93%

+7.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

4.65%

+12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

5.52%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

5.77%

+9.74%