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TRRYX vs. MXVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRYX vs. MXVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2060 Fund (TRRYX) and Great-West S&P 500 Index Fund (MXVIX). The values are adjusted to include any dividend payments, if applicable.

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TRRYX vs. MXVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRYX
T. Rowe Price Retirement 2060 Fund
-3.83%18.66%13.98%20.49%-19.37%17.16%18.25%25.03%-7.90%20.76%
MXVIX
Great-West S&P 500 Index Fund
-7.14%17.30%24.31%25.57%-18.56%29.04%16.96%30.84%-5.32%21.05%

Returns By Period

In the year-to-date period, TRRYX achieves a -3.83% return, which is significantly higher than MXVIX's -7.14% return. Over the past 10 years, TRRYX has underperformed MXVIX with an annualized return of 9.97%, while MXVIX has yielded a comparatively higher 12.80% annualized return.


TRRYX

1D
-0.39%
1M
-9.51%
YTD
-3.83%
6M
-1.16%
1Y
14.05%
3Y*
13.85%
5Y*
6.93%
10Y*
9.97%

MXVIX

1D
-0.39%
1M
-7.71%
YTD
-7.14%
6M
-4.80%
1Y
13.89%
3Y*
16.57%
5Y*
10.85%
10Y*
12.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRYX vs. MXVIX - Expense Ratio Comparison

TRRYX has a 0.90% expense ratio, which is higher than MXVIX's 0.51% expense ratio.


Return for Risk

TRRYX vs. MXVIX — Risk / Return Rank

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

TRRYX
TRRYX Risk / Return Rank: 4646
Overall Rank
TRRYX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TRRYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TRRYX Omega Ratio Rank: 4949
Omega Ratio Rank
TRRYX Calmar Ratio Rank: 4141
Calmar Ratio Rank
TRRYX Martin Ratio Rank: 4949
Martin Ratio Rank

MXVIX
MXVIX Risk / Return Rank: 3838
Overall Rank
MXVIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MXVIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MXVIX Omega Ratio Rank: 3838
Omega Ratio Rank
MXVIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MXVIX Martin Ratio Rank: 4747
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.

TRRYX vs. MXVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2060 Fund (TRRYX) and Great-West S&P 500 Index Fund (MXVIX). 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.


TRRYXMXVIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.70

+0.18

Sortino ratio

Return per unit of downside risk

1.32

1.17

+0.15

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.05

0.99

+0.06

Martin ratio

Return relative to average drawdown

4.82

4.71

+0.11

TRRYX vs. MXVIX - Sharpe Ratio Comparison

The current TRRYX Sharpe Ratio is 0.89, which is comparable to the MXVIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TRRYX and MXVIX, 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


TRRYXMXVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.70

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.64

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.71

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.44

+0.12

Correlation

The correlation between TRRYX and MXVIX is 0.90, 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

TRRYX vs. MXVIX - Dividend Comparison

TRRYX's dividend yield for the trailing twelve months is around 3.81%, more than MXVIX's 0.41% yield.


TTM20252024202320222021202020192018201720162015
TRRYX
T. Rowe Price Retirement 2060 Fund
3.81%3.66%1.56%3.14%5.54%4.01%2.26%4.12%5.23%1.58%1.58%0.83%
MXVIX
Great-West S&P 500 Index Fund
0.41%0.38%0.95%5.22%1.25%4.97%8.27%5.11%10.56%2.06%0.00%0.00%

Drawdowns

TRRYX vs. MXVIX - Drawdown Comparison

The maximum TRRYX drawdown since its inception was -32.54%, smaller than the maximum MXVIX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for TRRYX and MXVIX.


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Drawdown Indicators


TRRYXMXVIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.54%

-58.12%

+25.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-12.13%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.22%

-24.74%

-3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

-33.82%

+1.28%

Current Drawdown

Current decline from peak

-9.87%

-8.94%

-0.93%

Average Drawdown

Average peak-to-trough decline

-5.29%

-8.74%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.90%

-0.34%

Volatility

TRRYX vs. MXVIX - Volatility Comparison

T. Rowe Price Retirement 2060 Fund (TRRYX) has a higher volatility of 5.13% compared to Great-West S&P 500 Index Fund (MXVIX) at 4.23%. This indicates that TRRYX's price experiences larger fluctuations and is considered to be riskier than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRYXMXVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

4.23%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

9.07%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

19.21%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

17.17%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

18.18%

-2.77%