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TRTGX vs. FIRQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRTGX vs. FIRQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Target 2060 Fund (TRTGX) and Fidelity Managed Retirement 2010 Fund (FIRQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRTGX achieves a 11.21% return, which is significantly higher than FIRQX's 3.60% return. Over the past 10 years, TRTGX has outperformed FIRQX with an annualized return of 11.26%, while FIRQX has yielded a comparatively lower 5.03% annualized return.


TRTGX

1D
1.15%
1M
1.35%
YTD
11.21%
6M
10.97%
1Y
25.90%
3Y*
17.34%
5Y*
9.05%
10Y*
11.26%

FIRQX

1D
0.00%
1M
0.65%
YTD
3.60%
6M
3.73%
1Y
9.40%
3Y*
7.27%
5Y*
2.79%
10Y*
5.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRTGX vs. FIRQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRTGX
T. Rowe Price Target 2060 Fund
11.21%18.65%14.02%20.48%-19.56%17.04%16.62%25.06%-7.86%20.84%
FIRQX
Fidelity Managed Retirement 2010 Fund
3.60%9.97%4.48%8.52%-12.39%3.82%9.59%12.62%-2.83%10.63%

Correlation

The correlation between TRTGX and FIRQX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2014

0.82

The correlation between TRTGX and FIRQX has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.

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Return for Risk

TRTGX vs. FIRQX — Risk / Return Rank

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

TRTGX
TRTGX Risk / Return Rank: 5656
Overall Rank
TRTGX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TRTGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TRTGX Omega Ratio Rank: 5656
Omega Ratio Rank
TRTGX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TRTGX Martin Ratio Rank: 6262
Martin Ratio Rank

FIRQX
FIRQX Risk / Return Rank: 6666
Overall Rank
FIRQX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FIRQX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FIRQX Omega Ratio Rank: 7474
Omega Ratio Rank
FIRQX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FIRQX Martin Ratio Rank: 6363
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.

TRTGX vs. FIRQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Target 2060 Fund (TRTGX) and Fidelity Managed Retirement 2010 Fund (FIRQX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRTGXFIRQXDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.38

1.44

-0.07

Calmar ratioReturn relative to maximum drawdown

2.70

2.77

-0.08

Martin ratioReturn relative to average drawdown

11.57

11.64

-0.07

TRTGX vs. FIRQX - Sharpe Ratio Comparison

The current TRTGX Sharpe Ratio is 2.03, which is comparable to the FIRQX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TRTGX and FIRQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TRTGX vs. FIRQX - Drawdown Comparison

The maximum TRTGX drawdown since its inception was -32.56%, smaller than the maximum FIRQX drawdown of -38.01%. Use the drawdown chart below to compare losses from any high point for TRTGX and FIRQX.


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Drawdown Indicators


TRTGXFIRQXDifference

Max Drawdown

Largest peak-to-trough decline

-32.56%

-38.01%

+5.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-3.45%

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.06%

-5.19%

-10.87%

Max Drawdown (5Y)

Largest decline over 5 years

-28.34%

-17.04%

-11.30%

Max Drawdown (10Y)

Largest decline over 10 years

-32.56%

-17.04%

-15.52%

Current Drawdown

Current decline from peak

-0.49%

-0.44%

-0.05%

Average Drawdown

Average peak-to-trough decline

-5.27%

-4.43%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

0.82%

+1.43%

Volatility

TRTGX vs. FIRQX - Volatility Comparison

T. Rowe Price Target 2060 Fund (TRTGX) has a higher volatility of 4.99% compared to Fidelity Managed Retirement 2010 Fund (FIRQX) at 2.05%. This indicates that TRTGX's price experiences larger fluctuations and is considered to be riskier than FIRQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRTGXFIRQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

2.05%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

3.72%

+7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.02%

4.38%

+8.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.40%

5.60%

+9.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

5.35%

+10.26%

TRTGX vs. FIRQX - Expense Ratio Comparison

TRTGX has a 0.90% expense ratio, which is higher than FIRQX's 0.46% expense ratio.


Dividends

TRTGX vs. FIRQX - Dividend Comparison

TRTGX's dividend yield for the trailing twelve months is around 3.77%, more than FIRQX's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
FIRQX
Fidelity Managed Retirement 2010 Fund
3.30%3.14%2.95%2.75%5.01%6.00%3.50%3.15%5.59%16.31%2.43%4.08%
TRTGX
T. Rowe Price Target 2060 Fund
3.77%4.19%2.23%2.72%4.90%3.23%0.78%4.03%5.44%2.90%2.54%2.63%

Frequently Asked Questions


TRTGX and FIRQX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRTGX has higher volatility (4.99%) compared to FIRQX (2.05%). In terms of maximum drawdown, TRTGX dropped -32.56% vs FIRQX's -38.01%.

FIRQX currently has the higher Sharpe Ratio (2.19 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TRTGX and FIRQX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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