TRVLX vs. TRRHX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Retirement 2025 Fund (TRRHX).
TRVLX is managed by T. Rowe Price. TRRHX is managed by T. Rowe Price. It was launched on Feb 27, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRVLX or TRRHX.
Performance
TRVLX vs. TRRHX - Performance Comparison
Returns By Period
In the year-to-date period, TRVLX achieves a 19.91% return, which is significantly higher than TRRHX's 10.82% return. Over the past 10 years, TRVLX has outperformed TRRHX with an annualized return of 9.78%, while TRRHX has yielded a comparatively lower 7.00% annualized return.
TRVLX
19.91%
0.44%
6.16%
27.48%
12.09%
9.78%
TRRHX
10.82%
-0.74%
4.69%
16.44%
7.31%
7.00%
Key characteristics
| TRVLX | TRRHX | |
|---|---|---|
| Sharpe Ratio | 2.73 | 2.45 |
| Sortino Ratio | 3.87 | 3.51 |
| Omega Ratio | 1.50 | 1.46 |
| Calmar Ratio | 4.15 | 1.85 |
| Martin Ratio | 17.66 | 16.08 |
| Ulcer Index | 1.58% | 1.05% |
| Daily Std Dev | 10.21% | 6.92% |
| Max Drawdown | -60.22% | -50.04% |
| Current Drawdown | -1.85% | -1.14% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TRVLX vs. TRRHX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than TRRHX's 0.55% expense ratio.
Correlation
The correlation between TRVLX and TRRHX is 0.93, 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.
Risk-Adjusted Performance
TRVLX vs. TRRHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Retirement 2025 Fund (TRRHX). 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.
Dividends
TRVLX vs. TRRHX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 1.11%, less than TRRHX's 2.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 1.11% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% | 1.21% |
TRRHX T. Rowe Price Retirement 2025 Fund | 2.07% | 2.30% | 2.41% | 1.40% | 1.29% | 2.02% | 2.07% | 1.65% | 1.74% | 1.74% | 1.59% | 1.43% |
Drawdowns
TRVLX vs. TRRHX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, which is greater than TRRHX's maximum drawdown of -50.04%. Use the drawdown chart below to compare losses from any high point for TRVLX and TRRHX. For additional features, visit the drawdowns tool.
Volatility
TRVLX vs. TRRHX - Volatility Comparison
T. Rowe Price Value Fund (TRVLX) has a higher volatility of 3.51% compared to T. Rowe Price Retirement 2025 Fund (TRRHX) at 1.87%. This indicates that TRVLX's price experiences larger fluctuations and is considered to be riskier than TRRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.