USD=X vs. TBLYX
USD=X (USD Cash) is a currency, while TBLYX (T. Rowe Price Retirement Blend 2035 Fund) is Target Retirement Date fund actively managed by T. Rowe Price. Over the past 3 years, USD=X returned 0.00%/yr vs 15.45%/yr for TBLYX.
Performance
USD=X vs. TBLYX - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
TBLYX
- 1D
- 1.86%
- 1M
- 0.08%
- YTD
- 7.90%
- 6M
- 8.49%
- 1Y
- 19.16%
- 3Y*
- 15.45%
- 5Y*
- —
- 10Y*
- —
USD=X vs. TBLYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TBLYX T. Rowe Price Retirement Blend 2035 Fund | 7.90% | 17.30% | 12.43% | 18.44% | -17.17% | 4.09% |
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Return for Risk
USD=X vs. TBLYX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TBLYX
USD=X vs. TBLYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and T. Rowe Price Retirement Blend 2035 Fund (TBLYX). 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.
| USD=X | TBLYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.51 | — |
| Martin ratioReturn relative to average drawdown | — | 10.93 | — |
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Drawdowns
USD=X vs. TBLYX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TBLYX drawdown of -24.54%. Use the drawdown chart below to compare losses from any high point for USD=X and TBLYX.
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Drawdown Indicators
| USD=X | TBLYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -24.54% | +24.54% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -7.83% | +7.83% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -13.02% | +13.02% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -6.07% | +6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.80% | -1.80% |
Volatility
USD=X vs. TBLYX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while T. Rowe Price Retirement Blend 2035 Fund (TBLYX) has a volatility of 4.08%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than TBLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | TBLYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.08% | -4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.52% | -8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 10.34% | -10.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 13.11% | -13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 13.11% | -13.11% |
Frequently Asked Questions
TBLYX has higher volatility (4.08%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TBLYX's -24.54%.
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