USD=X vs. TRRCX
USD=X (USD Cash) is a currency, while TRRCX (T. Rowe Price Retirement 2030 Fund) is Target Retirement Date fund managed by T. Rowe Price. Over the past 10 years, USD=X returned 0.00%/yr vs 8.81%/yr for TRRCX.
Performance
USD=X vs. TRRCX - 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%
TRRCX
- 1D
- 1.51%
- 1M
- -0.00%
- YTD
- 6.49%
- 6M
- 1.20%
- 1Y
- 9.28%
- 3Y*
- 11.17%
- 5Y*
- 5.03%
- 10Y*
- 8.81%
USD=X vs. TRRCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRRCX T. Rowe Price Retirement 2030 Fund | 6.49% | 8.23% | 10.73% | 16.36% | -16.89% | 13.70% | 15.90% | 22.50% | -6.36% | 19.46% |
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Return for Risk
USD=X vs. TRRCX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TRRCX
USD=X vs. TRRCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and T. Rowe Price Retirement 2030 Fund (TRRCX). 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 | TRRCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.25 | — |
| Martin ratioReturn relative to average drawdown | — | 4.13 | — |
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Drawdowns
USD=X vs. TRRCX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TRRCX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for USD=X and TRRCX.
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Drawdown Indicators
| USD=X | TRRCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -52.28% | +52.28% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -7.93% | +7.93% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -10.46% | +10.46% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -24.07% | +24.07% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -28.55% | +28.55% |
Current DrawdownCurrent decline from peak | 0.00% | -1.34% | +1.34% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -6.07% | +6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.37% | -2.37% |
Volatility
USD=X vs. TRRCX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while T. Rowe Price Retirement 2030 Fund (TRRCX) has a volatility of 3.44%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than TRRCX 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 | TRRCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.44% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.65% | -8.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 9.93% | -9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 11.40% | -11.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 12.26% | -12.26% |
Frequently Asked Questions
TRRCX has higher volatility (3.44%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TRRCX's -52.28%.
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