USD=X vs. TRRIX
USD=X (USD Cash) is a currency, while TRRIX (T. Rowe Price Retirement Balanced Fund) is Diversified Portfolio fund managed by T. Rowe Price. Over the past 10 years, USD=X returned 0.00%/yr vs 6.61%/yr for TRRIX.
Performance
USD=X vs. TRRIX - 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%
TRRIX
- 1D
- 1.04%
- 1M
- 0.03%
- YTD
- 4.46%
- 6M
- 5.00%
- 1Y
- 11.14%
- 3Y*
- 10.52%
- 5Y*
- 4.83%
- 10Y*
- 6.61%
USD=X vs. TRRIX - 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% |
TRRIX T. Rowe Price Retirement Balanced Fund | 4.46% | 11.02% | 9.96% | 11.57% | -13.16% | 8.63% | 11.48% | 15.32% | -3.29% | 10.38% |
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Return for Risk
USD=X vs. TRRIX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TRRIX
USD=X vs. TRRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and T. Rowe Price Retirement Balanced Fund (TRRIX). 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 | TRRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.43 | — |
| Martin ratioReturn relative to average drawdown | — | 10.06 | — |
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Drawdowns
USD=X vs. TRRIX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TRRIX drawdown of -27.77%. Use the drawdown chart below to compare losses from any high point for USD=X and TRRIX.
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Drawdown Indicators
| USD=X | TRRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -27.77% | +27.77% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -4.85% | +4.85% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -6.10% | +6.10% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -18.13% | +18.13% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -18.57% | +18.57% |
Current DrawdownCurrent decline from peak | 0.00% | -0.95% | +0.95% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -2.83% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.16% | -1.16% |
Volatility
USD=X vs. TRRIX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while T. Rowe Price Retirement Balanced Fund (TRRIX) has a volatility of 2.45%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than TRRIX 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 | TRRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.45% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 5.24% | -5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 6.24% | -6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 7.15% | -7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 7.24% | -7.24% |
Frequently Asked Questions
TRRIX has higher volatility (2.45%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TRRIX's -27.77%.
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