PortfoliosLab logoPortfoliosLab logo
VT vs. TRRCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VT vs. TRRCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and T. Rowe Price Retirement 2030 Fund (TRRCX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VT achieves a 11.06% return, which is significantly higher than TRRCX's 6.49% return. Over the past 10 years, VT has outperformed TRRCX with an annualized return of 12.93%, while TRRCX has yielded a comparatively lower 8.81% annualized return.


VT

1D
0.44%
1M
0.57%
YTD
11.06%
6M
11.82%
1Y
25.83%
3Y*
19.71%
5Y*
10.65%
10Y*
12.93%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. TRRCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VT
Vanguard Total World Stock ETF
11.06%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%
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%

Correlation

The correlation between VT and TRRCX is 0.94, 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

0.94

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

0.94

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2008

0.96

The correlation between VT and TRRCX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VT vs. TRRCX — Risk / Return Rank

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

VT
VT Risk / Return Rank: 6868
Overall Rank
VT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6868
Sortino Ratio Rank
VT Omega Ratio Rank: 6969
Omega Ratio Rank
VT Calmar Ratio Rank: 6262
Calmar Ratio Rank
VT Martin Ratio Rank: 7272
Martin Ratio Rank

TRRCX
TRRCX Risk / Return Rank: 2020
Overall Rank
TRRCX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TRRCX Sortino Ratio Rank: 1717
Sortino Ratio Rank
TRRCX Omega Ratio Rank: 2525
Omega Ratio Rank
TRRCX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TRRCX Martin Ratio Rank: 2020
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.

VT vs. TRRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.


VTTRRCXDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.35

1.21

+0.15

Calmar ratioReturn relative to maximum drawdown

2.68

1.25

+1.43

Martin ratioReturn relative to average drawdown

11.67

4.13

+7.54

VT vs. TRRCX - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.94, which is higher than the TRRCX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VT and TRRCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VT vs. TRRCX - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, roughly equal to the maximum TRRCX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for VT and TRRCX.


Loading charts...

Drawdown Indicators


VTTRRCXDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-52.28%

+2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-7.93%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-10.46%

-6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-24.07%

-2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-28.55%

-5.69%

Current Drawdown

Current decline from peak

-1.92%

-1.34%

-0.58%

Average Drawdown

Average peak-to-trough decline

-7.01%

-6.07%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.37%

-0.15%

Volatility

VT vs. TRRCX - Volatility Comparison

Vanguard Total World Stock ETF (VT) has a higher volatility of 5.26% compared to T. Rowe Price Retirement 2030 Fund (TRRCX) at 3.44%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than TRRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VTTRRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

3.44%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

8.65%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

9.93%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

11.40%

+4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

12.26%

+5.01%

VT vs. TRRCX - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than TRRCX's 0.59% expense ratio.


Dividends

VT vs. TRRCX - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.61%, while TRRCX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TRRCX
T. Rowe Price Retirement 2030 Fund
0.00%0.00%3.38%6.16%12.05%9.43%5.45%5.44%8.83%3.82%2.66%3.76%
VT
Vanguard Total World Stock ETF
1.61%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


With a correlation of 0.94, VT and TRRCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VT has higher volatility (5.26%) compared to TRRCX (3.44%). In terms of maximum drawdown, VT dropped -50.27% vs TRRCX's -52.28%.

VT currently has the higher Sharpe Ratio (1.94 vs 1.00), 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 VT and TRRCX

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

Open Portfolio Optimizer