VT vs. TRRIX
VT (Vanguard Total World Stock ETF) and TRRIX (T. Rowe Price Retirement Balanced Fund) are both funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while TRRIX is a Diversified Portfolio fund managed by T. Rowe Price. Over the past 10 years, VT returned 12.93%/yr vs 6.61%/yr for TRRIX. Their correlation of 0.92 suggests significant overlap in exposure. VT charges 0.06%/yr vs 0.49%/yr for TRRIX.
Performance
VT vs. TRRIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VT achieves a 11.06% return, which is significantly higher than TRRIX's 4.46% return. Over the past 10 years, VT has outperformed TRRIX with an annualized return of 12.93%, while TRRIX has yielded a comparatively lower 6.61% annualized return.
VT
- 1D
- 0.44%
- 1M
- 1.80%
- YTD
- 11.06%
- 6M
- 11.82%
- 1Y
- 27.43%
- 3Y*
- 19.71%
- 5Y*
- 10.65%
- 10Y*
- 12.93%
TRRIX
- 1D
- 1.04%
- 1M
- 0.79%
- YTD
- 4.46%
- 6M
- 5.00%
- 1Y
- 11.79%
- 3Y*
- 10.52%
- 5Y*
- 4.83%
- 10Y*
- 6.61%
VT vs. TRRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between VT and TRRIX is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | 0.92 |
The correlation between VT and TRRIX has been stable across timeframes, ranging from 0.87 to 0.92 - 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. TRRIX — Risk / Return Rank
VT
TRRIX
VT vs. TRRIX - 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 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.
| VT | TRRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.43 | +0.25 |
| Martin ratioReturn relative to average drawdown | 11.67 | 10.06 | +1.61 |
Loading charts...
Drawdowns
VT vs. TRRIX - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than TRRIX's maximum drawdown of -27.77%. Use the drawdown chart below to compare losses from any high point for VT and TRRIX.
Loading charts...
Drawdown Indicators
| VT | TRRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -27.77% | -22.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -4.85% | -4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -6.10% | -10.41% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -18.13% | -8.25% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | -18.57% | -15.67% |
Current DrawdownCurrent decline from peak | -1.92% | -0.95% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -2.83% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 1.16% | +1.06% |
Volatility
VT vs. TRRIX - Volatility Comparison
Vanguard Total World Stock ETF (VT) has a higher volatility of 5.26% compared to T. Rowe Price Retirement Balanced Fund (TRRIX) at 2.45%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than TRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VT | TRRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 2.45% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 5.24% | +5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 6.24% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 7.15% | +9.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 7.24% | +10.03% |
VT vs. TRRIX - Expense Ratio Comparison
VT has a 0.06% expense ratio, which is lower than TRRIX's 0.49% expense ratio.
Dividends
VT vs. TRRIX - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.61%, less than TRRIX's 4.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRRIX T. Rowe Price Retirement Balanced Fund | 4.68% | 4.86% | 5.78% | 4.32% | 10.15% | 12.67% | 9.27% | 3.39% | 7.01% | 5.07% | 3.40% | 3.44% |
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
VT and TRRIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (5.26%) compared to TRRIX (2.45%). In terms of maximum drawdown, VT dropped -50.27% vs TRRIX's -27.77%.
VT currently has the higher Sharpe Ratio (1.94 vs 1.89), 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.
Find the right allocation for VT and TRRIX
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