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VTINX vs. TRRFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTINX vs. TRRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement Income Fund (VTINX) and T. Rowe Price Retirement 2005 Fund (TRRFX). The values are adjusted to include any dividend payments, if applicable.

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VTINX vs. TRRFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTINX
Vanguard Target Retirement Income Fund
-0.46%11.31%6.66%10.66%-12.75%5.24%10.02%13.16%-1.98%7.46%
TRRFX
T. Rowe Price Retirement 2005 Fund
-0.40%5.43%8.04%11.97%-13.61%8.13%11.24%15.09%-3.29%10.67%

Returns By Period

In the year-to-date period, VTINX achieves a -0.46% return, which is significantly lower than TRRFX's -0.40% return. Over the past 10 years, VTINX has underperformed TRRFX with an annualized return of 4.94%, while TRRFX has yielded a comparatively higher 5.22% annualized return.


VTINX

1D
0.96%
1M
-2.70%
YTD
-0.46%
6M
0.80%
1Y
9.06%
3Y*
7.86%
5Y*
3.59%
10Y*
4.94%

TRRFX

1D
1.21%
1M
-3.16%
YTD
-0.40%
6M
-4.34%
1Y
3.29%
3Y*
6.83%
5Y*
2.95%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTINX vs. TRRFX - Expense Ratio Comparison

VTINX has a 0.08% expense ratio, which is lower than TRRFX's 0.49% expense ratio.


Return for Risk

VTINX vs. TRRFX — Risk / Return Rank

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

VTINX
VTINX Risk / Return Rank: 8686
Overall Rank
VTINX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTINX Omega Ratio Rank: 8383
Omega Ratio Rank
VTINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VTINX Martin Ratio Rank: 8888
Martin Ratio Rank

TRRFX
TRRFX Risk / Return Rank: 1313
Overall Rank
TRRFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRRFX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRRFX Omega Ratio Rank: 1414
Omega Ratio Rank
TRRFX Calmar Ratio Rank: 1414
Calmar Ratio Rank
TRRFX Martin Ratio Rank: 1212
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.

VTINX vs. TRRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement Income Fund (VTINX) and T. Rowe Price Retirement 2005 Fund (TRRFX). 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.


VTINXTRRFXDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.42

+1.25

Sortino ratio

Return per unit of downside risk

2.39

0.57

+1.82

Omega ratio

Gain probability vs. loss probability

1.34

1.11

+0.23

Calmar ratio

Return relative to maximum drawdown

2.29

0.45

+1.84

Martin ratio

Return relative to average drawdown

9.59

1.32

+8.27

VTINX vs. TRRFX - Sharpe Ratio Comparison

The current VTINX Sharpe Ratio is 1.67, which is higher than the TRRFX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of VTINX and TRRFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTINXTRRFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.42

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.38

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.72

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.61

+0.28

Correlation

The correlation between VTINX and TRRFX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VTINX vs. TRRFX - Dividend Comparison

VTINX's dividend yield for the trailing twelve months is around 5.05%, while TRRFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VTINX
Vanguard Target Retirement Income Fund
5.05%5.02%5.89%4.01%3.08%8.63%3.42%2.62%4.19%1.56%2.27%3.53%
TRRFX
T. Rowe Price Retirement 2005 Fund
0.00%0.00%3.87%4.24%10.43%10.54%8.55%3.65%6.97%4.25%1.28%1.69%

Drawdowns

VTINX vs. TRRFX - Drawdown Comparison

The maximum VTINX drawdown since its inception was -19.96%, smaller than the maximum TRRFX drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for VTINX and TRRFX.


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Drawdown Indicators


VTINXTRRFXDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-33.29%

+13.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.14%

-6.90%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.02%

-18.82%

+1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-17.02%

-18.82%

+1.80%

Current Drawdown

Current decline from peak

-3.04%

-5.70%

+2.66%

Average Drawdown

Average peak-to-trough decline

-2.21%

-3.51%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.37%

-1.38%

Volatility

VTINX vs. TRRFX - Volatility Comparison

The current volatility for Vanguard Target Retirement Income Fund (VTINX) is 2.50%, while T. Rowe Price Retirement 2005 Fund (TRRFX) has a volatility of 2.72%. This indicates that VTINX experiences smaller price fluctuations and is considered to be less risky than TRRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTINXTRRFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.72%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

6.45%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

8.60%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

7.78%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.69%

7.34%

-1.65%