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VTTVX vs. TRRBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTTVX vs. TRRBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2025 Fund (VTTVX) and T. Rowe Price Retirement 2020 Fund (TRRBX). The values are adjusted to include any dividend payments, if applicable.

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VTTVX vs. TRRBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTTVX
Vanguard Target Retirement 2025 Fund
-0.75%14.63%9.23%14.76%-15.57%9.78%13.31%19.63%-5.14%13.68%
TRRBX
T. Rowe Price Retirement 2020 Fund
-0.56%6.07%9.17%13.51%-14.58%10.60%13.18%19.39%-5.01%15.75%

Returns By Period

In the year-to-date period, VTTVX achieves a -0.75% return, which is significantly lower than TRRBX's -0.56% return. Over the past 10 years, VTTVX has outperformed TRRBX with an annualized return of 7.42%, while TRRBX has yielded a comparatively lower 6.66% annualized return.


VTTVX

1D
1.49%
1M
-3.60%
YTD
-0.75%
6M
0.96%
1Y
12.74%
3Y*
10.65%
5Y*
5.17%
10Y*
7.42%

TRRBX

1D
1.45%
1M
-3.82%
YTD
-0.56%
6M
-4.75%
1Y
4.03%
3Y*
7.71%
5Y*
3.52%
10Y*
6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTTVX vs. TRRBX - Expense Ratio Comparison

VTTVX has a 0.08% expense ratio, which is lower than TRRBX's 0.53% expense ratio.


Return for Risk

VTTVX vs. TRRBX — Risk / Return Rank

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

VTTVX
VTTVX Risk / Return Rank: 8383
Overall Rank
VTTVX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 8080
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 8787
Martin Ratio Rank

TRRBX
TRRBX Risk / Return Rank: 1414
Overall Rank
TRRBX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TRRBX Sortino Ratio Rank: 1212
Sortino Ratio Rank
TRRBX Omega Ratio Rank: 1515
Omega Ratio Rank
TRRBX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TRRBX Martin Ratio Rank: 1414
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.

VTTVX vs. TRRBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2025 Fund (VTTVX) and T. Rowe Price Retirement 2020 Fund (TRRBX). 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.


VTTVXTRRBXDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.43

+1.10

Sortino ratio

Return per unit of downside risk

2.20

0.61

+1.59

Omega ratio

Gain probability vs. loss probability

1.32

1.11

+0.21

Calmar ratio

Return relative to maximum drawdown

2.15

0.50

+1.66

Martin ratio

Return relative to average drawdown

9.25

1.45

+7.80

VTTVX vs. TRRBX - Sharpe Ratio Comparison

The current VTTVX Sharpe Ratio is 1.53, which is higher than the TRRBX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of VTTVX and TRRBX, 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


VTTVXTRRBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.43

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.39

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.69

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.59

-0.05

Correlation

The correlation between VTTVX and TRRBX is 0.98, 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

VTTVX vs. TRRBX - Dividend Comparison

VTTVX's dividend yield for the trailing twelve months is around 7.44%, while TRRBX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VTTVX
Vanguard Target Retirement 2025 Fund
7.44%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%
TRRBX
T. Rowe Price Retirement 2020 Fund
0.00%0.00%4.28%6.78%13.33%12.99%9.80%5.52%9.63%4.79%1.76%2.92%

Drawdowns

VTTVX vs. TRRBX - Drawdown Comparison

The maximum VTTVX drawdown since its inception was -46.03%, roughly equal to the maximum TRRBX drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for VTTVX and TRRBX.


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Drawdown Indicators


VTTVXTRRBXDifference

Max Drawdown

Largest peak-to-trough decline

-46.03%

-47.04%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-6.08%

-7.68%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

-20.54%

-0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-22.51%

-23.90%

+1.39%

Current Drawdown

Current decline from peak

-4.12%

-6.35%

+2.23%

Average Drawdown

Average peak-to-trough decline

-5.09%

-5.07%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

2.62%

-1.20%

Volatility

VTTVX vs. TRRBX - Volatility Comparison

Vanguard Target Retirement 2025 Fund (VTTVX) and T. Rowe Price Retirement 2020 Fund (TRRBX) have volatilities of 3.45% and 3.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTTVXTRRBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.34%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

5.21%

7.36%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

8.53%

10.02%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.07%

9.17%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.93%

9.66%

+0.27%