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AAMTX vs. LIVIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAMTX and LIVIX is 0.95, 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.


Performance

AAMTX vs. LIVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2055 Target Date Retirement Fund (AAMTX) and BlackRock LifePath Index 2055 Fund (LIVIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AAMTX:

0.52

LIVIX:

0.67

Sortino Ratio

AAMTX:

0.85

LIVIX:

1.08

Omega Ratio

AAMTX:

1.12

LIVIX:

1.16

Calmar Ratio

AAMTX:

0.55

LIVIX:

0.72

Martin Ratio

AAMTX:

2.11

LIVIX:

3.14

Ulcer Index

AAMTX:

4.13%

LIVIX:

3.83%

Daily Std Dev

AAMTX:

16.19%

LIVIX:

17.58%

Max Drawdown

AAMTX:

-29.80%

LIVIX:

-34.44%

Current Drawdown

AAMTX:

-0.98%

LIVIX:

-0.24%

Returns By Period

In the year-to-date period, AAMTX achieves a 4.98% return, which is significantly lower than LIVIX's 5.23% return. Over the past 10 years, AAMTX has underperformed LIVIX with an annualized return of 6.03%, while LIVIX has yielded a comparatively higher 8.92% annualized return.


AAMTX

YTD

4.98%

1M

11.20%

6M

2.43%

1Y

8.42%

3Y*

9.51%

5Y*

8.62%

10Y*

6.03%

LIVIX

YTD

5.23%

1M

11.15%

6M

3.81%

1Y

11.72%

3Y*

13.17%

5Y*

13.62%

10Y*

8.92%

*Annualized

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AAMTX vs. LIVIX - Expense Ratio Comparison

AAMTX has a 0.33% expense ratio, which is higher than LIVIX's 0.10% expense ratio.


Risk-Adjusted Performance

AAMTX vs. LIVIX — Risk-Adjusted Performance Rank

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

AAMTX
The Risk-Adjusted Performance Rank of AAMTX is 5656
Overall Rank
The Sharpe Ratio Rank of AAMTX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of AAMTX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AAMTX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AAMTX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of AAMTX is 5959
Martin Ratio Rank

LIVIX
The Risk-Adjusted Performance Rank of LIVIX is 7070
Overall Rank
The Sharpe Ratio Rank of LIVIX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of LIVIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of LIVIX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of LIVIX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of LIVIX is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AAMTX vs. LIVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2055 Target Date Retirement Fund (AAMTX) and BlackRock LifePath Index 2055 Fund (LIVIX). 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.


The current AAMTX Sharpe Ratio is 0.52, which is comparable to the LIVIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AAMTX and LIVIX, 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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Dividends

AAMTX vs. LIVIX - Dividend Comparison

AAMTX's dividend yield for the trailing twelve months is around 0.89%, less than LIVIX's 2.21% yield.


TTM20242023202220212020201920182017201620152014
AAMTX
American Funds 2055 Target Date Retirement Fund
0.89%0.94%1.18%0.59%0.66%0.63%0.82%0.90%0.74%0.84%0.71%4.11%
LIVIX
BlackRock LifePath Index 2055 Fund
2.21%2.33%2.04%1.96%2.04%1.60%2.95%2.35%2.27%2.29%2.88%2.73%

Drawdowns

AAMTX vs. LIVIX - Drawdown Comparison

The maximum AAMTX drawdown since its inception was -29.80%, smaller than the maximum LIVIX drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for AAMTX and LIVIX. For additional features, visit the drawdowns tool.


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Volatility

AAMTX vs. LIVIX - Volatility Comparison

American Funds 2055 Target Date Retirement Fund (AAMTX) and BlackRock LifePath Index 2055 Fund (LIVIX) have volatilities of 3.58% and 3.63%, 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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