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DRIJX vs. FHRDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIJX vs. FHRDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2050 Target Date Retirement Income Fund (DRIJX) and Fidelity Freedom Blend Income Fund Class K6 (FHRDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRIJX achieves a 10.23% return, which is significantly higher than FHRDX's 3.94% return.


DRIJX

1D
1.59%
1M
-0.12%
6M
7.23%
YTD
10.23%
1Y
21.33%
3Y*
17.05%
5Y*
11.00%
10Y*
12.13%
ALL TIME*
12.25%

FHRDX

1D
0.75%
1M
-0.74%
6M
2.56%
YTD
3.94%
1Y
8.00%
3Y*
7.25%
5Y*
2.77%
10Y*
ALL TIME*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DRIJX vs. FHRDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DRIJX
Dimensional 2050 Target Date Retirement Income Fund
10.23%19.64%17.05%21.37%-15.25%21.63%14.09%25.59%-13.06%
FHRDX
Fidelity Freedom Blend Income Fund Class K6
3.94%10.18%4.41%8.29%-11.59%3.03%8.77%10.78%-2.11%

Correlation

The correlation between DRIJX and FHRDX is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.67

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2018

0.67

The correlation between DRIJX and FHRDX shifts across timeframes, from 0.67 (5 years) to 0.82 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DRIJX vs. FHRDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRIJX
DRIJX Risk / Return Rank: 7676
Overall Rank
DRIJX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DRIJX Sortino Ratio Rank: 7373
Sortino Ratio Rank
DRIJX Omega Ratio Rank: 7272
Omega Ratio Rank
DRIJX Calmar Ratio Rank: 7474
Calmar Ratio Rank
DRIJX Martin Ratio Rank: 8383
Martin Ratio Rank

FHRDX
FHRDX Risk / Return Rank: 6868
Overall Rank
FHRDX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FHRDX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FHRDX Omega Ratio Rank: 6868
Omega Ratio Rank
FHRDX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FHRDX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRIJX vs. FHRDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2050 Target Date Retirement Income Fund (DRIJX) and Fidelity Freedom Blend Income Fund Class K6 (FHRDX). 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.


DRIJXFHRDXDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

2.42

2.25

+0.17

Martin ratioReturn relative to average drawdown

10.40

9.17

+1.23

DRIJX vs. FHRDX - Sharpe Ratio Comparison

The current DRIJX Sharpe Ratio is 1.75, which is comparable to the FHRDX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of DRIJX and FHRDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRIJX vs. FHRDX - Drawdown Comparison

The maximum DRIJX drawdown since its inception was -33.55%, which is greater than FHRDX's maximum drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for DRIJX and FHRDX.


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Drawdown Indicators


DRIJXFHRDXDifference

Max Drawdown

Largest peak-to-trough decline

-33.55%

-16.01%

-17.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-3.70%

-4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-15.25%

-4.06%

-11.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-16.01%

-7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.55%

Current Drawdown

Current decline from peak

-1.31%

-1.20%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.16%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

0.91%

+0.98%

Volatility

DRIJX vs. FHRDX - Volatility Comparison

Dimensional 2050 Target Date Retirement Income Fund (DRIJX) has a higher volatility of 3.16% compared to Fidelity Freedom Blend Income Fund Class K6 (FHRDX) at 1.64%. This indicates that DRIJX's price experiences larger fluctuations and is considered to be riskier than FHRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIJXFHRDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

1.64%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

4.61%

+4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

5.25%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

5.51%

+9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

5.04%

+10.52%

DRIJX vs. FHRDX - Expense Ratio Comparison

DRIJX has a 0.22% expense ratio, which is higher than FHRDX's 0.21% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DRIJX vs. FHRDX - Dividend Comparison

DRIJX's dividend yield for the trailing twelve months is around 2.36%, less than FHRDX's 3.00% yield.


PositionTTM2025202420232022202120202019201820172016
DRIJX
Dimensional 2050 Target Date Retirement Income Fund
2.36%2.49%2.53%3.40%3.98%2.87%4.15%2.18%2.29%1.25%1.40%
FHRDX
Fidelity Freedom Blend Income Fund Class K6
2.68%3.32%3.21%3.05%4.82%4.13%2.75%2.54%1.55%0.00%0.00%

Frequently Asked Questions


DRIJX and FHRDX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRIJX has higher volatility (3.16%) compared to FHRDX (1.64%). In terms of maximum drawdown, DRIJX dropped -33.55% vs FHRDX's -16.01%.

DRIJX currently has the higher Sharpe Ratio (1.75 vs 1.59), 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

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