PortfoliosLab logoPortfoliosLab logo
DRILX vs. FOTKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRILX vs. FOTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2060 Target Date Retirement Income Fund (DRILX) and Fidelity Freedom 2010 Fund Class K6 (FOTKX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DRILX vs. FOTKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRILX
Dimensional 2060 Target Date Retirement Income Fund
-3.79%19.66%17.10%21.37%-15.28%21.08%14.10%25.61%-9.07%10.06%
FOTKX
Fidelity Freedom 2010 Fund Class K6
-0.61%11.66%5.55%9.97%-13.05%5.68%11.29%14.46%-3.65%5.22%

Returns By Period

In the year-to-date period, DRILX achieves a -3.79% return, which is significantly lower than FOTKX's -0.61% return.


DRILX

1D
-0.34%
1M
-8.01%
YTD
-3.79%
6M
-0.76%
1Y
16.93%
3Y*
15.41%
5Y*
9.55%
10Y*
11.20%

FOTKX

1D
0.21%
1M
-3.83%
YTD
-0.61%
6M
1.01%
1Y
8.62%
3Y*
7.30%
5Y*
3.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DRILX vs. FOTKX - Expense Ratio Comparison

DRILX has a 0.22% expense ratio, which is lower than FOTKX's 0.38% expense ratio.


Return for Risk

DRILX vs. FOTKX — Risk / Return Rank

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

DRILX
DRILX Risk / Return Rank: 5656
Overall Rank
DRILX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DRILX Sortino Ratio Rank: 7070
Sortino Ratio Rank
DRILX Omega Ratio Rank: 7070
Omega Ratio Rank
DRILX Calmar Ratio Rank: 3131
Calmar Ratio Rank
DRILX Martin Ratio Rank: 3939
Martin Ratio Rank

FOTKX
FOTKX Risk / Return Rank: 8484
Overall Rank
FOTKX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FOTKX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FOTKX Omega Ratio Rank: 8282
Omega Ratio Rank
FOTKX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FOTKX Martin Ratio Rank: 8585
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.

DRILX vs. FOTKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2060 Target Date Retirement Income Fund (DRILX) and Fidelity Freedom 2010 Fund Class K6 (FOTKX). 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.


DRILXFOTKXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.60

-0.40

Sortino ratio

Return per unit of downside risk

1.76

2.21

-0.45

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.06

Calmar ratio

Return relative to maximum drawdown

0.88

2.12

-1.24

Martin ratio

Return relative to average drawdown

4.07

8.66

-4.59

DRILX vs. FOTKX - Sharpe Ratio Comparison

The current DRILX Sharpe Ratio is 1.20, which is comparable to the FOTKX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DRILX and FOTKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DRILXFOTKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.60

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.52

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.77

-0.06

Correlation

The correlation between DRILX and FOTKX is 0.82, 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

DRILX vs. FOTKX - Dividend Comparison

DRILX's dividend yield for the trailing twelve months is around 1.56%, less than FOTKX's 5.28% yield.


TTM2025202420232022202120202019201820172016
DRILX
Dimensional 2060 Target Date Retirement Income Fund
1.56%1.47%2.40%3.26%3.97%2.25%2.11%2.12%2.25%0.91%1.96%
FOTKX
Fidelity Freedom 2010 Fund Class K6
5.28%5.25%3.32%2.98%7.41%9.53%6.17%6.00%7.24%3.57%0.00%

Drawdowns

DRILX vs. FOTKX - Drawdown Comparison

The maximum DRILX drawdown since its inception was -33.48%, which is greater than FOTKX's maximum drawdown of -18.29%. Use the drawdown chart below to compare losses from any high point for DRILX and FOTKX.


Loading graphics...

Drawdown Indicators


DRILXFOTKXDifference

Max Drawdown

Largest peak-to-trough decline

-33.48%

-18.29%

-15.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-4.03%

-7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-18.29%

-5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.48%

Current Drawdown

Current decline from peak

-8.58%

-3.83%

-4.75%

Average Drawdown

Average peak-to-trough decline

-4.29%

-3.62%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

0.99%

+2.04%

Volatility

DRILX vs. FOTKX - Volatility Comparison

Dimensional 2060 Target Date Retirement Income Fund (DRILX) has a higher volatility of 4.39% compared to Fidelity Freedom 2010 Fund Class K6 (FOTKX) at 2.34%. This indicates that DRILX's price experiences larger fluctuations and is considered to be riskier than FOTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DRILXFOTKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

2.34%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

3.45%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

5.48%

+10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

6.32%

+8.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

6.41%

+9.30%