DRIUX vs. FQLSX

Last updated Jul 23, 2026

DRIUX (Dimensional 2025 Target Date Retirement Income Fund) and FQLSX (Fidelity Flex Freedom Blend 2055 Fund) are both Target Retirement Date funds. Over the past 5 years, DRIUX returned 0.35%/yr vs 10.92%/yr for FQLSX. A 0.63 correlation means they provide meaningful diversification when combined. DRIUX charges 0.18%/yr vs 0.00%/yr for FQLSX.

Performance

DRIUX vs. FQLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2025 Target Date Retirement Income Fund (DRIUX) and Fidelity Flex Freedom Blend 2055 Fund (FQLSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRIUX achieves a 2.69% return, which is significantly lower than FQLSX's 13.00% return.

DRIUX

• 1D: 0.09%
• 1M: -0.68%
• 6M: 1.97%
• YTD: 2.69%
• 1Y: 6.37%
• 3Y*: 5.45%
• 5Y*: 0.35%
• 10Y*: 4.72%
• ALL TIME*: 5.42%

FQLSX

• 1D: 1.45%
• 1M: -1.41%
• 6M: 9.90%
• YTD: 13.00%
• 1Y: 23.73%
• 3Y*: 19.74%
• 5Y*: 10.92%
• 10Y*: —
• ALL TIME*: 12.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRIUX Dimensional 2025 Target Date Retirement Income Fund	$0.00	$0.00	$0.00
FQLSX Fidelity Flex Freedom Blend 2055 Fund	$0.00	$0.00	$0.00

DRIUX vs. FQLSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRIUX Dimensional 2025 Target Date Retirement Income Fund	2.69%	9.01%	3.86%	8.09%	-20.98%	9.26%	17.45%	18.97%	-6.67%	6.25%
FQLSX Fidelity Flex Freedom Blend 2055 Fund	13.00%	22.80%	18.08%	21.04%	-18.58%	16.89%	18.43%	25.96%	-8.31%	10.12%

Correlation

The correlation between DRIUX and FQLSX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since Jun 15, 2017	0.63

The correlation between DRIUX and FQLSX shifts across timeframes, from 0.62 (5 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

DRIUX vs. FQLSX — Risk / Return Rank

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

DRIUX

DRIUX Risk / Return Rank: 30
DRIUX Sharpe Ratio Rank: 31
DRIUX Sortino Ratio Rank: 31
DRIUX Omega Ratio Rank: 30
DRIUX Calmar Ratio Rank: 28
DRIUX Martin Ratio Rank: 32

FQLSX

FQLSX Risk / Return Rank: 70
FQLSX Sharpe Ratio Rank: 67
FQLSX Sortino Ratio Rank: 64
FQLSX Omega Ratio Rank: 66
FQLSX Calmar Ratio Rank: 72
FQLSX Martin Ratio Rank: 79

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.

DRIUX vs. FQLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2025 Target Date Retirement Income Fund (DRIUX) and Fidelity Flex Freedom Blend 2055 Fund (FQLSX). 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.

	DRIUX	FQLSX	Difference
Sharpe ratio: Return per unit of total volatility	1.17	1.74	-0.56
Sortino ratio: Return per unit of downside risk	1.70	2.42	-0.72
Omega ratio: Gain probability vs. loss probability	1.21	1.32	-0.11
Calmar ratio: Return relative to maximum drawdown	1.47	2.55	-1.08
Martin ratio: Return relative to average drawdown	5.37	10.84	-5.47

DRIUX vs. FQLSX - Sharpe Ratio Comparison

The current DRIUX Sharpe Ratio is 1.17, which is lower than the FQLSX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of DRIUX and FQLSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRIUX vs. FQLSX - Drawdown Comparison

The maximum DRIUX drawdown since its inception was -26.95%, smaller than the maximum FQLSX drawdown of -31.26%. Use the drawdown chart below to compare losses from any high point for DRIUX and FQLSX.

Drawdown Indicators

	DRIUX	FQLSX	Difference
Max Drawdown Largest peak-to-trough decline	-26.95%	-31.26%	+4.31%
Max Drawdown (1Y) Largest decline over 1 year	-4.49%	-9.48%	+4.99%
Max Drawdown (3Y) Largest decline over 3 years	-9.20%	-15.37%	+6.17%
Max Drawdown (5Y) Largest decline over 5 years	-26.95%	-27.41%	+0.46%
Max Drawdown (10Y) Largest decline over 10 years	-26.95%	—	—
Current Drawdown Current decline from peak	-3.77%	-1.52%	-2.25%
Average Drawdown Average peak-to-trough decline	-7.03%	-5.37%	-1.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.23%	2.22%	-0.99%

Volatility

DRIUX vs. FQLSX - Volatility Comparison

The current volatility for Dimensional 2025 Target Date Retirement Income Fund (DRIUX) is 1.45%, while Fidelity Flex Freedom Blend 2055 Fund (FQLSX) has a volatility of 4.30%. This indicates that DRIUX experiences smaller price fluctuations and is considered to be less risky than FQLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRIUX	FQLSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.45%	4.30%	-2.85%
Volatility (6M) Calculated over the trailing 6-month period	4.52%	12.00%	-7.48%
Volatility (1Y) Calculated over the trailing 1-year period	5.66%	13.94%	-8.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.41%	15.32%	-5.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.86%	16.12%	-7.26%

DRIUX vs. FQLSX - Expense Ratio Comparison

DRIUX has a 0.18% expense ratio, which is higher than FQLSX's 0.00% 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

DRIUX vs. FQLSX - Dividend Comparison

DRIUX's dividend yield for the trailing twelve months is around 5.79%, more than FQLSX's 4.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DRIUX Dimensional 2025 Target Date Retirement Income Fund	5.79%	5.26%	4.40%	4.53%	7.77%	5.60%	3.72%	2.25%	2.44%	1.39%	1.41%
FQLSX Fidelity Flex Freedom Blend 2055 Fund	4.63%	3.32%	7.20%	2.08%	5.79%	8.05%	5.76%	7.02%	8.18%	3.10%	0.00%

Frequently Asked Questions

Can I hold both DRIUX and FQLSX in my portfolio?

DRIUX and FQLSX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRIUX or FQLSX?

FQLSX has higher volatility (4.30%) compared to DRIUX (1.45%). In terms of maximum drawdown, DRIUX dropped -26.95% vs FQLSX's -31.26%.

Which has better risk-adjusted returns?

FQLSX currently has the higher Sharpe Ratio (1.74 vs 1.17), 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.