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FACFX vs. PMTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FACFX vs. PMTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2010 Fund Class A (FACFX) and Principal LifeTime 2030 Fund (PMTIX). The values are adjusted to include any dividend payments, if applicable.

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FACFX vs. PMTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FACFX
Fidelity Advisor Freedom 2010 Fund Class A
-0.80%10.98%4.95%9.21%-13.39%5.17%10.64%14.49%-3.60%11.87%
PMTIX
Principal LifeTime 2030 Fund
-3.15%13.25%12.86%15.11%-16.81%12.70%14.71%22.40%-7.45%18.41%

Returns By Period

In the year-to-date period, FACFX achieves a -0.80% return, which is significantly higher than PMTIX's -3.15% return. Over the past 10 years, FACFX has underperformed PMTIX with an annualized return of 5.11%, while PMTIX has yielded a comparatively higher 8.05% annualized return.


FACFX

1D
0.27%
1M
-3.89%
YTD
-0.80%
6M
0.52%
1Y
7.76%
3Y*
6.66%
5Y*
2.73%
10Y*
5.11%

PMTIX

1D
0.00%
1M
-5.66%
YTD
-3.15%
6M
-1.49%
1Y
9.21%
3Y*
10.71%
5Y*
5.31%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FACFX vs. PMTIX - Expense Ratio Comparison

FACFX has a 0.74% expense ratio, which is higher than PMTIX's 0.01% expense ratio.


Return for Risk

FACFX vs. PMTIX — Risk / Return Rank

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

FACFX
FACFX Risk / Return Rank: 7878
Overall Rank
FACFX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FACFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FACFX Omega Ratio Rank: 7676
Omega Ratio Rank
FACFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FACFX Martin Ratio Rank: 7878
Martin Ratio Rank

PMTIX
PMTIX Risk / Return Rank: 4949
Overall Rank
PMTIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PMTIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PMTIX Omega Ratio Rank: 4848
Omega Ratio Rank
PMTIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PMTIX Martin Ratio Rank: 5454
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.

FACFX vs. PMTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2010 Fund Class A (FACFX) and Principal LifeTime 2030 Fund (PMTIX). 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.


FACFXPMTIXDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.95

+0.49

Sortino ratio

Return per unit of downside risk

2.01

1.41

+0.60

Omega ratio

Gain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

1.87

1.12

+0.75

Martin ratio

Return relative to average drawdown

7.64

5.30

+2.34

FACFX vs. PMTIX - Sharpe Ratio Comparison

The current FACFX Sharpe Ratio is 1.44, which is higher than the PMTIX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of FACFX and PMTIX, 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


FACFXPMTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.95

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.51

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.72

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.47

+0.04

Correlation

The correlation between FACFX and PMTIX is 0.93, 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

FACFX vs. PMTIX - Dividend Comparison

FACFX's dividend yield for the trailing twelve months is around 4.98%, less than PMTIX's 10.01% yield.


TTM20252024202320222021202020192018201720162015
FACFX
Fidelity Advisor Freedom 2010 Fund Class A
4.98%4.94%2.77%2.48%7.06%8.79%5.79%5.73%8.86%6.38%4.63%3.96%
PMTIX
Principal LifeTime 2030 Fund
10.01%9.69%9.60%4.26%10.05%8.87%6.37%6.49%8.21%5.87%3.97%9.44%

Drawdowns

FACFX vs. PMTIX - Drawdown Comparison

The maximum FACFX drawdown since its inception was -38.27%, smaller than the maximum PMTIX drawdown of -52.14%. Use the drawdown chart below to compare losses from any high point for FACFX and PMTIX.


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Drawdown Indicators


FACFXPMTIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.27%

-52.14%

+13.87%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-7.49%

+3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-23.05%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-18.61%

-25.87%

+7.26%

Current Drawdown

Current decline from peak

-3.89%

-5.85%

+1.96%

Average Drawdown

Average peak-to-trough decline

-4.09%

-6.83%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.59%

-0.57%

Volatility

FACFX vs. PMTIX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2010 Fund Class A (FACFX) is 2.32%, while Principal LifeTime 2030 Fund (PMTIX) has a volatility of 3.33%. This indicates that FACFX experiences smaller price fluctuations and is considered to be less risky than PMTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FACFXPMTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.33%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

5.61%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.41%

9.78%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

10.53%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

11.19%

-4.89%