FAFEX vs. LTSTX

Last updated Jun 4, 2026

FAFEX (Fidelity Advisor Freedom 2030 Fund Class A) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, FAFEX returned 8.99%/yr vs 8.05%/yr for LTSTX. With a 0.97 correlation, they move nearly in lockstep. FAFEX charges 0.91%/yr vs 0.01%/yr for LTSTX.

Performance

FAFEX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2030 Fund Class A (FAFEX) and Principal LifeTime 2025 Fund (LTSTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FAFEX achieves a 8.11% return, which is significantly higher than LTSTX's 5.20% return. Over the past 10 years, FAFEX has outperformed LTSTX with an annualized return of 8.99%, while LTSTX has yielded a comparatively lower 8.05% annualized return.

FAFEX

• 1D: 0.37%
• 1M: 3.10%
• YTD: 8.11%
• 6M: 8.98%
• 1Y: 19.33%
• 3Y*: 13.77%
• 5Y*: 6.05%
• 10Y*: 8.99%

LTSTX

• 1D: 0.17%
• 1M: 2.49%
• YTD: 5.20%
• 6M: 5.33%
• 1Y: 13.74%
• 3Y*: 12.33%
• 5Y*: 5.67%
• 10Y*: 8.05%

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

FAFEX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FAFEX Fidelity Advisor Freedom 2030 Fund Class A	8.11%	16.97%	8.71%	14.28%	-17.03%	10.87%	14.83%	22.52%	-6.72%	18.98%
LTSTX Principal LifeTime 2025 Fund	5.20%	12.16%	11.91%	13.30%	-15.23%	10.91%	13.70%	20.50%	-6.41%	16.75%

Correlation

The correlation between FAFEX and LTSTX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Mar 3, 2008	0.97

The correlation between FAFEX and LTSTX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Return for Risk

FAFEX vs. LTSTX — Risk / Return Rank

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

FAFEX

FAFEX Risk / Return Rank: 58
FAFEX Sharpe Ratio Rank: 58
FAFEX Sortino Ratio Rank: 57
FAFEX Omega Ratio Rank: 60
FAFEX Calmar Ratio Rank: 54
FAFEX Martin Ratio Rank: 61

LTSTX

LTSTX Risk / Return Rank: 53
LTSTX Sharpe Ratio Rank: 50
LTSTX Sortino Ratio Rank: 52
LTSTX Omega Ratio Rank: 54
LTSTX Calmar Ratio Rank: 49
LTSTX Martin Ratio Rank: 60

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.

FAFEX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2030 Fund Class A (FAFEX) and Principal LifeTime 2025 Fund (LTSTX). 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.

	FAFEX	LTSTX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.11	+0.14
Sortino ratio: Return per unit of downside risk	3.18	3.05	+0.13
Omega ratio: Gain probability vs. loss probability	1.43	1.41	+0.03
Calmar ratio: Return relative to maximum drawdown	2.81	2.67	+0.13
Martin ratio: Return relative to average drawdown	12.11	12.06	+0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FAFEX vs. LTSTX - Sharpe Ratio Comparison

The current FAFEX Sharpe Ratio is 2.25, which is comparable to the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FAFEX and LTSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FAFEX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.11	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.62	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.82	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.48	-0.03

Drawdowns

FAFEX vs. LTSTX - Drawdown Comparison

The maximum FAFEX drawdown since its inception was -53.79%, which is greater than LTSTX's maximum drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for FAFEX and LTSTX.

Drawdown Indicators

	FAFEX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-53.79%	-48.17%	-5.62%
Max Drawdown (1Y) Largest decline over 1 year	-6.98%	-5.24%	-1.74%
Max Drawdown (3Y) Largest decline over 3 years	-9.81%	-8.12%	-1.69%
Max Drawdown (5Y) Largest decline over 5 years	-24.49%	-21.01%	-3.48%
Max Drawdown (10Y) Largest decline over 10 years	-24.98%	-23.33%	-1.65%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.08%	-6.16%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	1.16%	+0.45%

Volatility

FAFEX vs. LTSTX - Volatility Comparison

Fidelity Advisor Freedom 2030 Fund Class A (FAFEX) has a higher volatility of 3.16% compared to Principal LifeTime 2025 Fund (LTSTX) at 2.02%. This indicates that FAFEX's price experiences larger fluctuations and is considered to be riskier than LTSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FAFEX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.16%	2.02%	+1.14%
Volatility (6M) Calculated over the trailing 6-month period	7.27%	5.39%	+1.88%
Volatility (1Y) Calculated over the trailing 1-year period	8.72%	6.64%	+2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.71%	9.18%	+1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.50%	9.83%	+1.67%

FAFEX vs. LTSTX - Expense Ratio Comparison

FAFEX has a 0.91% expense ratio, which is higher than LTSTX's 0.01% expense ratio.

Dividends

FAFEX vs. LTSTX - Dividend Comparison

FAFEX's dividend yield for the trailing twelve months is around 7.25%, less than LTSTX's 11.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FAFEX Fidelity Advisor Freedom 2030 Fund Class A	7.25%	7.28%	2.76%	1.72%	8.89%	9.42%	6.37%	6.75%	10.72%	5.44%	4.66%	3.90%
LTSTX Principal LifeTime 2025 Fund	11.59%	12.19%	9.74%	4.26%	8.00%	7.66%	5.25%	6.91%	6.39%	4.75%	3.65%	8.91%

Frequently Asked Questions

Can I hold both FAFEX and LTSTX in my portfolio?

With a correlation of 0.96, FAFEX and LTSTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FAFEX or LTSTX?

FAFEX has higher volatility (3.16%) compared to LTSTX (2.02%). In terms of maximum drawdown, FAFEX dropped -53.79% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

FAFEX currently has the higher Sharpe Ratio (2.25 vs 2.11), 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.