FCIFX vs. LTSTX

Last updated Jun 4, 2026

FCIFX (Fidelity Advisor Freedom 2010 Fund Class I) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, FCIFX returned 5.74%/yr vs 8.05%/yr for LTSTX. Their correlation of 0.94 suggests significant overlap in exposure. FCIFX charges 0.49%/yr vs 0.01%/yr for LTSTX.

Performance

FCIFX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2010 Fund Class I (FCIFX) and Principal LifeTime 2025 Fund (LTSTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with FCIFX having a 5.00% return and LTSTX slightly higher at 5.20%. Over the past 10 years, FCIFX has underperformed LTSTX with an annualized return of 5.74%, while LTSTX has yielded a comparatively higher 8.05% annualized return.

FCIFX

• 1D: 0.26%
• 1M: 1.76%
• YTD: 5.00%
• 6M: 5.31%
• 1Y: 12.03%
• 3Y*: 8.87%
• 5Y*: 3.56%
• 10Y*: 5.74%

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)

FCIFX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FCIFX Fidelity Advisor Freedom 2010 Fund Class I	5.00%	11.27%	5.19%	9.55%	-13.19%	5.44%	10.90%	14.74%	-3.44%	12.26%
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 FCIFX and LTSTX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Mar 3, 2008	0.94

The correlation between FCIFX and LTSTX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

Return for Risk

FCIFX vs. LTSTX — Risk / Return Rank

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

FCIFX

FCIFX Risk / Return Rank: 68
FCIFX Sharpe Ratio Rank: 67
FCIFX Sortino Ratio Rank: 72
FCIFX Omega Ratio Rank: 75
FCIFX Calmar Ratio Rank: 61
FCIFX Martin Ratio Rank: 67

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.

FCIFX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2010 Fund Class I (FCIFX) 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.

	FCIFX	LTSTX	Difference
Sharpe ratio: Return per unit of total volatility	2.41	2.11	+0.30
Sortino ratio: Return per unit of downside risk	3.54	3.05	+0.49
Omega ratio: Gain probability vs. loss probability	1.49	1.41	+0.08
Calmar ratio: Return relative to maximum drawdown	3.00	2.67	+0.32
Martin ratio: Return relative to average drawdown	12.95	12.06	+0.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCIFX vs. LTSTX - Sharpe Ratio Comparison

The current FCIFX Sharpe Ratio is 2.41, which is comparable to the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FCIFX 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

	FCIFX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	2.11	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.62	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	0.82	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.48	+0.08

Drawdowns

FCIFX vs. LTSTX - Drawdown Comparison

The maximum FCIFX drawdown since its inception was -38.09%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for FCIFX and LTSTX.

Drawdown Indicators

	FCIFX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-38.09%	-48.17%	+10.08%
Max Drawdown (1Y) Largest decline over 1 year	-4.03%	-5.24%	+1.21%
Max Drawdown (3Y) Largest decline over 3 years	-5.78%	-8.12%	+2.34%
Max Drawdown (5Y) Largest decline over 5 years	-18.34%	-21.01%	+2.67%
Max Drawdown (10Y) Largest decline over 10 years	-18.34%	-23.33%	+4.99%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.96%	-6.16%	+2.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.93%	1.16%	-0.23%

Volatility

FCIFX vs. LTSTX - Volatility Comparison

Fidelity Advisor Freedom 2010 Fund Class I (FCIFX) and Principal LifeTime 2025 Fund (LTSTX) have volatilities of 1.99% and 2.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCIFX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.99%	2.02%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	4.26%	5.39%	-1.13%
Volatility (1Y) Calculated over the trailing 1-year period	5.02%	6.64%	-1.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.39%	9.18%	-2.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.36%	9.83%	-3.47%

FCIFX vs. LTSTX - Expense Ratio Comparison

FCIFX has a 0.49% expense ratio, which is higher than LTSTX's 0.01% expense ratio.

Dividends

FCIFX vs. LTSTX - Dividend Comparison

FCIFX's dividend yield for the trailing twelve months is around 5.05%, less than LTSTX's 11.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCIFX Fidelity Advisor Freedom 2010 Fund Class I	5.05%	5.15%	2.72%	2.62%	7.32%	9.05%	6.04%	5.98%	9.07%	6.67%	4.58%	4.02%
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 FCIFX and LTSTX in my portfolio?

With a correlation of 0.91, FCIFX 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, FCIFX or LTSTX?

LTSTX has higher volatility (2.02%) compared to FCIFX (1.99%). In terms of maximum drawdown, FCIFX dropped -38.09% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

FCIFX currently has the higher Sharpe Ratio (2.41 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.