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FDAFX vs. LTIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDAFX vs. LTIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2020 Fund Class A (FDAFX) and Principal LifeTime 2035 Fund (LTIUX). The values are adjusted to include any dividend payments, if applicable.

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FDAFX vs. LTIUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDAFX
Fidelity Advisor Freedom 2020 Fund Class A
-1.61%14.28%6.79%12.08%-16.22%8.40%13.09%18.40%-5.05%12.05%
LTIUX
Principal LifeTime 2035 Fund
-3.69%14.26%14.13%16.51%-17.48%14.07%15.70%23.48%-7.37%19.69%

Returns By Period

In the year-to-date period, FDAFX achieves a -1.61% return, which is significantly higher than LTIUX's -3.69% return. Over the past 10 years, FDAFX has underperformed LTIUX with an annualized return of 6.33%, while LTIUX has yielded a comparatively higher 8.68% annualized return.


FDAFX

1D
0.16%
1M
-5.42%
YTD
-1.61%
6M
0.11%
1Y
10.37%
3Y*
8.64%
5Y*
3.71%
10Y*
6.33%

LTIUX

1D
-0.08%
1M
-6.37%
YTD
-3.69%
6M
-1.87%
1Y
9.88%
3Y*
11.62%
5Y*
5.83%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDAFX vs. LTIUX - Expense Ratio Comparison

FDAFX has a 0.83% expense ratio, which is higher than LTIUX's 0.01% expense ratio.


Return for Risk

FDAFX vs. LTIUX — Risk / Return Rank

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

FDAFX
FDAFX Risk / Return Rank: 7171
Overall Rank
FDAFX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FDAFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FDAFX Omega Ratio Rank: 7171
Omega Ratio Rank
FDAFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FDAFX Martin Ratio Rank: 7272
Martin Ratio Rank

LTIUX
LTIUX Risk / Return Rank: 4545
Overall Rank
LTIUX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LTIUX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LTIUX Omega Ratio Rank: 4444
Omega Ratio Rank
LTIUX Calmar Ratio Rank: 4141
Calmar Ratio Rank
LTIUX Martin Ratio Rank: 5050
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.

FDAFX vs. LTIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2020 Fund Class A (FDAFX) and Principal LifeTime 2035 Fund (LTIUX). 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.


FDAFXLTIUXDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.90

+0.37

Sortino ratio

Return per unit of downside risk

1.78

1.34

+0.44

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

1.63

1.06

+0.58

Martin ratio

Return relative to average drawdown

6.89

5.01

+1.87

FDAFX vs. LTIUX - Sharpe Ratio Comparison

The current FDAFX Sharpe Ratio is 1.27, which is higher than the LTIUX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FDAFX and LTIUX, 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


FDAFXLTIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.90

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.50

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.70

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.45

-0.01

Correlation

The correlation between FDAFX and LTIUX is 0.96, 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

FDAFX vs. LTIUX - Dividend Comparison

FDAFX's dividend yield for the trailing twelve months is around 7.82%, less than LTIUX's 9.37% yield.


TTM20252024202320222021202020192018201720162015
FDAFX
Fidelity Advisor Freedom 2020 Fund Class A
7.82%7.70%4.66%2.15%8.84%10.71%6.97%6.62%9.48%3.23%4.34%3.51%
LTIUX
Principal LifeTime 2035 Fund
9.37%9.03%9.46%4.17%7.50%7.06%5.35%7.28%7.75%5.46%4.28%5.59%

Drawdowns

FDAFX vs. LTIUX - Drawdown Comparison

The maximum FDAFX drawdown since its inception was -47.38%, roughly equal to the maximum LTIUX drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for FDAFX and LTIUX.


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Drawdown Indicators


FDAFXLTIUXDifference

Max Drawdown

Largest peak-to-trough decline

-47.38%

-49.65%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-6.07%

-8.44%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-24.23%

+1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-22.75%

-28.12%

+5.37%

Current Drawdown

Current decline from peak

-5.42%

-6.57%

+1.15%

Average Drawdown

Average peak-to-trough decline

-5.57%

-6.76%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.78%

-0.34%

Volatility

FDAFX vs. LTIUX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2020 Fund Class A (FDAFX) is 3.22%, while Principal LifeTime 2035 Fund (LTIUX) has a volatility of 3.74%. This indicates that FDAFX experiences smaller price fluctuations and is considered to be less risky than LTIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDAFXLTIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

3.74%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.99%

6.37%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

8.23%

11.12%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.79%

11.79%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.04%

12.45%

-3.41%