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FELSX vs. LTRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FELSX vs. LTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Freedom Blend 2025 Fund (FELSX) and Principal LifeTime 2045 Fund (LTRIX). The values are adjusted to include any dividend payments, if applicable.

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FELSX vs. LTRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FELSX
Fidelity Flex Freedom Blend 2025 Fund
-1.81%16.22%13.48%14.56%-16.84%10.29%14.86%19.81%-5.51%7.55%
LTRIX
Principal LifeTime 2045 Fund
-4.72%16.69%16.90%19.40%-18.51%16.55%16.33%25.81%-8.34%10.32%

Returns By Period

In the year-to-date period, FELSX achieves a -1.81% return, which is significantly higher than LTRIX's -4.72% return.


FELSX

1D
0.09%
1M
-6.01%
YTD
-1.81%
6M
0.44%
1Y
12.45%
3Y*
11.91%
5Y*
5.86%
10Y*

LTRIX

1D
-0.21%
1M
-7.69%
YTD
-4.72%
6M
-2.65%
1Y
11.72%
3Y*
13.58%
5Y*
7.05%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FELSX vs. LTRIX - Expense Ratio Comparison

FELSX has a 0.00% expense ratio, which is lower than LTRIX's 0.01% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FELSX vs. LTRIX — Risk / Return Rank

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

FELSX
FELSX Risk / Return Rank: 7272
Overall Rank
FELSX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FELSX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FELSX Omega Ratio Rank: 7272
Omega Ratio Rank
FELSX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FELSX Martin Ratio Rank: 7474
Martin Ratio Rank

LTRIX
LTRIX Risk / Return Rank: 4040
Overall Rank
LTRIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LTRIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
LTRIX Omega Ratio Rank: 3939
Omega Ratio Rank
LTRIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
LTRIX Martin Ratio Rank: 4646
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.

FELSX vs. LTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend 2025 Fund (FELSX) and Principal LifeTime 2045 Fund (LTRIX). 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.


FELSXLTRIXDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.83

+0.45

Sortino ratio

Return per unit of downside risk

1.81

1.27

+0.54

Omega ratio

Gain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

1.61

0.96

+0.65

Martin ratio

Return relative to average drawdown

7.10

4.66

+2.43

FELSX vs. LTRIX - Sharpe Ratio Comparison

The current FELSX Sharpe Ratio is 1.28, which is higher than the LTRIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FELSX and LTRIX, 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


FELSXLTRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.83

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.49

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.44

+0.29

Correlation

The correlation between FELSX and LTRIX is 0.94, 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

FELSX vs. LTRIX - Dividend Comparison

FELSX's dividend yield for the trailing twelve months is around 7.41%, less than LTRIX's 9.77% yield.


TTM20252024202320222021202020192018201720162015
FELSX
Fidelity Flex Freedom Blend 2025 Fund
7.41%7.27%9.85%2.83%4.58%6.54%4.96%6.38%6.52%2.72%0.00%0.00%
LTRIX
Principal LifeTime 2045 Fund
9.77%9.31%9.40%4.25%8.71%6.75%4.62%6.93%7.50%4.57%4.48%5.42%

Drawdowns

FELSX vs. LTRIX - Drawdown Comparison

The maximum FELSX drawdown since its inception was -23.65%, smaller than the maximum LTRIX drawdown of -51.39%. Use the drawdown chart below to compare losses from any high point for FELSX and LTRIX.


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Drawdown Indicators


FELSXLTRIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.65%

-51.39%

+27.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-10.65%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.65%

-26.25%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.56%

Current Drawdown

Current decline from peak

-6.16%

-8.04%

+1.88%

Average Drawdown

Average peak-to-trough decline

-4.67%

-7.26%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.20%

-0.55%

Volatility

FELSX vs. LTRIX - Volatility Comparison

The current volatility for Fidelity Flex Freedom Blend 2025 Fund (FELSX) is 3.62%, while Principal LifeTime 2045 Fund (LTRIX) has a volatility of 4.53%. This indicates that FELSX experiences smaller price fluctuations and is considered to be less risky than LTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FELSXLTRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

4.53%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

8.04%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

9.82%

14.30%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.09%

14.52%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.51%

14.77%

-4.26%