FFFCX vs. PPLIX
FFFCX (Fidelity Freedom 2010 Fund) and PPLIX (Principal LifeTime 2050 Fund) are both Target Retirement Date funds. Over the past 10 years, FFFCX returned 5.49%/yr vs 11.26%/yr for PPLIX. Their correlation of 0.93 means they have usually moved in the same direction. FFFCX charges 0.49%/yr vs 0.01%/yr for PPLIX.
Performance
FFFCX vs. PPLIX - Performance Comparison
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Returns By Period
In the year-to-date period, FFFCX achieves a 4.24% return, which is significantly lower than PPLIX's 8.51% return. Over the past 10 years, FFFCX has underperformed PPLIX with an annualized return of 5.49%, while PPLIX has yielded a comparatively higher 11.26% annualized return.
FFFCX
- 1D
- 0.79%
- 1M
- -0.72%
- 6M
- 2.71%
- YTD
- 4.24%
- 1Y
- 8.85%
- 3Y*
- 8.02%
- 5Y*
- 3.24%
- 10Y*
- 5.49%
- ALL TIME*
- 6.00%
PPLIX
- 1D
- 1.66%
- 1M
- 0.41%
- 6M
- 5.71%
- YTD
- 8.51%
- 1Y
- 17.70%
- 3Y*
- 16.52%
- 5Y*
- 8.96%
- 10Y*
- 11.26%
- ALL TIME*
- 7.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FFFCX vs. PPLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFFCX Fidelity Freedom 2010 Fund | 4.24% | 11.39% | 5.26% | 9.82% | -13.21% | 5.64% | 11.09% | 14.34% | -3.74% | 12.48% |
PPLIX Principal LifeTime 2050 Fund | 8.51% | 17.55% | 19.12% | 20.36% | -18.78% | 17.04% | 16.56% | 26.67% | -8.74% | 22.12% |
Correlation
The correlation between FFFCX and PPLIX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2001 | 0.93 |
The correlation between FFFCX and PPLIX shifts across timeframes, from 0.81 (5 years) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FFFCX vs. PPLIX — Risk / Return Rank
FFFCX
PPLIX
FFFCX vs. PPLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) and Principal LifeTime 2050 Fund (PPLIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FFFCX | PPLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 1.83 | +0.43 |
| Martin ratioReturn relative to average drawdown | 9.16 | 7.85 | +1.31 |
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Drawdowns
FFFCX vs. PPLIX - Drawdown Comparison
The maximum FFFCX drawdown since its inception was -36.88%, smaller than the maximum PPLIX drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for FFFCX and PPLIX.
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Drawdown Indicators
| FFFCX | PPLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.88% | -55.61% | +18.73% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -8.57% | +4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -4.77% | -15.59% | +10.82% |
Max Drawdown (5Y)Largest decline over 5 years | -18.35% | -26.85% | +8.50% |
Max Drawdown (10Y)Largest decline over 10 years | -18.35% | -32.67% | +14.32% |
Current DrawdownCurrent decline from peak | -1.23% | -0.86% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -8.26% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 2.00% | -1.02% |
Volatility
FFFCX vs. PPLIX - Volatility Comparison
The current volatility for Fidelity Freedom 2010 Fund (FFFCX) is 1.76%, while Principal LifeTime 2050 Fund (PPLIX) has a volatility of 3.39%. This indicates that FFFCX experiences smaller price fluctuations and is considered to be less risky than PPLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFFCX | PPLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 3.39% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 10.35% | -5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.60% | 12.57% | -6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 15.60% | -9.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.27% | 15.55% | -9.28% |
FFFCX vs. PPLIX - Expense Ratio Comparison
FFFCX has a 0.49% expense ratio, which is higher than PPLIX's 0.01% expense ratio.
Dividends
FFFCX vs. PPLIX - Dividend Comparison
FFFCX's dividend yield for the trailing twelve months is around 4.70%, less than PPLIX's 9.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFFCX Fidelity Freedom 2010 Fund | 4.70% | 4.97% | 2.99% | 2.72% | 7.23% | 9.33% | 6.01% | 5.78% | 6.98% | 4.82% | 3.22% | 3.68% |
PPLIX Principal LifeTime 2050 Fund | 9.17% | 9.95% | 11.56% | 4.41% | 9.40% | 8.04% | 5.23% | 7.16% | 8.64% | 5.12% | 4.82% | 6.07% |
Frequently Asked Questions
FFFCX and PPLIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PPLIX has higher volatility (3.39%) compared to FFFCX (1.76%). In terms of maximum drawdown, FFFCX dropped -36.88% vs PPLIX's -55.61%.
FFFCX currently has the higher Sharpe Ratio (1.62 vs 1.25), 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.
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