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FFFGX vs. LTIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFGX vs. LTIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2045 Fund (FFFGX) and Principal LifeTime 2035 Fund (LTIUX). The values are adjusted to include any dividend payments, if applicable.

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FFFGX vs. LTIUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFGX
Fidelity Freedom 2045 Fund
-0.44%23.77%13.95%20.56%-18.29%16.55%18.22%25.41%-8.89%22.22%
LTIUX
Principal LifeTime 2035 Fund
-1.66%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, FFFGX achieves a -0.44% return, which is significantly higher than LTIUX's -1.66% return. Over the past 10 years, FFFGX has outperformed LTIUX with an annualized return of 11.23%, while LTIUX has yielded a comparatively lower 8.91% annualized return.


FFFGX

1D
2.99%
1M
-5.70%
YTD
-0.44%
6M
3.04%
1Y
22.50%
3Y*
16.50%
5Y*
8.51%
10Y*
11.23%

LTIUX

1D
2.11%
1M
-3.97%
YTD
-1.66%
6M
-0.15%
1Y
11.84%
3Y*
12.40%
5Y*
6.02%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFGX vs. LTIUX - Expense Ratio Comparison

FFFGX has a 0.75% expense ratio, which is higher than LTIUX's 0.01% expense ratio.


Return for Risk

FFFGX vs. LTIUX — Risk / Return Rank

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

FFFGX
FFFGX Risk / Return Rank: 8181
Overall Rank
FFFGX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FFFGX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FFFGX Omega Ratio Rank: 7878
Omega Ratio Rank
FFFGX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFFGX Martin Ratio Rank: 8686
Martin Ratio Rank

LTIUX
LTIUX Risk / Return Rank: 5656
Overall Rank
LTIUX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LTIUX Sortino Ratio Rank: 5656
Sortino Ratio Rank
LTIUX Omega Ratio Rank: 5353
Omega Ratio Rank
LTIUX Calmar Ratio Rank: 5454
Calmar Ratio Rank
LTIUX Martin Ratio Rank: 6565
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.

FFFGX vs. LTIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2045 Fund (FFFGX) 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.


FFFGXLTIUXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.08

+0.36

Sortino ratio

Return per unit of downside risk

2.05

1.61

+0.44

Omega ratio

Gain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

2.05

1.46

+0.59

Martin ratio

Return relative to average drawdown

9.14

6.81

+2.33

FFFGX vs. LTIUX - Sharpe Ratio Comparison

The current FFFGX Sharpe Ratio is 1.44, which is higher than the LTIUX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FFFGX 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


FFFGXLTIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.08

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.51

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.72

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.45

0.00

Correlation

The correlation between FFFGX and LTIUX is 0.97, 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

FFFGX vs. LTIUX - Dividend Comparison

FFFGX's dividend yield for the trailing twelve months is around 4.42%, less than LTIUX's 9.18% yield.


TTM20252024202320222021202020192018201720162015
FFFGX
Fidelity Freedom 2045 Fund
4.42%4.40%1.97%1.84%12.04%12.00%4.99%6.51%7.82%4.01%4.15%4.07%
LTIUX
Principal LifeTime 2035 Fund
9.18%9.03%9.46%4.17%7.50%7.06%5.35%7.28%7.75%5.46%4.28%5.59%

Drawdowns

FFFGX vs. LTIUX - Drawdown Comparison

The maximum FFFGX drawdown since its inception was -54.61%, which is greater than LTIUX's maximum drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for FFFGX and LTIUX.


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Drawdown Indicators


FFFGXLTIUXDifference

Max Drawdown

Largest peak-to-trough decline

-54.61%

-49.65%

-4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-8.44%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.33%

-24.23%

-3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

-28.12%

-2.83%

Current Drawdown

Current decline from peak

-6.87%

-4.60%

-2.27%

Average Drawdown

Average peak-to-trough decline

-8.42%

-6.76%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.80%

+0.71%

Volatility

FFFGX vs. LTIUX - Volatility Comparison

Fidelity Freedom 2045 Fund (FFFGX) has a higher volatility of 6.46% compared to Principal LifeTime 2035 Fund (LTIUX) at 4.44%. This indicates that FFFGX's price experiences larger fluctuations and is considered to be riskier 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


FFFGXLTIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

4.44%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

6.70%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.14%

11.29%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

11.83%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

12.47%

+2.82%