PortfoliosLab logoPortfoliosLab logo
FFGZX vs. LTIUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFGZX vs. LTIUX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FFGZX achieves a 4.28% return, which is significantly lower than LTIUX's 6.70% return. Over the past 10 years, FFGZX has underperformed LTIUX with an annualized return of 4.28%, while LTIUX has yielded a comparatively higher 9.59% annualized return.


FFGZX

1D
0.16%
1M
1.75%
YTD
4.28%
6M
4.42%
1Y
10.55%
3Y*
7.68%
5Y*
3.28%
10Y*
4.28%

LTIUX

1D
0.28%
1M
3.36%
YTD
6.70%
6M
6.91%
1Y
17.03%
3Y*
14.87%
5Y*
7.01%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFGZX vs. LTIUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
4.28%9.13%5.02%8.32%-11.07%2.85%8.59%10.68%-0.80%6.73%
LTIUX
Principal LifeTime 2035 Fund
6.70%14.26%14.13%16.51%-17.48%14.07%15.70%23.48%-7.37%19.69%

Correlation

The correlation between FFGZX and LTIUX is 0.84, 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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2015

0.76

The correlation between FFGZX and LTIUX has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FFGZX vs. LTIUX — Risk / Return Rank

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

FFGZX
FFGZX Risk / Return Rank: 7878
Overall Rank
FFGZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 8282
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 7575
Martin Ratio Rank

LTIUX
LTIUX Risk / Return Rank: 5050
Overall Rank
LTIUX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LTIUX Sortino Ratio Rank: 4848
Sortino Ratio Rank
LTIUX Omega Ratio Rank: 4949
Omega Ratio Rank
LTIUX Calmar Ratio Rank: 4949
Calmar Ratio Rank
LTIUX Martin Ratio Rank: 5959
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.

FFGZX vs. LTIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) 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.


FFGZXLTIUXDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.54

1.38

+0.16

Calmar ratioReturn relative to maximum drawdown

3.18

2.66

+0.52

Martin ratioReturn relative to average drawdown

14.23

11.84

+2.39

FFGZX vs. LTIUX - Sharpe Ratio Comparison

The current FFGZX Sharpe Ratio is 2.64, which is higher than the LTIUX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of FFGZX and LTIUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FFGZXLTIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

2.03

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.60

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.77

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.48

+0.45

Drawdowns

FFGZX vs. LTIUX - Drawdown Comparison

The maximum FFGZX drawdown since its inception was -14.94%, smaller than the maximum LTIUX drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for FFGZX and LTIUX.


Loading charts...

Drawdown Indicators


FFGZXLTIUXDifference

Max Drawdown

Largest peak-to-trough decline

-14.94%

-49.65%

+34.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-6.57%

+3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-4.76%

-11.08%

+6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-14.94%

-24.23%

+9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-28.12%

+13.18%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.26%

-6.71%

+4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

1.47%

-0.73%

Volatility

FFGZX vs. LTIUX - Volatility Comparison

The current volatility for Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) is 1.49%, while Principal LifeTime 2035 Fund (LTIUX) has a volatility of 2.62%. This indicates that FFGZX 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.


Loading charts...

Volatility by Period


FFGZXLTIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

2.62%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

6.96%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

8.62%

-4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.08%

11.83%

-6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.43%

12.49%

-8.06%

FFGZX vs. LTIUX - Expense Ratio Comparison

FFGZX has a 0.08% expense ratio, which is higher than LTIUX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FFGZX vs. LTIUX - Dividend Comparison

FFGZX's dividend yield for the trailing twelve months is around 3.21%, less than LTIUX's 8.46% yield.


PositionTTM20252024202320222021202020192018201720162015
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.21%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%
LTIUX
Principal LifeTime 2035 Fund
8.46%9.03%9.46%4.17%7.50%7.06%5.35%7.28%7.75%5.46%4.28%5.59%

Frequently Asked Questions


FFGZX and LTIUX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTIUX has higher volatility (2.62%) compared to FFGZX (1.49%). In terms of maximum drawdown, FFGZX dropped -14.94% vs LTIUX's -49.65%.

FFGZX currently has the higher Sharpe Ratio (2.64 vs 2.03), 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.

Portfolio Optimizer

Find the right allocation for FFGZX and LTIUX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer