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FFSFX vs. LPWRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFSFX and LPWRX is 0.90, 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.


Performance

FFSFX vs. LPWRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2065 Fund (FFSFX) and BlackRock LifePath Dynamic 2065 Fund (LPWRX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFSFX:

0.50

LPWRX:

0.31

Sortino Ratio

FFSFX:

0.85

LPWRX:

0.63

Omega Ratio

FFSFX:

1.12

LPWRX:

1.10

Calmar Ratio

FFSFX:

0.57

LPWRX:

0.35

Martin Ratio

FFSFX:

2.42

LPWRX:

1.27

Ulcer Index

FFSFX:

3.64%

LPWRX:

5.38%

Daily Std Dev

FFSFX:

16.74%

LPWRX:

19.51%

Max Drawdown

FFSFX:

-31.03%

LPWRX:

-34.95%

Current Drawdown

FFSFX:

-2.70%

LPWRX:

-4.48%

Returns By Period

In the year-to-date period, FFSFX achieves a 3.25% return, which is significantly lower than LPWRX's 3.71% return.


FFSFX

YTD

3.25%

1M

6.88%

6M

1.22%

1Y

8.30%

5Y*

13.32%

10Y*

N/A

LPWRX

YTD

3.71%

1M

8.66%

6M

-2.37%

1Y

6.04%

5Y*

11.96%

10Y*

N/A

*Annualized

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FFSFX vs. LPWRX - Expense Ratio Comparison

FFSFX has a 0.75% expense ratio, which is lower than LPWRX's 0.93% expense ratio.


Risk-Adjusted Performance

FFSFX vs. LPWRX — Risk-Adjusted Performance Rank

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

FFSFX
The Risk-Adjusted Performance Rank of FFSFX is 5656
Overall Rank
The Sharpe Ratio Rank of FFSFX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSFX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FFSFX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FFSFX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FFSFX is 6464
Martin Ratio Rank

LPWRX
The Risk-Adjusted Performance Rank of LPWRX is 4343
Overall Rank
The Sharpe Ratio Rank of LPWRX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of LPWRX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of LPWRX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of LPWRX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of LPWRX is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFSFX vs. LPWRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund (FFSFX) and BlackRock LifePath Dynamic 2065 Fund (LPWRX). 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.


The current FFSFX Sharpe Ratio is 0.50, which is higher than the LPWRX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of FFSFX and LPWRX, 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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Dividends

FFSFX vs. LPWRX - Dividend Comparison

FFSFX's dividend yield for the trailing twelve months is around 1.70%, less than LPWRX's 2.88% yield.


TTM202420232022202120202019
FFSFX
Fidelity Freedom 2065 Fund
1.70%2.29%2.01%8.77%7.81%2.25%1.40%
LPWRX
BlackRock LifePath Dynamic 2065 Fund
2.88%2.99%2.08%1.37%5.81%1.01%0.55%

Drawdowns

FFSFX vs. LPWRX - Drawdown Comparison

The maximum FFSFX drawdown since its inception was -31.03%, smaller than the maximum LPWRX drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for FFSFX and LPWRX. For additional features, visit the drawdowns tool.


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Volatility

FFSFX vs. LPWRX - Volatility Comparison

Fidelity Freedom 2065 Fund (FFSFX) and BlackRock LifePath Dynamic 2065 Fund (LPWRX) have volatilities of 4.74% and 4.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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