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FFTWX vs. TRRHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFTWX and TRRHX is 0.96, 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.


-0.50.00.51.01.0

Performance

FFTWX vs. TRRHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund (FFTWX) and T. Rowe Price Retirement 2025 Fund (TRRHX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.47%
-0.60%
FFTWX
TRRHX

Key characteristics

Sharpe Ratio

FFTWX:

1.25

TRRHX:

0.91

Sortino Ratio

FFTWX:

1.78

TRRHX:

1.20

Omega Ratio

FFTWX:

1.22

TRRHX:

1.18

Calmar Ratio

FFTWX:

1.20

TRRHX:

1.06

Martin Ratio

FFTWX:

7.02

TRRHX:

5.98

Ulcer Index

FFTWX:

1.40%

TRRHX:

1.18%

Daily Std Dev

FFTWX:

7.88%

TRRHX:

7.78%

Max Drawdown

FFTWX:

-44.91%

TRRHX:

-50.04%

Current Drawdown

FFTWX:

-3.29%

TRRHX:

-6.64%

Returns By Period

In the year-to-date period, FFTWX achieves a 8.57% return, which is significantly higher than TRRHX's 5.60% return. Both investments have delivered pretty close results over the past 10 years, with FFTWX having a 6.46% annualized return and TRRHX not far ahead at 6.54%.


FFTWX

YTD

8.57%

1M

-0.70%

6M

2.54%

1Y

9.17%

5Y*

5.52%

10Y*

6.46%

TRRHX

YTD

5.60%

1M

-5.04%

6M

-0.48%

1Y

6.14%

5Y*

5.64%

10Y*

6.54%

Compare stocks, funds, or ETFs

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


FFTWX vs. TRRHX - Expense Ratio Comparison

FFTWX has a 0.62% expense ratio, which is higher than TRRHX's 0.55% expense ratio.


FFTWX
Fidelity Freedom 2025 Fund
Expense ratio chart for FFTWX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for TRRHX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FFTWX vs. TRRHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and T. Rowe Price Retirement 2025 Fund (TRRHX). 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.


Sharpe ratio
The chart of Sharpe ratio for FFTWX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.001.250.91
The chart of Sortino ratio for FFTWX, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.781.20
The chart of Omega ratio for FFTWX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.18
The chart of Calmar ratio for FFTWX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.0014.001.201.06
The chart of Martin ratio for FFTWX, currently valued at 7.02, compared to the broader market0.0020.0040.0060.007.025.98
FFTWX
TRRHX

The current FFTWX Sharpe Ratio is 1.25, which is higher than the TRRHX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FFTWX and TRRHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.25
0.91
FFTWX
TRRHX

Dividends

FFTWX vs. TRRHX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 2.03%, while TRRHX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FFTWX
Fidelity Freedom 2025 Fund
2.03%2.05%2.89%2.42%1.09%1.72%1.84%1.28%1.63%4.17%8.80%5.88%
TRRHX
T. Rowe Price Retirement 2025 Fund
0.00%2.30%2.41%1.40%1.29%2.02%2.07%1.65%1.74%1.74%1.59%1.43%

Drawdowns

FFTWX vs. TRRHX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -44.91%, smaller than the maximum TRRHX drawdown of -50.04%. Use the drawdown chart below to compare losses from any high point for FFTWX and TRRHX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.29%
-6.64%
FFTWX
TRRHX

Volatility

FFTWX vs. TRRHX - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund (FFTWX) is 2.49%, while T. Rowe Price Retirement 2025 Fund (TRRHX) has a volatility of 4.05%. This indicates that FFTWX experiences smaller price fluctuations and is considered to be less risky than TRRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
2.49%
4.05%
FFTWX
TRRHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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