PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFTWX vs. TRRHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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%JuneJulyAugustSeptemberOctoberNovember
4.02%
4.69%
FFTWX
TRRHX

Returns By Period

In the year-to-date period, FFTWX achieves a 9.42% return, which is significantly lower than TRRHX's 10.82% return. Over the past 10 years, FFTWX has underperformed TRRHX with an annualized return of 6.50%, while TRRHX has yielded a comparatively higher 7.00% annualized return.


FFTWX

YTD

9.42%

1M

-1.80%

6M

4.02%

1Y

15.40%

5Y (annualized)

6.25%

10Y (annualized)

6.50%

TRRHX

YTD

10.82%

1M

-0.74%

6M

4.69%

1Y

16.44%

5Y (annualized)

7.31%

10Y (annualized)

7.00%

Key characteristics


FFTWXTRRHX
Sharpe Ratio2.052.45
Sortino Ratio2.983.51
Omega Ratio1.371.46
Calmar Ratio1.401.85
Martin Ratio12.1916.08
Ulcer Index1.31%1.05%
Daily Std Dev7.80%6.92%
Max Drawdown-44.91%-50.04%
Current Drawdown-2.13%-1.14%

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%

Correlation

-0.50.00.51.01.0

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.

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 2.05, compared to the broader market0.002.004.002.052.45
The chart of Sortino ratio for FFTWX, currently valued at 2.98, compared to the broader market0.005.0010.002.983.51
The chart of Omega ratio for FFTWX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.46
The chart of Calmar ratio for FFTWX, currently valued at 1.40, compared to the broader market0.005.0010.0015.0020.0025.001.401.85
The chart of Martin ratio for FFTWX, currently valued at 12.19, compared to the broader market0.0020.0040.0060.0080.00100.0012.1916.08
FFTWX
TRRHX

The current FFTWX Sharpe Ratio is 2.05, which is comparable to the TRRHX Sharpe Ratio of 2.45. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.05
2.45
FFTWX
TRRHX

Dividends

FFTWX vs. TRRHX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 2.01%, less than TRRHX's 2.07% yield.


TTM20232022202120202019201820172016201520142013
FFTWX
Fidelity Freedom 2025 Fund
2.01%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
2.07%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.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.13%
-1.14%
FFTWX
TRRHX

Volatility

FFTWX vs. TRRHX - Volatility Comparison

Fidelity Freedom 2025 Fund (FFTWX) has a higher volatility of 2.16% compared to T. Rowe Price Retirement 2025 Fund (TRRHX) at 1.87%. This indicates that FFTWX's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
2.16%
1.87%
FFTWX
TRRHX