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

Performance

FHFDX vs. LTIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2045 Fund Class K6 (FHFDX) and Principal LifeTime 2035 Fund (LTIUX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHFDX vs. LTIUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHFDX
Fidelity Freedom Blend 2045 Fund Class K6
-3.45%22.90%16.61%20.71%-18.89%16.43%18.08%26.76%-11.84%
LTIUX
Principal LifeTime 2035 Fund
-3.69%14.26%14.13%16.51%-17.48%14.07%15.70%23.48%-11.27%

Returns By Period

In the year-to-date period, FHFDX achieves a -3.45% return, which is significantly higher than LTIUX's -3.69% return.


FHFDX

1D
-0.27%
1M
-8.89%
YTD
-3.45%
6M
-0.05%
1Y
18.66%
3Y*
15.89%
5Y*
8.46%
10Y*

LTIUX

1D
-0.08%
1M
-6.37%
YTD
-3.69%
6M
-1.87%
1Y
9.88%
3Y*
11.62%
5Y*
5.83%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FHFDX vs. LTIUX - Expense Ratio Comparison

FHFDX has a 0.29% expense ratio, which is higher than LTIUX's 0.01% expense ratio.


Return for Risk

FHFDX vs. LTIUX — Risk / Return Rank

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

FHFDX
FHFDX Risk / Return Rank: 6666
Overall Rank
FHFDX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FHFDX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FHFDX Omega Ratio Rank: 6868
Omega Ratio Rank
FHFDX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FHFDX Martin Ratio Rank: 6969
Martin Ratio Rank

LTIUX
LTIUX Risk / Return Rank: 4545
Overall Rank
LTIUX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LTIUX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LTIUX Omega Ratio Rank: 4444
Omega Ratio Rank
LTIUX Calmar Ratio Rank: 4141
Calmar Ratio Rank
LTIUX Martin Ratio Rank: 5050
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.

FHFDX vs. LTIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2045 Fund Class K6 (FHFDX) 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.


FHFDXLTIUXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.90

+0.28

Sortino ratio

Return per unit of downside risk

1.70

1.34

+0.36

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.39

1.06

+0.33

Martin ratio

Return relative to average drawdown

6.50

5.01

+1.48

FHFDX vs. LTIUX - Sharpe Ratio Comparison

The current FHFDX Sharpe Ratio is 1.18, which is higher than the LTIUX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FHFDX 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.


Loading graphics...

Sharpe Ratios by Period


FHFDXLTIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.90

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.50

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.45

+0.16

Correlation

The correlation between FHFDX and LTIUX 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.


Dividends

FHFDX vs. LTIUX - Dividend Comparison

FHFDX's dividend yield for the trailing twelve months is around 2.83%, less than LTIUX's 9.37% yield.


TTM20252024202320222021202020192018201720162015
FHFDX
Fidelity Freedom Blend 2045 Fund Class K6
2.83%2.73%4.97%2.00%6.36%8.51%5.00%3.40%3.21%0.00%0.00%0.00%
LTIUX
Principal LifeTime 2035 Fund
9.37%9.03%9.46%4.17%7.50%7.06%5.35%7.28%7.75%5.46%4.28%5.59%

Drawdowns

FHFDX vs. LTIUX - Drawdown Comparison

The maximum FHFDX drawdown since its inception was -31.28%, smaller than the maximum LTIUX drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for FHFDX and LTIUX.


Loading graphics...

Drawdown Indicators


FHFDXLTIUXDifference

Max Drawdown

Largest peak-to-trough decline

-31.28%

-49.65%

+18.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-8.44%

-2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-27.68%

-24.23%

-3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-28.12%

Current Drawdown

Current decline from peak

-9.40%

-6.57%

-2.83%

Average Drawdown

Average peak-to-trough decline

-5.95%

-6.76%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.78%

+0.76%

Volatility

FHFDX vs. LTIUX - Volatility Comparison

Fidelity Freedom Blend 2045 Fund Class K6 (FHFDX) has a higher volatility of 5.36% compared to Principal LifeTime 2035 Fund (LTIUX) at 3.74%. This indicates that FHFDX'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.


Loading graphics...

Volatility by Period


FHFDXLTIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

3.74%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

6.37%

+2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

11.12%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

11.79%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

12.45%

+4.45%