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FIRMX vs. TLTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIRMX vs. TLTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Retirement Income Fund (FIRMX) and TIAA-CREF Lifecycle Index 2010 Fund (TLTIX). The values are adjusted to include any dividend payments, if applicable.

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FIRMX vs. TLTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIRMX
Fidelity Managed Retirement Income Fund
-0.50%9.95%4.29%8.07%-11.66%2.77%8.57%10.57%-1.80%7.08%
TLTIX
TIAA-CREF Lifecycle Index 2010 Fund
-1.63%12.10%7.39%11.41%-13.25%6.94%11.97%15.58%-2.88%9.02%

Returns By Period

In the year-to-date period, FIRMX achieves a -0.50% return, which is significantly higher than TLTIX's -1.63% return. Over the past 10 years, FIRMX has underperformed TLTIX with an annualized return of 3.92%, while TLTIX has yielded a comparatively higher 5.69% annualized return.


FIRMX

1D
0.27%
1M
-3.18%
YTD
-0.50%
6M
0.75%
1Y
7.05%
3Y*
5.96%
5Y*
2.41%
10Y*
3.92%

TLTIX

1D
0.18%
1M
-4.04%
YTD
-1.63%
6M
0.06%
1Y
8.66%
3Y*
8.06%
5Y*
3.98%
10Y*
5.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIRMX vs. TLTIX - Expense Ratio Comparison

FIRMX has a 0.45% expense ratio, which is higher than TLTIX's 0.10% expense ratio.


Return for Risk

FIRMX vs. TLTIX — Risk / Return Rank

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

FIRMX
FIRMX Risk / Return Rank: 8383
Overall Rank
FIRMX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FIRMX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FIRMX Omega Ratio Rank: 8080
Omega Ratio Rank
FIRMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FIRMX Martin Ratio Rank: 8484
Martin Ratio Rank

TLTIX
TLTIX Risk / Return Rank: 7878
Overall Rank
TLTIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TLTIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
TLTIX Omega Ratio Rank: 7575
Omega Ratio Rank
TLTIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
TLTIX Martin Ratio Rank: 8080
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.

FIRMX vs. TLTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement Income Fund (FIRMX) and TIAA-CREF Lifecycle Index 2010 Fund (TLTIX). 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.


FIRMXTLTIXDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.40

+0.16

Sortino ratio

Return per unit of downside risk

2.17

1.98

+0.19

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

2.08

1.85

+0.24

Martin ratio

Return relative to average drawdown

8.41

7.83

+0.58

FIRMX vs. TLTIX - Sharpe Ratio Comparison

The current FIRMX Sharpe Ratio is 1.56, which is comparable to the TLTIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FIRMX and TLTIX, 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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Sharpe Ratios by Period


FIRMXTLTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.40

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.51

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.76

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.83

-0.30

Correlation

The correlation between FIRMX and TLTIX is 0.93, 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

FIRMX vs. TLTIX - Dividend Comparison

FIRMX's dividend yield for the trailing twelve months is around 3.16%, less than TLTIX's 6.55% yield.


TTM20252024202320222021202020192018201720162015
FIRMX
Fidelity Managed Retirement Income Fund
3.16%3.13%3.02%2.81%4.54%3.56%2.48%2.59%4.65%8.57%1.67%1.68%
TLTIX
TIAA-CREF Lifecycle Index 2010 Fund
6.55%6.44%6.57%3.44%3.48%4.81%2.36%2.34%3.11%0.18%2.29%0.23%

Drawdowns

FIRMX vs. TLTIX - Drawdown Comparison

The maximum FIRMX drawdown since its inception was -33.73%, which is greater than TLTIX's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for FIRMX and TLTIX.


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Drawdown Indicators


FIRMXTLTIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-18.15%

-15.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-4.59%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

-18.15%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

-18.15%

+2.04%

Current Drawdown

Current decline from peak

-3.18%

-4.15%

+0.97%

Average Drawdown

Average peak-to-trough decline

-3.73%

-2.62%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.08%

-0.23%

Volatility

FIRMX vs. TLTIX - Volatility Comparison

The current volatility for Fidelity Managed Retirement Income Fund (FIRMX) is 1.96%, while TIAA-CREF Lifecycle Index 2010 Fund (TLTIX) has a volatility of 2.39%. This indicates that FIRMX experiences smaller price fluctuations and is considered to be less risky than TLTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIRMXTLTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

2.39%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

3.76%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

6.34%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.21%

7.89%

-2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

7.52%

-3.05%