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FRHMX vs. TRRLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRHMX vs. TRRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Retirement Income Fund Class K6 (FRHMX) and T. Rowe Price Retirement 2060 Fund (TRRLX). The values are adjusted to include any dividend payments, if applicable.

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FRHMX vs. TRRLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FRHMX
Fidelity Managed Retirement Income Fund Class K6
-0.45%10.02%4.50%8.28%-11.48%2.98%8.79%3.17%
TRRLX
T. Rowe Price Retirement 2060 Fund
-3.74%14.54%14.22%20.87%-19.22%17.50%18.46%7.84%

Returns By Period

In the year-to-date period, FRHMX achieves a -0.45% return, which is significantly higher than TRRLX's -3.74% return.


FRHMX

1D
0.27%
1M
-3.16%
YTD
-0.45%
6M
0.86%
1Y
7.28%
3Y*
6.13%
5Y*
2.58%
10Y*

TRRLX

1D
-0.33%
1M
-9.46%
YTD
-3.74%
6M
-4.69%
1Y
10.12%
3Y*
12.70%
5Y*
6.39%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRHMX vs. TRRLX - Expense Ratio Comparison

FRHMX has a 0.25% expense ratio, which is lower than TRRLX's 0.64% expense ratio.


Return for Risk

FRHMX vs. TRRLX — Risk / Return Rank

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

FRHMX
FRHMX Risk / Return Rank: 8484
Overall Rank
FRHMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FRHMX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FRHMX Omega Ratio Rank: 8181
Omega Ratio Rank
FRHMX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FRHMX Martin Ratio Rank: 8585
Martin Ratio Rank

TRRLX
TRRLX Risk / Return Rank: 2525
Overall Rank
TRRLX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TRRLX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TRRLX Omega Ratio Rank: 2626
Omega Ratio Rank
TRRLX Calmar Ratio Rank: 2222
Calmar Ratio Rank
TRRLX Martin Ratio Rank: 2828
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.

FRHMX vs. TRRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement Income Fund Class K6 (FRHMX) and T. Rowe Price Retirement 2060 Fund (TRRLX). 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.


FRHMXTRRLXDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.63

+0.98

Sortino ratio

Return per unit of downside risk

2.24

0.99

+1.25

Omega ratio

Gain probability vs. loss probability

1.32

1.15

+0.17

Calmar ratio

Return relative to maximum drawdown

2.15

0.68

+1.47

Martin ratio

Return relative to average drawdown

8.71

3.08

+5.63

FRHMX vs. TRRLX - Sharpe Ratio Comparison

The current FRHMX Sharpe Ratio is 1.61, which is higher than the TRRLX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FRHMX and TRRLX, 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


FRHMXTRRLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.63

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.43

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.55

+0.16

Correlation

The correlation between FRHMX and TRRLX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FRHMX vs. TRRLX - Dividend Comparison

FRHMX's dividend yield for the trailing twelve months is around 3.39%, while TRRLX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FRHMX
Fidelity Managed Retirement Income Fund Class K6
3.39%3.22%3.24%3.02%4.77%3.78%2.61%1.95%0.00%0.00%0.00%0.00%
TRRLX
T. Rowe Price Retirement 2060 Fund
0.00%0.00%1.74%3.29%5.75%4.19%2.38%4.33%5.39%1.58%1.58%0.83%

Drawdowns

FRHMX vs. TRRLX - Drawdown Comparison

The maximum FRHMX drawdown since its inception was -15.96%, smaller than the maximum TRRLX drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for FRHMX and TRRLX.


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Drawdown Indicators


FRHMXTRRLXDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-32.52%

+16.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-11.71%

+8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.96%

-28.09%

+12.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

Current Drawdown

Current decline from peak

-3.16%

-9.82%

+6.66%

Average Drawdown

Average peak-to-trough decline

-3.58%

-5.23%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.92%

-2.07%

Volatility

FRHMX vs. TRRLX - Volatility Comparison

The current volatility for Fidelity Managed Retirement Income Fund Class K6 (FRHMX) is 1.96%, while T. Rowe Price Retirement 2060 Fund (TRRLX) has a volatility of 5.10%. This indicates that FRHMX experiences smaller price fluctuations and is considered to be less risky than TRRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRHMXTRRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

5.10%

-3.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

9.57%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

16.53%

-11.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.22%

15.17%

-9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.14%

15.45%

-10.31%