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FRQKX vs. TTRIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRQKX vs. TTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Retirement 2010 Fund Class K (FRQKX) and TIAA-CREF Lifecycle 2055 Fund (TTRIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRQKX achieves a 0.43% return, which is significantly higher than TTRIX's -1.92% return.


FRQKX

1D
0.05%
1M
-1.01%
YTD
0.43%
6M
1.38%
1Y
9.66%
3Y*
6.31%
5Y*
2.59%
10Y*

TTRIX

1D
-0.11%
1M
-2.78%
YTD
-1.92%
6M
0.14%
1Y
29.38%
3Y*
14.62%
5Y*
7.66%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRQKX vs. TTRIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
0.43%9.91%4.42%8.62%-12.30%3.95%9.68%3.94%
TTRIX
TIAA-CREF Lifecycle 2055 Fund
-1.92%18.93%14.46%20.24%-17.79%16.55%17.51%8.69%

Correlation

The correlation between FRQKX and TTRIX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


FRQKX vs. TTRIX - Expense Ratio Comparison

FRQKX has a 0.36% expense ratio, which is higher than TTRIX's 0.22% expense ratio.


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Return for Risk

FRQKX vs. TTRIX — Risk / Return Rank

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

FRQKX
FRQKX Risk / Return Rank: 8282
Overall Rank
FRQKX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FRQKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRQKX Omega Ratio Rank: 8080
Omega Ratio Rank
FRQKX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FRQKX Martin Ratio Rank: 8080
Martin Ratio Rank

TTRIX
TTRIX Risk / Return Rank: 5454
Overall Rank
TTRIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TTRIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
TTRIX Omega Ratio Rank: 5252
Omega Ratio Rank
TTRIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
TTRIX Martin Ratio Rank: 6060
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.

FRQKX vs. TTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement 2010 Fund Class K (FRQKX) and TIAA-CREF Lifecycle 2055 Fund (TTRIX). 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.


FRQKXTTRIXDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.13

+0.55

Sortino ratio

Return per unit of downside risk

2.36

1.66

+0.70

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

2.39

1.75

+0.64

Martin ratio

Return relative to average drawdown

9.19

7.40

+1.79

FRQKX vs. TTRIX - Sharpe Ratio Comparison

The current FRQKX Sharpe Ratio is 1.69, which is higher than the TTRIX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FRQKX and TTRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FRQKXTTRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.13

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.52

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.57

+0.13

Drawdowns

FRQKX vs. TTRIX - Drawdown Comparison

The maximum FRQKX drawdown since its inception was -16.97%, smaller than the maximum TTRIX drawdown of -32.75%. Use the drawdown chart below to compare losses from any high point for FRQKX and TTRIX.


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Drawdown Indicators


FRQKXTTRIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.97%

-32.75%

+15.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-9.43%

+6.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.97%

-25.87%

+8.90%

Max Drawdown (10Y)

Largest decline over 10 years

-32.75%

Current Drawdown

Current decline from peak

-2.29%

-6.15%

+3.86%

Average Drawdown

Average peak-to-trough decline

-3.95%

-4.85%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.54%

-1.65%

Volatility

FRQKX vs. TTRIX - Volatility Comparison

The current volatility for Fidelity Managed Retirement 2010 Fund Class K (FRQKX) is 2.08%, while TIAA-CREF Lifecycle 2055 Fund (TTRIX) has a volatility of 5.58%. This indicates that FRQKX experiences smaller price fluctuations and is considered to be less risky than TTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRQKXTTRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

5.58%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

9.42%

-6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

15.79%

-11.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

14.82%

-9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

16.16%

-10.39%

Dividends

FRQKX vs. TTRIX - Dividend Comparison

FRQKX's dividend yield for the trailing twelve months is around 3.24%, less than TTRIX's 6.64% yield.


TTM20252024202320222021202020192018201720162015
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
3.13%3.09%2.91%2.86%5.12%6.11%3.61%2.57%0.00%0.00%0.00%0.00%
TTRIX
TIAA-CREF Lifecycle 2055 Fund
6.64%6.52%3.91%1.88%8.28%10.18%5.68%5.23%4.77%0.79%3.41%3.02%