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FSNOX vs. LTFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSNOX vs. LTFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2020 Fund Class K (FSNOX) and Principal LifeTime 2055 Fund (LTFIX). The values are adjusted to include any dividend payments, if applicable.

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FSNOX vs. LTFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSNOX
Fidelity Freedom 2020 Fund Class K
-1.30%14.92%11.17%13.00%-16.04%9.09%13.64%18.14%-5.26%5.18%
LTFIX
Principal LifeTime 2055 Fund
-5.21%17.80%17.28%20.33%-18.84%17.73%16.47%27.27%-9.03%8.04%

Returns By Period

In the year-to-date period, FSNOX achieves a -1.30% return, which is significantly higher than LTFIX's -5.21% return.


FSNOX

1D
0.13%
1M
-5.26%
YTD
-1.30%
6M
0.73%
1Y
11.55%
3Y*
10.59%
5Y*
5.01%
10Y*

LTFIX

1D
-0.30%
1M
-8.30%
YTD
-5.21%
6M
-2.99%
1Y
12.51%
3Y*
14.10%
5Y*
7.41%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSNOX vs. LTFIX - Expense Ratio Comparison

FSNOX has a 0.51% expense ratio, which is higher than LTFIX's 0.01% expense ratio.


Return for Risk

FSNOX vs. LTFIX — Risk / Return Rank

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

FSNOX
FSNOX Risk / Return Rank: 7878
Overall Rank
FSNOX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FSNOX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FSNOX Omega Ratio Rank: 7777
Omega Ratio Rank
FSNOX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FSNOX Martin Ratio Rank: 7979
Martin Ratio Rank

LTFIX
LTFIX Risk / Return Rank: 3939
Overall Rank
LTFIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LTFIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
LTFIX Omega Ratio Rank: 3838
Omega Ratio Rank
LTFIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LTFIX Martin Ratio Rank: 4545
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.

FSNOX vs. LTFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2020 Fund Class K (FSNOX) and Principal LifeTime 2055 Fund (LTFIX). 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.


FSNOXLTFIXDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.80

+0.59

Sortino ratio

Return per unit of downside risk

1.96

1.24

+0.71

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.12

Calmar ratio

Return relative to maximum drawdown

1.78

0.94

+0.84

Martin ratio

Return relative to average drawdown

7.70

4.55

+3.15

FSNOX vs. LTFIX - Sharpe Ratio Comparison

The current FSNOX Sharpe Ratio is 1.40, which is higher than the LTFIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FSNOX and LTFIX, 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


FSNOXLTFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.80

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.48

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.42

+0.29

Correlation

The correlation between FSNOX and LTFIX is 0.92, 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

FSNOX vs. LTFIX - Dividend Comparison

FSNOX's dividend yield for the trailing twelve months is around 7.50%, less than LTFIX's 9.21% yield.


TTM20252024202320222021202020192018201720162015
FSNOX
Fidelity Freedom 2020 Fund Class K
7.50%7.40%8.22%2.76%9.87%12.11%6.81%6.60%7.16%3.14%0.00%0.00%
LTFIX
Principal LifeTime 2055 Fund
9.21%8.73%8.47%4.17%8.60%5.83%3.91%6.03%6.60%3.51%3.99%4.51%

Drawdowns

FSNOX vs. LTFIX - Drawdown Comparison

The maximum FSNOX drawdown since its inception was -22.49%, smaller than the maximum LTFIX drawdown of -52.73%. Use the drawdown chart below to compare losses from any high point for FSNOX and LTFIX.


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Drawdown Indicators


FSNOXLTFIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.49%

-52.73%

+30.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-11.48%

+5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.49%

-26.80%

+4.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.50%

Current Drawdown

Current decline from peak

-5.38%

-8.71%

+3.33%

Average Drawdown

Average peak-to-trough decline

-4.56%

-7.70%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

2.37%

-0.94%

Volatility

FSNOX vs. LTFIX - Volatility Comparison

The current volatility for Fidelity Freedom 2020 Fund Class K (FSNOX) is 3.20%, while Principal LifeTime 2055 Fund (LTFIX) has a volatility of 4.93%. This indicates that FSNOX experiences smaller price fluctuations and is considered to be less risky than LTFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSNOXLTFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

4.93%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

8.89%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

8.35%

15.73%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.95%

15.37%

-6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

15.77%

-6.44%