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FSXAX vs. PDDDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSXAX vs. PDDDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainable Target Date 2030 Fund (FSXAX) and Prudential Day One 2020 Fund (PDDDX). The values are adjusted to include any dividend payments, if applicable.

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FSXAX vs. PDDDX - Yearly Performance Comparison


2026 (YTD)202520242023
FSXAX
Fidelity Sustainable Target Date 2030 Fund
-2.73%16.00%10.39%9.40%
PDDDX
Prudential Day One 2020 Fund
-0.38%10.40%15.97%7.09%

Returns By Period

In the year-to-date period, FSXAX achieves a -2.73% return, which is significantly lower than PDDDX's -0.38% return.


FSXAX

1D
0.00%
1M
-6.59%
YTD
-2.73%
6M
-0.61%
1Y
11.94%
3Y*
5Y*
10Y*

PDDDX

1D
0.19%
1M
-3.71%
YTD
-0.38%
6M
0.92%
1Y
8.21%
3Y*
10.50%
5Y*
10.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSXAX vs. PDDDX - Expense Ratio Comparison

FSXAX has a 0.46% expense ratio, which is lower than PDDDX's 0.76% expense ratio.


Return for Risk

FSXAX vs. PDDDX — Risk / Return Rank

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

FSXAX
FSXAX Risk / Return Rank: 6161
Overall Rank
FSXAX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FSXAX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FSXAX Omega Ratio Rank: 5959
Omega Ratio Rank
FSXAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FSXAX Martin Ratio Rank: 6565
Martin Ratio Rank

PDDDX
PDDDX Risk / Return Rank: 7373
Overall Rank
PDDDX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PDDDX Sortino Ratio Rank: 7373
Sortino Ratio Rank
PDDDX Omega Ratio Rank: 7373
Omega Ratio Rank
PDDDX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PDDDX Martin Ratio Rank: 7878
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.

FSXAX vs. PDDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Target Date 2030 Fund (FSXAX) and Prudential Day One 2020 Fund (PDDDX). 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.


FSXAXPDDDXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.29

-0.18

Sortino ratio

Return per unit of downside risk

1.61

1.82

-0.21

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

1.41

1.55

-0.14

Martin ratio

Return relative to average drawdown

6.23

7.61

-1.38

FSXAX vs. PDDDX - Sharpe Ratio Comparison

The current FSXAX Sharpe Ratio is 1.11, which is comparable to the PDDDX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of FSXAX and PDDDX, 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


FSXAXPDDDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.29

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.77

+0.44

Correlation

The correlation between FSXAX and PDDDX 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

FSXAX vs. PDDDX - Dividend Comparison

FSXAX's dividend yield for the trailing twelve months is around 2.27%, less than PDDDX's 4.07% yield.


TTM202520242023202220212020201920182017
FSXAX
Fidelity Sustainable Target Date 2030 Fund
2.27%2.21%3.97%1.49%0.00%0.00%0.00%0.00%0.00%0.00%
PDDDX
Prudential Day One 2020 Fund
4.07%4.05%19.73%3.22%8.41%28.05%1.91%3.76%3.05%0.86%

Drawdowns

FSXAX vs. PDDDX - Drawdown Comparison

The maximum FSXAX drawdown since its inception was -10.04%, smaller than the maximum PDDDX drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for FSXAX and PDDDX.


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Drawdown Indicators


FSXAXPDDDXDifference

Max Drawdown

Largest peak-to-trough decline

-10.04%

-18.88%

+8.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-5.29%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

Current Drawdown

Current decline from peak

-6.87%

-3.71%

-3.16%

Average Drawdown

Average peak-to-trough decline

-1.50%

-3.06%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.08%

+0.71%

Volatility

FSXAX vs. PDDDX - Volatility Comparison

Fidelity Sustainable Target Date 2030 Fund (FSXAX) has a higher volatility of 3.98% compared to Prudential Day One 2020 Fund (PDDDX) at 2.04%. This indicates that FSXAX's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSXAXPDDDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

2.04%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

6.44%

3.54%

+2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

10.87%

6.57%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.57%

13.74%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.57%

11.45%

-1.88%