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FTLSX vs. DRIJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTLSX vs. DRIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Freedom Blend Income Fund (FTLSX) and Dimensional 2050 Target Date Retirement Income Fund (DRIJX). The values are adjusted to include any dividend payments, if applicable.

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FTLSX vs. DRIJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTLSX
Fidelity Flex Freedom Blend Income Fund
-0.50%10.31%4.72%8.60%-11.33%3.30%9.04%10.97%-1.40%3.61%
DRIJX
Dimensional 2050 Target Date Retirement Income Fund
-3.53%19.64%17.05%21.37%-15.25%21.63%14.09%25.59%-9.14%10.28%

Returns By Period

In the year-to-date period, FTLSX achieves a -0.50% return, which is significantly higher than DRIJX's -3.53% return.


FTLSX

1D
0.20%
1M
-3.46%
YTD
-0.50%
6M
0.89%
1Y
7.42%
3Y*
6.37%
5Y*
2.81%
10Y*

DRIJX

1D
-0.34%
1M
-7.57%
YTD
-3.53%
6M
-0.58%
1Y
17.10%
3Y*
15.48%
5Y*
9.69%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTLSX vs. DRIJX - Expense Ratio Comparison

FTLSX has a 0.00% expense ratio, which is lower than DRIJX's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FTLSX vs. DRIJX — Risk / Return Rank

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

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

DRIJX
DRIJX Risk / Return Rank: 6565
Overall Rank
DRIJX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DRIJX Sortino Ratio Rank: 7171
Sortino Ratio Rank
DRIJX Omega Ratio Rank: 7070
Omega Ratio Rank
DRIJX Calmar Ratio Rank: 5151
Calmar Ratio Rank
DRIJX Martin Ratio Rank: 6565
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.

FTLSX vs. DRIJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend Income Fund (FTLSX) and Dimensional 2050 Target Date Retirement Income Fund (DRIJX). 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.


FTLSXDRIJXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.19

+0.39

Sortino ratio

Return per unit of downside risk

2.18

1.74

+0.44

Omega ratio

Gain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratio

Return relative to maximum drawdown

2.06

1.24

+0.82

Martin ratio

Return relative to average drawdown

8.61

6.15

+2.46

FTLSX vs. DRIJX - Sharpe Ratio Comparison

The current FTLSX Sharpe Ratio is 1.58, which is higher than the DRIJX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FTLSX and DRIJX, 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


FTLSXDRIJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.19

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.67

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.72

+0.13

Correlation

The correlation between FTLSX and DRIJX is 0.67, 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

FTLSX vs. DRIJX - Dividend Comparison

FTLSX's dividend yield for the trailing twelve months is around 3.83%, more than DRIJX's 2.63% yield.


TTM2025202420232022202120202019201820172016
FTLSX
Fidelity Flex Freedom Blend Income Fund
3.83%3.68%3.37%3.19%5.28%4.91%3.06%4.44%4.26%1.97%0.00%
DRIJX
Dimensional 2050 Target Date Retirement Income Fund
2.63%2.49%2.53%3.40%3.98%2.87%4.15%2.18%2.29%1.25%1.40%

Drawdowns

FTLSX vs. DRIJX - Drawdown Comparison

The maximum FTLSX drawdown since its inception was -15.74%, smaller than the maximum DRIJX drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for FTLSX and DRIJX.


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Drawdown Indicators


FTLSXDRIJXDifference

Max Drawdown

Largest peak-to-trough decline

-15.74%

-33.55%

+17.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-10.85%

+7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-15.74%

-23.49%

+7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.55%

Current Drawdown

Current decline from peak

-3.46%

-8.12%

+4.66%

Average Drawdown

Average peak-to-trough decline

-2.86%

-4.25%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

2.31%

-1.44%

Volatility

FTLSX vs. DRIJX - Volatility Comparison

The current volatility for Fidelity Flex Freedom Blend Income Fund (FTLSX) is 2.12%, while Dimensional 2050 Target Date Retirement Income Fund (DRIJX) has a volatility of 4.16%. This indicates that FTLSX experiences smaller price fluctuations and is considered to be less risky than DRIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTLSXDRIJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

4.16%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

7.57%

-4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.82%

14.80%

-9.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

14.52%

-9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

15.60%

-10.86%