PortfoliosLab logoPortfoliosLab logo
FTLSX vs. PBRNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTLSX vs. PBRNX - Performance Comparison

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

Loading graphics...

FTLSX vs. PBRNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTLSX
Fidelity Flex Freedom Blend Income Fund
0.39%10.31%4.72%8.60%-11.33%3.30%9.04%10.97%-1.40%3.61%
PBRNX
PIMCO RealPath Blend Income Fund
-0.60%13.57%5.63%12.03%-16.09%9.00%13.87%16.48%-4.14%5.25%

Returns By Period

In the year-to-date period, FTLSX achieves a 0.39% return, which is significantly higher than PBRNX's -0.60% return.


FTLSX

1D
0.90%
1M
-2.22%
YTD
0.39%
6M
1.59%
1Y
8.16%
3Y*
6.69%
5Y*
2.89%
10Y*

PBRNX

1D
1.24%
1M
-3.72%
YTD
-0.60%
6M
1.01%
1Y
9.97%
3Y*
8.17%
5Y*
3.83%
10Y*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTLSX vs. PBRNX - Expense Ratio Comparison

FTLSX has a 0.00% expense ratio, which is lower than PBRNX's 0.03% 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. PBRNX — Risk / Return Rank

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

FTLSX
FTLSX Risk / Return Rank: 8484
Overall Rank
FTLSX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FTLSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTLSX Omega Ratio Rank: 8282
Omega Ratio Rank
FTLSX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTLSX Martin Ratio Rank: 8585
Martin Ratio Rank

PBRNX
PBRNX Risk / Return Rank: 6666
Overall Rank
PBRNX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PBRNX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PBRNX Omega Ratio Rank: 6363
Omega Ratio Rank
PBRNX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PBRNX Martin Ratio Rank: 6666
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. PBRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend Income Fund (FTLSX) and PIMCO RealPath Blend Income Fund (PBRNX). 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.


FTLSXPBRNXDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.30

+0.43

Sortino ratio

Return per unit of downside risk

2.41

1.82

+0.59

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.08

Calmar ratio

Return relative to maximum drawdown

2.33

1.80

+0.53

Martin ratio

Return relative to average drawdown

9.55

7.13

+2.42

FTLSX vs. PBRNX - Sharpe Ratio Comparison

The current FTLSX Sharpe Ratio is 1.73, which is higher than the PBRNX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FTLSX and PBRNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTLSXPBRNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.30

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.46

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.73

+0.14

Correlation

The correlation between FTLSX and PBRNX is 0.90, 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

FTLSX vs. PBRNX - Dividend Comparison

FTLSX's dividend yield for the trailing twelve months is around 3.80%, less than PBRNX's 4.21% yield.


TTM20252024202320222021202020192018201720162015
FTLSX
Fidelity Flex Freedom Blend Income Fund
3.80%3.68%3.37%3.19%5.28%4.91%3.06%4.44%4.26%1.97%0.00%0.00%
PBRNX
PIMCO RealPath Blend Income Fund
4.21%4.19%4.56%4.16%3.63%5.95%4.29%4.42%2.48%2.16%3.17%2.57%

Drawdowns

FTLSX vs. PBRNX - Drawdown Comparison

The maximum FTLSX drawdown since its inception was -15.74%, smaller than the maximum PBRNX drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for FTLSX and PBRNX.


Loading graphics...

Drawdown Indicators


FTLSXPBRNXDifference

Max Drawdown

Largest peak-to-trough decline

-15.74%

-21.90%

+6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-5.86%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.74%

-21.90%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-21.90%

Current Drawdown

Current decline from peak

-2.59%

-4.17%

+1.58%

Average Drawdown

Average peak-to-trough decline

-2.86%

-3.83%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.48%

-0.59%

Volatility

FTLSX vs. PBRNX - Volatility Comparison

The current volatility for Fidelity Flex Freedom Blend Income Fund (FTLSX) is 2.36%, while PIMCO RealPath Blend Income Fund (PBRNX) has a volatility of 3.42%. This indicates that FTLSX experiences smaller price fluctuations and is considered to be less risky than PBRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTLSXPBRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

3.42%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

4.87%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.89%

7.95%

-3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.36%

8.35%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.75%

7.88%

-3.13%