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ITDA vs. FFTWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITDA and FFTWX is 0.93, 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.


-0.50.00.51.00.9

Performance

ITDA vs. FFTWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2025 ETF (ITDA) and Fidelity Freedom 2025 Fund (FFTWX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember
4.20%
3.22%
ITDA
FFTWX

Key characteristics

Returns By Period


ITDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FFTWX

YTD

8.65%

1M

-1.81%

6M

2.92%

1Y

8.40%

5Y*

5.41%

10Y*

6.27%

*Annualized

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ITDA vs. FFTWX - Expense Ratio Comparison

ITDA has a 0.09% expense ratio, which is lower than FFTWX's 0.62% expense ratio.


FFTWX
Fidelity Freedom 2025 Fund
Expense ratio chart for FFTWX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for ITDA: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

ITDA vs. FFTWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2025 ETF (ITDA) and Fidelity Freedom 2025 Fund (FFTWX). 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.


Sharpe ratio
The chart of Sharpe ratio for ITDA, currently valued at 1.29, compared to the broader market0.002.004.001.291.05
The chart of Sortino ratio for ITDA, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.001.871.51
The chart of Omega ratio for ITDA, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.19
The chart of Calmar ratio for ITDA, currently valued at 2.25, compared to the broader market0.005.0010.0015.002.252.05
The chart of Martin ratio for ITDA, currently valued at 6.18, compared to the broader market0.0020.0040.0060.0080.00100.006.185.74
ITDA
FFTWX


Rolling 12-month Sharpe Ratio1.001.502.002.503.00Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
1.29
1.05
ITDA
FFTWX

Dividends

ITDA vs. FFTWX - Dividend Comparison

ITDA has not paid dividends to shareholders, while FFTWX's dividend yield for the trailing twelve months is around 0.18%.


TTM20232022202120202019201820172016201520142013
ITDA
Ishares Lifepath Target Date 2025 ETF
2.21%0.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FFTWX
Fidelity Freedom 2025 Fund
0.18%2.05%2.89%2.42%1.09%1.72%1.84%1.28%1.63%4.17%8.80%5.88%

Drawdowns

ITDA vs. FFTWX - Drawdown Comparison


-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember
-2.01%
-3.22%
ITDA
FFTWX

Volatility

ITDA vs. FFTWX - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2025 ETF (ITDA) is 0.00%, while Fidelity Freedom 2025 Fund (FFTWX) has a volatility of 2.42%. This indicates that ITDA experiences smaller price fluctuations and is considered to be less risky than FFTWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%AugustSeptemberOctoberNovemberDecember0
2.42%
ITDA
FFTWX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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