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

Correlation

The correlation between ITDA and FFTWX is 0.87, 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.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.17%
1.65%
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

3.81%

1M

2.60%

6M

1.65%

1Y

9.95%

5Y*

1.70%

10Y*

2.57%

*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 Rank

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

ITDA
The Risk-Adjusted Performance Rank of ITDA is 8383
Overall Rank
The Sharpe Ratio Rank of ITDA is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDA is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ITDA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ITDA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ITDA is 7979
Martin Ratio Rank

FFTWX
The Risk-Adjusted Performance Rank of FFTWX is 5858
Overall Rank
The Sharpe Ratio Rank of FFTWX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTWX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FFTWX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FFTWX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FFTWX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.43, compared to the broader market0.002.004.001.431.21
The chart of Sortino ratio for ITDA, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.0012.002.101.75
The chart of Omega ratio for ITDA, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.22
The chart of Calmar ratio for ITDA, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.241.76
The chart of Martin ratio for ITDA, currently valued at 5.44, compared to the broader market0.0020.0040.0060.0080.00100.005.445.36
ITDA
FFTWX


Rolling 12-month Sharpe Ratio1.001.502.002.503.00Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
1.43
1.21
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 2.21%.


TTM20242023202220212020201920182017201620152014
ITDA
Ishares Lifepath Target Date 2025 ETF
2.21%2.21%0.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FFTWX
Fidelity Freedom 2025 Fund
2.21%2.30%2.05%2.89%2.42%1.09%1.72%1.84%1.28%1.63%4.17%8.80%

Drawdowns

ITDA vs. FFTWX - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.01%
-0.79%
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 2.08%. 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%SeptemberOctoberNovemberDecember2025February0
2.08%
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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