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LEGR vs. FXIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEGR vs. FXIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Fidelity Freedom Index 2030 Fund Investor Class (FXIFX). The values are adjusted to include any dividend payments, if applicable.

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LEGR vs. FXIFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LEGR
First Trust Indxx Innovative Transaction & Process ETF
-2.67%30.83%16.25%22.79%-19.01%17.91%18.73%27.99%-14.11%
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
-2.61%15.89%9.50%15.10%-16.55%10.84%14.34%22.07%-9.67%

Returns By Period

The year-to-date returns for both investments are quite close, with LEGR having a -2.67% return and FXIFX slightly higher at -2.61%.


LEGR

1D
2.90%
1M
-5.47%
YTD
-2.67%
6M
3.46%
1Y
20.85%
3Y*
18.46%
5Y*
9.89%
10Y*

FXIFX

1D
0.14%
1M
-6.14%
YTD
-2.61%
6M
-0.52%
1Y
11.87%
3Y*
10.36%
5Y*
5.23%
10Y*
8.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEGR vs. FXIFX - Expense Ratio Comparison

LEGR has a 0.65% expense ratio, which is higher than FXIFX's 0.12% expense ratio.


Return for Risk

LEGR vs. FXIFX — Risk / Return Rank

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

LEGR
LEGR Risk / Return Rank: 7171
Overall Rank
LEGR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LEGR Sortino Ratio Rank: 7171
Sortino Ratio Rank
LEGR Omega Ratio Rank: 7171
Omega Ratio Rank
LEGR Calmar Ratio Rank: 6868
Calmar Ratio Rank
LEGR Martin Ratio Rank: 7070
Martin Ratio Rank

FXIFX
FXIFX Risk / Return Rank: 6969
Overall Rank
FXIFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FXIFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FXIFX Omega Ratio Rank: 6969
Omega Ratio Rank
FXIFX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FXIFX Martin Ratio Rank: 7171
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.

LEGR vs. FXIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Fidelity Freedom Index 2030 Fund Investor Class (FXIFX). 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.


LEGRFXIFXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.20

+0.06

Sortino ratio

Return per unit of downside risk

1.76

1.72

+0.04

Omega ratio

Gain probability vs. loss probability

1.26

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.69

1.50

+0.18

Martin ratio

Return relative to average drawdown

6.89

6.72

+0.16

LEGR vs. FXIFX - Sharpe Ratio Comparison

The current LEGR Sharpe Ratio is 1.26, which is comparable to the FXIFX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of LEGR and FXIFX, 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


LEGRFXIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.20

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.51

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.70

-0.18

Correlation

The correlation between LEGR and FXIFX 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.


Dividends

LEGR vs. FXIFX - Dividend Comparison

LEGR's dividend yield for the trailing twelve months is around 1.92%, less than FXIFX's 3.43% yield.


TTM20252024202320222021202020192018201720162015
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.92%1.84%2.40%2.56%2.64%1.80%0.95%2.04%1.30%0.00%0.00%0.00%
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
3.43%3.34%2.67%2.26%2.69%2.13%2.40%16.73%2.13%1.84%1.94%2.02%

Drawdowns

LEGR vs. FXIFX - Drawdown Comparison

The maximum LEGR drawdown since its inception was -36.12%, which is greater than FXIFX's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for LEGR and FXIFX.


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Drawdown Indicators


LEGRFXIFXDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-23.90%

-12.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-7.46%

-5.12%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-23.28%

-8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-23.90%

Current Drawdown

Current decline from peak

-7.62%

-6.30%

-1.32%

Average Drawdown

Average peak-to-trough decline

-6.72%

-3.63%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

1.67%

+1.41%

Volatility

LEGR vs. FXIFX - Volatility Comparison

First Trust Indxx Innovative Transaction & Process ETF (LEGR) has a higher volatility of 6.49% compared to Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) at 3.54%. This indicates that LEGR's price experiences larger fluctuations and is considered to be riskier than FXIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEGRFXIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

3.54%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

5.85%

+4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

10.09%

+6.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

10.28%

+6.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

11.21%

+9.18%