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LIRAX vs. SSFNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LIRAX vs. SSFNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index Retirement Fund Investor A Shares (LIRAX) and State Street Target Retirement Fund (SSFNX). The values are adjusted to include any dividend payments, if applicable.

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LIRAX vs. SSFNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LIRAX
BlackRock LifePath Index Retirement Fund Investor A Shares
-1.01%12.09%5.84%11.22%-15.49%6.42%11.05%15.60%-3.79%10.43%
SSFNX
State Street Target Retirement Fund
-0.35%10.93%7.05%10.73%-12.21%6.87%10.26%13.97%-2.49%8.92%

Returns By Period

In the year-to-date period, LIRAX achieves a -1.01% return, which is significantly lower than SSFNX's -0.35% return. Both investments have delivered pretty close results over the past 10 years, with LIRAX having a 5.16% annualized return and SSFNX not far ahead at 5.41%.


LIRAX

1D
0.27%
1M
-4.03%
YTD
-1.01%
6M
0.65%
1Y
9.38%
3Y*
7.71%
5Y*
3.20%
10Y*
5.16%

SSFNX

1D
0.18%
1M
-3.35%
YTD
-0.35%
6M
1.07%
1Y
8.90%
3Y*
8.01%
5Y*
3.96%
10Y*
5.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LIRAX vs. SSFNX - Expense Ratio Comparison

LIRAX has a 0.44% expense ratio, which is higher than SSFNX's 0.10% expense ratio.


Return for Risk

LIRAX vs. SSFNX — Risk / Return Rank

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

LIRAX
LIRAX Risk / Return Rank: 7878
Overall Rank
LIRAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LIRAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
LIRAX Omega Ratio Rank: 7777
Omega Ratio Rank
LIRAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
LIRAX Martin Ratio Rank: 8181
Martin Ratio Rank

SSFNX
SSFNX Risk / Return Rank: 8484
Overall Rank
SSFNX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SSFNX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SSFNX Omega Ratio Rank: 8484
Omega Ratio Rank
SSFNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SSFNX Martin Ratio Rank: 8787
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.

LIRAX vs. SSFNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index Retirement Fund Investor A Shares (LIRAX) and State Street Target Retirement Fund (SSFNX). 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.


LIRAXSSFNXDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.59

-0.22

Sortino ratio

Return per unit of downside risk

1.95

2.24

-0.29

Omega ratio

Gain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratio

Return relative to maximum drawdown

1.78

1.93

-0.15

Martin ratio

Return relative to average drawdown

8.12

9.29

-1.17

LIRAX vs. SSFNX - Sharpe Ratio Comparison

The current LIRAX Sharpe Ratio is 1.37, which is comparable to the SSFNX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of LIRAX and SSFNX, 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


LIRAXSSFNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.59

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.61

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.83

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.77

-0.07

Correlation

The correlation between LIRAX and SSFNX is 0.95, 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

LIRAX vs. SSFNX - Dividend Comparison

LIRAX's dividend yield for the trailing twelve months is around 3.57%, less than SSFNX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
LIRAX
BlackRock LifePath Index Retirement Fund Investor A Shares
3.57%3.53%1.82%2.37%2.42%2.42%1.70%2.22%2.18%1.99%2.23%2.67%
SSFNX
State Street Target Retirement Fund
4.88%4.86%5.78%5.26%5.12%6.69%1.61%3.35%4.40%2.72%1.84%2.05%

Drawdowns

LIRAX vs. SSFNX - Drawdown Comparison

The maximum LIRAX drawdown since its inception was -20.67%, which is greater than SSFNX's maximum drawdown of -16.62%. Use the drawdown chart below to compare losses from any high point for LIRAX and SSFNX.


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Drawdown Indicators


LIRAXSSFNXDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-16.62%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-4.51%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-16.62%

-4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-20.67%

-16.62%

-4.05%

Current Drawdown

Current decline from peak

-4.03%

-3.35%

-0.68%

Average Drawdown

Average peak-to-trough decline

-2.97%

-2.55%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.94%

+0.21%

Volatility

LIRAX vs. SSFNX - Volatility Comparison

BlackRock LifePath Index Retirement Fund Investor A Shares (LIRAX) has a higher volatility of 2.46% compared to State Street Target Retirement Fund (SSFNX) at 1.92%. This indicates that LIRAX's price experiences larger fluctuations and is considered to be riskier than SSFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIRAXSSFNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

1.92%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

3.23%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

7.06%

5.71%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

6.56%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

6.55%

+0.91%