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LIRIX vs. FFGZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIRIX vs. FFGZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index Retirement Fund (LIRIX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIRIX achieves a 5.84% return, which is significantly higher than FFGZX's 4.28% return. Over the past 10 years, LIRIX has outperformed FFGZX with an annualized return of 5.96%, while FFGZX has yielded a comparatively lower 4.28% annualized return.


LIRIX

1D
0.19%
1M
2.20%
YTD
5.84%
6M
6.03%
1Y
14.64%
3Y*
10.12%
5Y*
4.21%
10Y*
5.96%

FFGZX

1D
0.16%
1M
1.75%
YTD
4.28%
6M
4.42%
1Y
10.55%
3Y*
7.68%
5Y*
3.28%
10Y*
4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIRIX vs. FFGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LIRIX
BlackRock LifePath Index Retirement Fund
5.84%12.41%6.04%11.50%-15.31%6.69%11.40%15.84%-3.54%10.68%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
4.28%9.13%5.02%8.32%-11.07%2.85%8.59%10.68%-0.80%6.73%

Correlation

The correlation between LIRIX and FFGZX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2015

0.90

The correlation between LIRIX and FFGZX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

LIRIX vs. FFGZX — Risk / Return Rank

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

LIRIX
LIRIX Risk / Return Rank: 8181
Overall Rank
LIRIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
LIRIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
LIRIX Omega Ratio Rank: 8080
Omega Ratio Rank
LIRIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
LIRIX Martin Ratio Rank: 8383
Martin Ratio Rank

FFGZX
FFGZX Risk / Return Rank: 7878
Overall Rank
FFGZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 8282
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 7575
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.

LIRIX vs. FFGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index Retirement Fund (LIRIX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). 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.


LIRIXFFGZXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.52

1.54

-0.02

Calmar ratioReturn relative to maximum drawdown

3.50

3.18

+0.32

Martin ratioReturn relative to average drawdown

15.60

14.23

+1.37

LIRIX vs. FFGZX - Sharpe Ratio Comparison

The current LIRIX Sharpe Ratio is 2.65, which is comparable to the FFGZX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of LIRIX and FFGZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LIRIXFFGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.64

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.65

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.97

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.93

-0.14

Drawdowns

LIRIX vs. FFGZX - Drawdown Comparison

The maximum LIRIX drawdown since its inception was -20.49%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for LIRIX and FFGZX.


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Drawdown Indicators


LIRIXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-20.49%

-14.94%

-5.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.23%

-3.33%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-7.56%

-4.76%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-20.49%

-14.94%

-5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-20.49%

-14.94%

-5.55%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.86%

-2.26%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.74%

+0.21%

Volatility

LIRIX vs. FFGZX - Volatility Comparison

BlackRock LifePath Index Retirement Fund (LIRIX) has a higher volatility of 2.02% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 1.49%. This indicates that LIRIX's price experiences larger fluctuations and is considered to be riskier than FFGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIRIXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

1.49%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

4.57%

3.34%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.57%

4.01%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.83%

5.08%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

4.43%

+3.07%

LIRIX vs. FFGZX - Expense Ratio Comparison

LIRIX has a 0.11% expense ratio, which is higher than FFGZX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LIRIX vs. FFGZX - Dividend Comparison

LIRIX's dividend yield for the trailing twelve months is around 3.62%, more than FFGZX's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.21%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%
LIRIX
BlackRock LifePath Index Retirement Fund
3.62%3.83%2.02%2.62%2.69%2.68%1.93%2.43%2.44%2.22%2.47%2.92%

Frequently Asked Questions


With a correlation of 0.95, LIRIX and FFGZX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

LIRIX has higher volatility (2.02%) compared to FFGZX (1.49%). In terms of maximum drawdown, LIRIX dropped -20.49% vs FFGZX's -14.94%.

LIRIX currently has the higher Sharpe Ratio (2.65 vs 2.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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