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LPWRX vs. FFSFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LPWRXFFSFX
YTD Return19.11%17.49%
1Y Return31.04%28.82%
3Y Return (Ann)4.02%0.87%
5Y Return (Ann)9.52%7.69%
Sharpe Ratio2.472.63
Sortino Ratio3.313.66
Omega Ratio1.501.48
Calmar Ratio2.261.47
Martin Ratio17.1216.91
Ulcer Index1.91%1.78%
Daily Std Dev13.22%11.44%
Max Drawdown-34.95%-33.17%
Current Drawdown-0.35%-0.14%

Correlation

-0.50.00.51.00.9

The correlation between LPWRX and FFSFX is 0.92, 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.

Performance

LPWRX vs. FFSFX - Performance Comparison

In the year-to-date period, LPWRX achieves a 19.11% return, which is significantly higher than FFSFX's 17.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.69%
8.72%
LPWRX
FFSFX

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LPWRX vs. FFSFX - Expense Ratio Comparison

LPWRX has a 0.93% expense ratio, which is higher than FFSFX's 0.75% expense ratio.


LPWRX
BlackRock LifePath Dynamic 2065 Fund
Expense ratio chart for LPWRX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for FFSFX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

LPWRX vs. FFSFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Dynamic 2065 Fund (LPWRX) and Fidelity Freedom 2065 Fund (FFSFX). 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.


LPWRX
Sharpe ratio
The chart of Sharpe ratio for LPWRX, currently valued at 2.47, compared to the broader market0.002.004.002.47
Sortino ratio
The chart of Sortino ratio for LPWRX, currently valued at 3.31, compared to the broader market0.005.0010.003.31
Omega ratio
The chart of Omega ratio for LPWRX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for LPWRX, currently valued at 2.26, compared to the broader market0.005.0010.0015.0020.0025.002.26
Martin ratio
The chart of Martin ratio for LPWRX, currently valued at 17.12, compared to the broader market0.0020.0040.0060.0080.00100.0017.12
FFSFX
Sharpe ratio
The chart of Sharpe ratio for FFSFX, currently valued at 2.63, compared to the broader market0.002.004.002.63
Sortino ratio
The chart of Sortino ratio for FFSFX, currently valued at 3.66, compared to the broader market0.005.0010.003.66
Omega ratio
The chart of Omega ratio for FFSFX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for FFSFX, currently valued at 1.47, compared to the broader market0.005.0010.0015.0020.0025.001.47
Martin ratio
The chart of Martin ratio for FFSFX, currently valued at 16.91, compared to the broader market0.0020.0040.0060.0080.00100.0016.91

LPWRX vs. FFSFX - Sharpe Ratio Comparison

The current LPWRX Sharpe Ratio is 2.47, which is comparable to the FFSFX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of LPWRX and FFSFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.47
2.63
LPWRX
FFSFX

Dividends

LPWRX vs. FFSFX - Dividend Comparison

LPWRX's dividend yield for the trailing twelve months is around 1.54%, more than FFSFX's 1.07% yield.


TTM20232022202120202019
LPWRX
BlackRock LifePath Dynamic 2065 Fund
1.54%2.08%1.37%5.81%1.01%0.55%
FFSFX
Fidelity Freedom 2065 Fund
1.07%1.25%2.03%2.12%1.02%1.15%

Drawdowns

LPWRX vs. FFSFX - Drawdown Comparison

The maximum LPWRX drawdown since its inception was -34.95%, which is greater than FFSFX's maximum drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for LPWRX and FFSFX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.35%
-0.14%
LPWRX
FFSFX

Volatility

LPWRX vs. FFSFX - Volatility Comparison

BlackRock LifePath Dynamic 2065 Fund (LPWRX) has a higher volatility of 3.51% compared to Fidelity Freedom 2065 Fund (FFSFX) at 3.04%. This indicates that LPWRX's price experiences larger fluctuations and is considered to be riskier than FFSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.51%
3.04%
LPWRX
FFSFX