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

Correlation

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.


-0.50.00.51.00.9

Performance

LPWRX vs. FFSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Dynamic 2065 Fund (LPWRX) and Fidelity Freedom 2065 Fund (FFSFX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.30%
3.92%
LPWRX
FFSFX

Key characteristics

Sharpe Ratio

LPWRX:

1.22

FFSFX:

1.41

Sortino Ratio

LPWRX:

1.67

FFSFX:

1.96

Omega Ratio

LPWRX:

1.25

FFSFX:

1.25

Calmar Ratio

LPWRX:

1.91

FFSFX:

1.10

Martin Ratio

LPWRX:

8.01

FFSFX:

8.51

Ulcer Index

LPWRX:

2.01%

FFSFX:

1.90%

Daily Std Dev

LPWRX:

13.21%

FFSFX:

11.51%

Max Drawdown

LPWRX:

-34.95%

FFSFX:

-33.17%

Current Drawdown

LPWRX:

-4.45%

FFSFX:

-4.04%

Returns By Period

In the year-to-date period, LPWRX achieves a 15.17% return, which is significantly higher than FFSFX's 13.96% return.


LPWRX

YTD

15.17%

1M

-1.58%

6M

4.38%

1Y

16.27%

5Y*

7.93%

10Y*

N/A

FFSFX

YTD

13.96%

1M

-0.88%

6M

3.99%

1Y

14.90%

5Y*

6.10%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for LPWRX, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.001.221.41
The chart of Sortino ratio for LPWRX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.671.96
The chart of Omega ratio for LPWRX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.25
The chart of Calmar ratio for LPWRX, currently valued at 1.91, compared to the broader market0.002.004.006.008.0010.0012.0014.001.911.10
The chart of Martin ratio for LPWRX, currently valued at 8.01, compared to the broader market0.0020.0040.0060.008.018.51
LPWRX
FFSFX

The current LPWRX Sharpe Ratio is 1.22, which is comparable to the FFSFX Sharpe Ratio of 1.41. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.22
1.41
LPWRX
FFSFX

Dividends

LPWRX vs. FFSFX - Dividend Comparison

LPWRX's dividend yield for the trailing twelve months is around 1.60%, more than FFSFX's 1.10% yield.


TTM20232022202120202019
LPWRX
BlackRock LifePath Dynamic 2065 Fund
0.55%2.08%1.37%5.81%1.01%0.55%
FFSFX
Fidelity Freedom 2065 Fund
1.10%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%JulyAugustSeptemberOctoberNovemberDecember
-4.45%
-4.04%
LPWRX
FFSFX

Volatility

LPWRX vs. FFSFX - Volatility Comparison

BlackRock LifePath Dynamic 2065 Fund (LPWRX) has a higher volatility of 3.85% compared to Fidelity Freedom 2065 Fund (FFSFX) at 3.37%. 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%JulyAugustSeptemberOctoberNovemberDecember
3.85%
3.37%
LPWRX
FFSFX
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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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