LTMKX vs. FRIMX
Compare and contrast key facts about MFS Lifetime 2045 Fund (LTMKX) and Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX).
LTMKX is managed by MFS. It was launched on Nov 1, 2012. FRIMX is managed by BlackRock. It was launched on Aug 30, 2007.
Performance
LTMKX vs. FRIMX - Performance Comparison
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LTMKX vs. FRIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTMKX MFS Lifetime 2045 Fund | -2.60% | 15.70% | 12.91% | 16.64% | -15.59% | 20.23% | 13.27% | 26.84% | -7.93% | 21.21% |
FRIMX Fidelity Advisor Managed Retirement Income Fund Class I | -0.51% | 9.94% | 4.30% | 8.06% | -11.66% | 2.78% | 8.57% | 10.57% | -1.82% | 7.08% |
Returns By Period
In the year-to-date period, LTMKX achieves a -2.60% return, which is significantly lower than FRIMX's -0.51% return. Over the past 10 years, LTMKX has outperformed FRIMX with an annualized return of 10.05%, while FRIMX has yielded a comparatively lower 3.92% annualized return.
LTMKX
- 1D
- -0.25%
- 1M
- -7.55%
- YTD
- -2.60%
- 6M
- -0.99%
- 1Y
- 12.75%
- 3Y*
- 12.28%
- 5Y*
- 7.41%
- 10Y*
- 10.05%
FRIMX
- 1D
- 0.26%
- 1M
- -3.19%
- YTD
- -0.51%
- 6M
- 0.75%
- 1Y
- 7.05%
- 3Y*
- 5.96%
- 5Y*
- 2.40%
- 10Y*
- 3.92%
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LTMKX vs. FRIMX - Expense Ratio Comparison
LTMKX has a 0.00% expense ratio, which is lower than FRIMX's 0.45% expense ratio.
Return for Risk
LTMKX vs. FRIMX — Risk / Return Rank
LTMKX
FRIMX
LTMKX vs. FRIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Lifetime 2045 Fund (LTMKX) and Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX). 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.
| LTMKX | FRIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.56 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.40 | 2.17 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.31 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.08 | -0.98 |
Martin ratioReturn relative to average drawdown | 5.19 | 8.41 | -3.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LTMKX | FRIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.56 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.46 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.88 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.53 | +0.15 |
Correlation
The correlation between LTMKX and FRIMX is 0.79, 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
LTMKX vs. FRIMX - Dividend Comparison
LTMKX's dividend yield for the trailing twelve months is around 7.97%, more than FRIMX's 3.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTMKX MFS Lifetime 2045 Fund | 7.97% | 7.76% | 5.02% | 3.26% | 6.45% | 8.35% | 2.47% | 3.95% | 4.12% | 3.21% | 3.60% | 1.76% |
FRIMX Fidelity Advisor Managed Retirement Income Fund Class I | 3.15% | 3.11% | 3.01% | 2.82% | 4.52% | 3.54% | 2.41% | 2.56% | 4.67% | 8.56% | 1.67% | 1.68% |
Drawdowns
LTMKX vs. FRIMX - Drawdown Comparison
The maximum LTMKX drawdown since its inception was -32.78%, roughly equal to the maximum FRIMX drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for LTMKX and FRIMX.
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Drawdown Indicators
| LTMKX | FRIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.78% | -33.73% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -3.44% | -6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -16.12% | -6.79% |
Max Drawdown (10Y)Largest decline over 10 years | -32.78% | -16.12% | -16.66% |
Current DrawdownCurrent decline from peak | -7.84% | -3.19% | -4.65% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -3.74% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 0.85% | +1.36% |
Volatility
LTMKX vs. FRIMX - Volatility Comparison
MFS Lifetime 2045 Fund (LTMKX) has a higher volatility of 3.73% compared to Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) at 1.95%. This indicates that LTMKX's price experiences larger fluctuations and is considered to be riskier than FRIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTMKX | FRIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 1.95% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 7.36% | 2.86% | +4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 4.59% | +8.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.43% | 5.21% | +8.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 4.47% | +10.22% |