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MFFIX vs. PDDDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFFIX vs. PDDDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Lifetime 2050 Fund (MFFIX) and Prudential Day One 2020 Fund (PDDDX). The values are adjusted to include any dividend payments, if applicable.

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MFFIX vs. PDDDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFFIX
MFS Lifetime 2050 Fund
-2.67%16.35%13.21%16.81%-15.69%20.44%13.24%26.79%-7.94%20.67%
PDDDX
Prudential Day One 2020 Fund
-0.38%10.40%15.97%9.52%-12.63%36.80%8.13%14.99%-4.65%10.17%

Returns By Period

In the year-to-date period, MFFIX achieves a -2.67% return, which is significantly lower than PDDDX's -0.38% return.


MFFIX

1D
-0.25%
1M
-8.00%
YTD
-2.67%
6M
-1.00%
1Y
13.34%
3Y*
12.62%
5Y*
7.61%
10Y*
10.14%

PDDDX

1D
0.19%
1M
-3.71%
YTD
-0.38%
6M
0.92%
1Y
8.21%
3Y*
10.50%
5Y*
10.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFFIX vs. PDDDX - Expense Ratio Comparison

MFFIX has a 0.00% expense ratio, which is lower than PDDDX's 0.76% expense ratio.


Return for Risk

MFFIX vs. PDDDX — Risk / Return Rank

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

MFFIX
MFFIX Risk / Return Rank: 4747
Overall Rank
MFFIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MFFIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MFFIX Omega Ratio Rank: 4848
Omega Ratio Rank
MFFIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
MFFIX Martin Ratio Rank: 5151
Martin Ratio Rank

PDDDX
PDDDX Risk / Return Rank: 7373
Overall Rank
PDDDX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PDDDX Sortino Ratio Rank: 7373
Sortino Ratio Rank
PDDDX Omega Ratio Rank: 7373
Omega Ratio Rank
PDDDX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PDDDX Martin Ratio Rank: 7878
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.

MFFIX vs. PDDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Lifetime 2050 Fund (MFFIX) and Prudential Day One 2020 Fund (PDDDX). 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.


MFFIXPDDDXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.29

-0.34

Sortino ratio

Return per unit of downside risk

1.38

1.82

-0.44

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.09

1.55

-0.47

Martin ratio

Return relative to average drawdown

5.08

7.61

-2.54

MFFIX vs. PDDDX - Sharpe Ratio Comparison

The current MFFIX Sharpe Ratio is 0.95, which is comparable to the PDDDX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of MFFIX and PDDDX, 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


MFFIXPDDDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.29

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.76

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.77

-0.10

Correlation

The correlation between MFFIX and PDDDX is 0.89, 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

MFFIX vs. PDDDX - Dividend Comparison

MFFIX's dividend yield for the trailing twelve months is around 7.77%, more than PDDDX's 4.07% yield.


TTM20252024202320222021202020192018201720162015
MFFIX
MFS Lifetime 2050 Fund
7.77%7.56%4.81%3.51%6.38%9.06%2.37%4.34%3.88%3.10%3.90%1.76%
PDDDX
Prudential Day One 2020 Fund
4.07%4.05%19.73%3.22%8.41%28.05%1.91%3.76%3.05%0.86%0.00%0.00%

Drawdowns

MFFIX vs. PDDDX - Drawdown Comparison

The maximum MFFIX drawdown since its inception was -32.80%, which is greater than PDDDX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for MFFIX and PDDDX.


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Drawdown Indicators


MFFIXPDDDXDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-18.88%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-5.29%

-5.71%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-16.64%

-6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-32.80%

Current Drawdown

Current decline from peak

-8.31%

-3.71%

-4.60%

Average Drawdown

Average peak-to-trough decline

-4.00%

-3.06%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.08%

+1.27%

Volatility

MFFIX vs. PDDDX - Volatility Comparison

MFS Lifetime 2050 Fund (MFFIX) has a higher volatility of 4.02% compared to Prudential Day One 2020 Fund (PDDDX) at 2.04%. This indicates that MFFIX's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFFIXPDDDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

2.04%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

3.54%

+4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

6.57%

+7.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

13.74%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

11.45%

+3.46%