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MURNX vs. FYTKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MURNX vs. FYTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX) and Fidelity Freedom Income Fund Class K6 (FYTKX). The values are adjusted to include any dividend payments, if applicable.

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MURNX vs. FYTKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MURNX
Mutual of America Investment Corporation - 2050 Retirement Fund
-1.47%17.89%14.37%15.78%-16.25%17.85%918.18%
FYTKX
Fidelity Freedom Income Fund Class K6
0.49%10.61%4.60%8.42%-11.23%3.25%8.61%

Returns By Period

In the year-to-date period, MURNX achieves a -1.47% return, which is significantly lower than FYTKX's 0.49% return.


MURNX

1D
2.53%
1M
-5.18%
YTD
-1.47%
6M
0.77%
1Y
17.18%
3Y*
13.34%
5Y*
6.90%
10Y*

FYTKX

1D
0.90%
1M
-2.21%
YTD
0.49%
6M
1.73%
1Y
8.37%
3Y*
6.75%
5Y*
2.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MURNX vs. FYTKX - Expense Ratio Comparison

MURNX has a 0.08% expense ratio, which is lower than FYTKX's 0.37% expense ratio.


Return for Risk

MURNX vs. FYTKX — Risk / Return Rank

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

MURNX
MURNX Risk / Return Rank: 5252
Overall Rank
MURNX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MURNX Sortino Ratio Rank: 6666
Sortino Ratio Rank
MURNX Omega Ratio Rank: 6363
Omega Ratio Rank
MURNX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MURNX Martin Ratio Rank: 3939
Martin Ratio Rank

FYTKX
FYTKX Risk / Return Rank: 8787
Overall Rank
FYTKX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FYTKX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FYTKX Omega Ratio Rank: 8585
Omega Ratio Rank
FYTKX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FYTKX Martin Ratio Rank: 8888
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.

MURNX vs. FYTKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX) and Fidelity Freedom Income Fund Class K6 (FYTKX). 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.


MURNXFYTKXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.80

-0.59

Sortino ratio

Return per unit of downside risk

1.82

2.51

-0.69

Omega ratio

Gain probability vs. loss probability

1.26

1.36

-0.10

Calmar ratio

Return relative to maximum drawdown

1.01

2.39

-1.38

Martin ratio

Return relative to average drawdown

4.73

9.88

-5.15

MURNX vs. FYTKX - Sharpe Ratio Comparison

The current MURNX Sharpe Ratio is 1.21, which is lower than the FYTKX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of MURNX and FYTKX, 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


MURNXFYTKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.80

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.56

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.86

-0.69

Correlation

The correlation between MURNX and FYTKX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MURNX vs. FYTKX - Dividend Comparison

MURNX's dividend yield for the trailing twelve months is around 9.44%, more than FYTKX's 3.48% yield.


TTM202520242023202220212020201920182017
MURNX
Mutual of America Investment Corporation - 2050 Retirement Fund
9.44%9.30%6.49%3.56%11.26%3.72%0.00%0.00%0.00%0.00%
FYTKX
Fidelity Freedom Income Fund Class K6
3.48%3.53%3.38%3.13%6.05%6.26%4.48%3.80%5.33%2.65%

Drawdowns

MURNX vs. FYTKX - Drawdown Comparison

The maximum MURNX drawdown since its inception was -32.96%, which is greater than FYTKX's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for MURNX and FYTKX.


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Drawdown Indicators


MURNXFYTKXDifference

Max Drawdown

Largest peak-to-trough decline

-32.96%

-15.80%

-17.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-3.67%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-15.80%

-7.95%

Current Drawdown

Current decline from peak

-6.18%

-2.55%

-3.63%

Average Drawdown

Average peak-to-trough decline

-5.64%

-2.92%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

0.89%

+1.93%

Volatility

MURNX vs. FYTKX - Volatility Comparison

Mutual of America Investment Corporation - 2050 Retirement Fund (MURNX) has a higher volatility of 4.65% compared to Fidelity Freedom Income Fund Class K6 (FYTKX) at 2.43%. This indicates that MURNX's price experiences larger fluctuations and is considered to be riskier than FYTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MURNXFYTKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

2.43%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

3.27%

+5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

4.85%

+11.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

5.26%

+11.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

387.49%

4.73%

+382.76%