PortfoliosLab logoPortfoliosLab logo
MXXLX vs. FFGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXXLX vs. FFGZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2055 Fund (MXXLX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXXLX vs. FFGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXXLX
Great-West Lifetime 2055 Fund
-3.99%17.54%10.65%17.25%-17.19%16.12%13.57%25.75%-13.05%21.19%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
-0.78%9.13%5.02%8.32%-11.07%2.85%8.59%10.68%-0.80%6.73%

Returns By Period

In the year-to-date period, MXXLX achieves a -3.99% return, which is significantly lower than FFGZX's -0.78% return. Over the past 10 years, MXXLX has outperformed FFGZX with an annualized return of 8.32%, while FFGZX has yielded a comparatively lower 3.87% annualized return.


MXXLX

1D
-0.26%
1M
-8.81%
YTD
-3.99%
6M
-1.62%
1Y
13.10%
3Y*
11.51%
5Y*
5.86%
10Y*
8.32%

FFGZX

1D
0.25%
1M
-3.09%
YTD
-0.78%
6M
0.46%
1Y
6.37%
3Y*
5.94%
5Y*
2.62%
10Y*
3.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


MXXLX vs. FFGZX - Expense Ratio Comparison

MXXLX has a 0.57% expense ratio, which is higher than FFGZX's 0.08% expense ratio.


Return for Risk

MXXLX vs. FFGZX — Risk / Return Rank

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

MXXLX
MXXLX Risk / Return Rank: 4040
Overall Rank
MXXLX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MXXLX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MXXLX Omega Ratio Rank: 4040
Omega Ratio Rank
MXXLX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MXXLX Martin Ratio Rank: 4545
Martin Ratio Rank

FFGZX
FFGZX Risk / Return Rank: 8181
Overall Rank
FFGZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 7777
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 8383
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.

MXXLX vs. FFGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2055 Fund (MXXLX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). 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.


MXXLXFFGZXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.51

-0.67

Sortino ratio

Return per unit of downside risk

1.26

2.12

-0.86

Omega ratio

Gain probability vs. loss probability

1.18

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

1.01

1.99

-0.99

Martin ratio

Return relative to average drawdown

4.60

8.42

-3.82

MXXLX vs. FFGZX - Sharpe Ratio Comparison

The current MXXLX Sharpe Ratio is 0.84, which is lower than the FFGZX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of MXXLX and FFGZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXXLXFFGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.51

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.52

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.88

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.84

-0.41

Correlation

The correlation between MXXLX and FFGZX is 0.62, 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

MXXLX vs. FFGZX - Dividend Comparison

MXXLX's dividend yield for the trailing twelve months is around 3.10%, less than FFGZX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
MXXLX
Great-West Lifetime 2055 Fund
3.10%2.97%4.27%3.42%7.87%8.92%5.05%9.47%10.16%2.95%0.00%0.00%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.46%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%

Drawdowns

MXXLX vs. FFGZX - Drawdown Comparison

The maximum MXXLX drawdown since its inception was -33.59%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for MXXLX and FFGZX.


Loading graphics...

Drawdown Indicators


MXXLXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-33.59%

-14.94%

-18.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-3.33%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-28.94%

-14.94%

-14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.59%

-14.94%

-18.65%

Current Drawdown

Current decline from peak

-9.11%

-3.09%

-6.02%

Average Drawdown

Average peak-to-trough decline

-7.09%

-2.29%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

0.79%

+1.70%

Volatility

MXXLX vs. FFGZX - Volatility Comparison

Great-West Lifetime 2055 Fund (MXXLX) has a higher volatility of 4.80% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 1.85%. This indicates that MXXLX's price experiences larger fluctuations and is considered to be riskier than FFGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MXXLXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

1.85%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

2.78%

+5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

4.35%

+11.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

5.03%

+10.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

4.39%

+11.99%