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PAFMX vs. FRIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAFMX vs. FRIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Retirement Advantage 2045 Fund (PAFMX) and Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX). The values are adjusted to include any dividend payments, if applicable.

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PAFMX vs. FRIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PAFMX
Putnam Retirement Advantage 2045 Fund
-1.40%18.27%15.76%25.02%-16.53%17.61%14.31%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
0.24%9.94%4.30%8.06%-11.66%2.78%8.18%

Returns By Period

In the year-to-date period, PAFMX achieves a -1.40% return, which is significantly lower than FRIMX's 0.24% return.


PAFMX

1D
2.31%
1M
-4.24%
YTD
-1.40%
6M
1.08%
1Y
17.74%
3Y*
16.75%
5Y*
9.33%
10Y*

FRIMX

1D
0.75%
1M
-2.07%
YTD
0.24%
6M
1.30%
1Y
7.57%
3Y*
6.23%
5Y*
2.46%
10Y*
4.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAFMX vs. FRIMX - Expense Ratio Comparison

Both PAFMX and FRIMX have an expense ratio of 0.45%.


Return for Risk

PAFMX vs. FRIMX — Risk / Return Rank

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

PAFMX
PAFMX Risk / Return Rank: 7373
Overall Rank
PAFMX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PAFMX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PAFMX Omega Ratio Rank: 7070
Omega Ratio Rank
PAFMX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PAFMX Martin Ratio Rank: 8282
Martin Ratio Rank

FRIMX
FRIMX Risk / Return Rank: 8383
Overall Rank
FRIMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FRIMX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FRIMX Omega Ratio Rank: 8181
Omega Ratio Rank
FRIMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRIMX Martin Ratio Rank: 8282
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.

PAFMX vs. FRIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Retirement Advantage 2045 Fund (PAFMX) 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.


PAFMXFRIMXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.70

-0.38

Sortino ratio

Return per unit of downside risk

1.91

2.38

-0.47

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.05

Calmar ratio

Return relative to maximum drawdown

1.87

2.31

-0.44

Martin ratio

Return relative to average drawdown

9.11

9.18

-0.08

PAFMX vs. FRIMX - Sharpe Ratio Comparison

The current PAFMX Sharpe Ratio is 1.32, which is comparable to the FRIMX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of PAFMX and FRIMX, 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


PAFMXFRIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.70

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.47

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.53

+0.15

Correlation

The correlation between PAFMX and FRIMX is 0.72, 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

PAFMX vs. FRIMX - Dividend Comparison

PAFMX's dividend yield for the trailing twelve months is around 11.99%, more than FRIMX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
PAFMX
Putnam Retirement Advantage 2045 Fund
11.99%11.82%5.67%2.72%12.24%15.59%1.22%0.00%0.00%0.00%0.00%0.00%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
3.13%3.11%3.01%2.82%4.52%3.54%2.41%2.56%4.67%8.56%1.67%1.68%

Drawdowns

PAFMX vs. FRIMX - Drawdown Comparison

The maximum PAFMX drawdown since its inception was -29.22%, smaller than the maximum FRIMX drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for PAFMX and FRIMX.


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Drawdown Indicators


PAFMXFRIMXDifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-33.73%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-3.44%

-6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-16.12%

-6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-16.12%

Current Drawdown

Current decline from peak

-5.08%

-2.46%

-2.62%

Average Drawdown

Average peak-to-trough decline

-5.24%

-3.74%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.86%

+1.16%

Volatility

PAFMX vs. FRIMX - Volatility Comparison

Putnam Retirement Advantage 2045 Fund (PAFMX) has a higher volatility of 4.70% compared to Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) at 2.13%. This indicates that PAFMX'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


PAFMXFRIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

2.13%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

2.95%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

4.64%

+9.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

5.23%

+8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

4.48%

+11.40%