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PLHHX vs. FFFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLHHX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime Hybrid 2065 Fund (PLHHX) and Fidelity Freedom 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

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PLHHX vs. FFFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLHHX
Principal LifeTime Hybrid 2065 Fund
-1.68%19.91%17.00%20.33%-18.53%20.30%16.50%27.02%-10.19%7.77%
FFFCX
Fidelity Freedom 2010 Fund
0.41%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%3.50%

Returns By Period

In the year-to-date period, PLHHX achieves a -1.68% return, which is significantly lower than FFFCX's 0.41% return.


PLHHX

1D
2.94%
1M
-5.04%
YTD
-1.68%
6M
0.74%
1Y
19.20%
3Y*
15.91%
5Y*
8.61%
10Y*

FFFCX

1D
1.02%
1M
-2.43%
YTD
0.41%
6M
1.73%
1Y
9.26%
3Y*
7.44%
5Y*
3.17%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLHHX vs. FFFCX - Expense Ratio Comparison

PLHHX has a 0.05% expense ratio, which is lower than FFFCX's 0.49% expense ratio.


Return for Risk

PLHHX vs. FFFCX — Risk / Return Rank

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

PLHHX
PLHHX Risk / Return Rank: 6767
Overall Rank
PLHHX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PLHHX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PLHHX Omega Ratio Rank: 6464
Omega Ratio Rank
PLHHX Calmar Ratio Rank: 6464
Calmar Ratio Rank
PLHHX Martin Ratio Rank: 7878
Martin Ratio Rank

FFFCX
FFFCX Risk / Return Rank: 8686
Overall Rank
FFFCX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8585
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 8686
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.

PLHHX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime Hybrid 2065 Fund (PLHHX) and Fidelity Freedom 2010 Fund (FFFCX). 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.


PLHHXFFFCXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.73

-0.52

Sortino ratio

Return per unit of downside risk

1.81

2.41

-0.60

Omega ratio

Gain probability vs. loss probability

1.26

1.36

-0.09

Calmar ratio

Return relative to maximum drawdown

1.67

2.39

-0.73

Martin ratio

Return relative to average drawdown

8.29

9.45

-1.16

PLHHX vs. FFFCX - Sharpe Ratio Comparison

The current PLHHX Sharpe Ratio is 1.21, which is lower than the FFFCX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of PLHHX and FFFCX, 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


PLHHXFFFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.73

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.50

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.67

-0.05

Correlation

The correlation between PLHHX and FFFCX is 0.83, 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

PLHHX vs. FFFCX - Dividend Comparison

PLHHX's dividend yield for the trailing twelve months is around 3.95%, less than FFFCX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
PLHHX
Principal LifeTime Hybrid 2065 Fund
3.95%3.88%4.03%2.64%7.08%2.27%2.00%1.65%3.49%1.87%0.00%0.00%
FFFCX
Fidelity Freedom 2010 Fund
4.95%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%

Drawdowns

PLHHX vs. FFFCX - Drawdown Comparison

The maximum PLHHX drawdown since its inception was -33.47%, smaller than the maximum FFFCX drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for PLHHX and FFFCX.


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Drawdown Indicators


PLHHXFFFCXDifference

Max Drawdown

Largest peak-to-trough decline

-33.47%

-36.88%

+3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-4.00%

-7.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-18.35%

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-18.35%

Current Drawdown

Current decline from peak

-5.95%

-2.82%

-3.13%

Average Drawdown

Average peak-to-trough decline

-5.49%

-4.60%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.01%

+1.38%

Volatility

PLHHX vs. FFFCX - Volatility Comparison

Principal LifeTime Hybrid 2065 Fund (PLHHX) has a higher volatility of 5.97% compared to Fidelity Freedom 2010 Fund (FFFCX) at 2.59%. This indicates that PLHHX's price experiences larger fluctuations and is considered to be riskier than FFFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLHHXFFFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

2.59%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

3.56%

+5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

5.56%

+10.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

6.33%

+9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

6.28%

+10.60%