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PMTIX vs. FAFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMTIX vs. FAFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2030 Fund (PMTIX) and Fidelity Advisor Freedom Income Fund Class A (FAFAX). The values are adjusted to include any dividend payments, if applicable.

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PMTIX vs. FAFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMTIX
Principal LifeTime 2030 Fund
-3.15%13.25%12.86%15.11%-16.81%12.70%14.71%22.40%-7.45%18.41%
FAFAX
Fidelity Advisor Freedom Income Fund Class A
-0.68%9.76%4.04%7.83%-11.67%2.92%8.46%10.85%-2.03%7.12%

Returns By Period

In the year-to-date period, PMTIX achieves a -3.15% return, which is significantly lower than FAFAX's -0.68% return. Over the past 10 years, PMTIX has outperformed FAFAX with an annualized return of 8.05%, while FAFAX has yielded a comparatively lower 3.77% annualized return.


PMTIX

1D
0.00%
1M
-5.66%
YTD
-3.15%
6M
-1.49%
1Y
9.21%
3Y*
10.71%
5Y*
5.31%
10Y*
8.05%

FAFAX

1D
0.19%
1M
-3.55%
YTD
-0.68%
6M
0.52%
1Y
6.76%
3Y*
5.74%
5Y*
2.23%
10Y*
3.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMTIX vs. FAFAX - Expense Ratio Comparison

PMTIX has a 0.01% expense ratio, which is lower than FAFAX's 0.72% expense ratio.


Return for Risk

PMTIX vs. FAFAX — Risk / Return Rank

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

PMTIX
PMTIX Risk / Return Rank: 4949
Overall Rank
PMTIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PMTIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PMTIX Omega Ratio Rank: 4848
Omega Ratio Rank
PMTIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PMTIX Martin Ratio Rank: 5454
Martin Ratio Rank

FAFAX
FAFAX Risk / Return Rank: 7777
Overall Rank
FAFAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FAFAX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FAFAX Omega Ratio Rank: 7474
Omega Ratio Rank
FAFAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FAFAX Martin Ratio Rank: 7979
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.

PMTIX vs. FAFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2030 Fund (PMTIX) and Fidelity Advisor Freedom Income Fund Class A (FAFAX). 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.


PMTIXFAFAXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.43

-0.47

Sortino ratio

Return per unit of downside risk

1.41

1.97

-0.57

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

1.12

1.84

-0.72

Martin ratio

Return relative to average drawdown

5.30

7.65

-2.36

PMTIX vs. FAFAX - Sharpe Ratio Comparison

The current PMTIX Sharpe Ratio is 0.95, which is lower than the FAFAX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of PMTIX and FAFAX, 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


PMTIXFAFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.43

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.43

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.83

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.77

-0.31

Correlation

The correlation between PMTIX and FAFAX is 0.82, 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

PMTIX vs. FAFAX - Dividend Comparison

PMTIX's dividend yield for the trailing twelve months is around 10.01%, more than FAFAX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
PMTIX
Principal LifeTime 2030 Fund
10.01%9.69%9.60%4.26%10.05%8.87%6.37%6.49%8.21%5.87%3.97%9.44%
FAFAX
Fidelity Advisor Freedom Income Fund Class A
3.01%2.93%2.88%2.66%5.70%5.06%3.60%3.52%5.39%3.13%2.86%2.82%

Drawdowns

PMTIX vs. FAFAX - Drawdown Comparison

The maximum PMTIX drawdown since its inception was -52.14%, which is greater than FAFAX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for PMTIX and FAFAX.


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Drawdown Indicators


PMTIXFAFAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.14%

-19.07%

-33.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-3.73%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-23.05%

-16.11%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-25.87%

-16.11%

-9.76%

Current Drawdown

Current decline from peak

-5.85%

-3.55%

-2.30%

Average Drawdown

Average peak-to-trough decline

-6.83%

-2.18%

-4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

0.90%

+0.69%

Volatility

PMTIX vs. FAFAX - Volatility Comparison

Principal LifeTime 2030 Fund (PMTIX) has a higher volatility of 3.33% compared to Fidelity Advisor Freedom Income Fund Class A (FAFAX) at 2.12%. This indicates that PMTIX's price experiences larger fluctuations and is considered to be riskier than FAFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMTIXFAFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

2.12%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

5.61%

3.11%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

9.78%

4.77%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

5.25%

+5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

4.57%

+6.62%