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PRRTX vs. FRKMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRRTX vs. FRKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam RetirementReady 2030 Fund (PRRTX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). The values are adjusted to include any dividend payments, if applicable.

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PRRTX vs. FRKMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRRTX
Putnam RetirementReady 2030 Fund
-3.20%8.59%6.18%15.42%-7.91%6.89%5.46%2.50%
FRKMX
Fidelity Managed Retirement Income Fund Class K
-0.48%9.91%4.40%8.17%-11.57%2.88%8.68%3.08%

Returns By Period

In the year-to-date period, PRRTX achieves a -3.20% return, which is significantly lower than FRKMX's -0.48% return.


PRRTX

1D
0.12%
1M
-3.49%
YTD
-3.20%
6M
-1.77%
1Y
6.05%
3Y*
7.68%
5Y*
4.59%
10Y*
5.54%

FRKMX

1D
0.26%
1M
-3.17%
YTD
-0.48%
6M
0.79%
1Y
7.15%
3Y*
6.03%
5Y*
2.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRRTX vs. FRKMX - Expense Ratio Comparison

PRRTX has a 0.11% expense ratio, which is lower than FRKMX's 0.35% expense ratio.


Return for Risk

PRRTX vs. FRKMX — Risk / Return Rank

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

PRRTX
PRRTX Risk / Return Rank: 4242
Overall Rank
PRRTX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PRRTX Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRRTX Omega Ratio Rank: 4040
Omega Ratio Rank
PRRTX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRRTX Martin Ratio Rank: 4545
Martin Ratio Rank

FRKMX
FRKMX Risk / Return Rank: 8383
Overall Rank
FRKMX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FRKMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRKMX Omega Ratio Rank: 8080
Omega Ratio Rank
FRKMX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FRKMX Martin Ratio Rank: 8484
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.

PRRTX vs. FRKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam RetirementReady 2030 Fund (PRRTX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). 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.


PRRTXFRKMXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.59

-0.64

Sortino ratio

Return per unit of downside risk

1.32

2.20

-0.88

Omega ratio

Gain probability vs. loss probability

1.19

1.32

-0.13

Calmar ratio

Return relative to maximum drawdown

0.99

2.13

-1.14

Martin ratio

Return relative to average drawdown

4.57

8.58

-4.01

PRRTX vs. FRKMX - Sharpe Ratio Comparison

The current PRRTX Sharpe Ratio is 0.95, which is lower than the FRKMX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of PRRTX and FRKMX, 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


PRRTXFRKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.59

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.48

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.69

+0.16

Correlation

The correlation between PRRTX and FRKMX is 0.81, 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

PRRTX vs. FRKMX - Dividend Comparison

PRRTX's dividend yield for the trailing twelve months is around 2.21%, less than FRKMX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
PRRTX
Putnam RetirementReady 2030 Fund
2.21%2.14%2.57%2.66%10.69%8.38%1.54%3.76%7.57%2.95%0.73%2.72%
FRKMX
Fidelity Managed Retirement Income Fund Class K
3.27%3.11%3.12%2.92%4.66%3.65%2.56%1.85%0.00%0.00%0.00%0.00%

Drawdowns

PRRTX vs. FRKMX - Drawdown Comparison

The maximum PRRTX drawdown since its inception was -16.59%, roughly equal to the maximum FRKMX drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for PRRTX and FRKMX.


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Drawdown Indicators


PRRTXFRKMXDifference

Max Drawdown

Largest peak-to-trough decline

-16.59%

-16.04%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.78%

-3.42%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-11.71%

-16.04%

+4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-16.59%

Current Drawdown

Current decline from peak

-3.96%

-3.17%

-0.79%

Average Drawdown

Average peak-to-trough decline

-2.30%

-3.64%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.85%

+0.40%

Volatility

PRRTX vs. FRKMX - Volatility Comparison

Putnam RetirementReady 2030 Fund (PRRTX) has a higher volatility of 2.09% compared to Fidelity Managed Retirement Income Fund Class K (FRKMX) at 1.96%. This indicates that PRRTX's price experiences larger fluctuations and is considered to be riskier than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRRTXFRKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

1.96%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

2.86%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

4.58%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.11%

5.22%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.28%

5.13%

+2.15%