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PTDIX vs. FFFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTDIX vs. FFFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2040 Fund (PTDIX) and Fidelity Advisor Freedom 2050 Fund Class C (FFFYX). The values are adjusted to include any dividend payments, if applicable.

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PTDIX vs. FFFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTDIX
Principal LifeTime 2040 Fund
-4.20%15.59%17.43%18.33%-18.13%15.35%16.04%24.91%-7.95%20.69%
FFFYX
Fidelity Advisor Freedom 2050 Fund Class C
-4.13%27.84%12.53%18.08%-18.94%14.82%16.41%25.42%-9.22%20.44%

Returns By Period

The year-to-date returns for both investments are quite close, with PTDIX having a -4.20% return and FFFYX slightly higher at -4.13%. Over the past 10 years, PTDIX has underperformed FFFYX with an annualized return of 9.48%, while FFFYX has yielded a comparatively higher 10.07% annualized return.


PTDIX

1D
-0.13%
1M
-7.05%
YTD
-4.20%
6M
-2.23%
1Y
11.01%
3Y*
13.35%
5Y*
6.84%
10Y*
9.48%

FFFYX

1D
-0.28%
1M
-9.29%
YTD
-4.13%
6M
-1.26%
1Y
22.18%
3Y*
15.32%
5Y*
7.63%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTDIX vs. FFFYX - Expense Ratio Comparison

PTDIX has a 0.01% expense ratio, which is lower than FFFYX's 1.75% expense ratio.


Return for Risk

PTDIX vs. FFFYX — Risk / Return Rank

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

PTDIX
PTDIX Risk / Return Rank: 4242
Overall Rank
PTDIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PTDIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PTDIX Omega Ratio Rank: 4141
Omega Ratio Rank
PTDIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PTDIX Martin Ratio Rank: 4949
Martin Ratio Rank

FFFYX
FFFYX Risk / Return Rank: 7777
Overall Rank
FFFYX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FFFYX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FFFYX Omega Ratio Rank: 7575
Omega Ratio Rank
FFFYX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FFFYX Martin Ratio Rank: 8181
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.

PTDIX vs. FFFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2040 Fund (PTDIX) and Fidelity Advisor Freedom 2050 Fund Class C (FFFYX). 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.


PTDIXFFFYXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.33

-0.47

Sortino ratio

Return per unit of downside risk

1.30

1.95

-0.66

Omega ratio

Gain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratio

Return relative to maximum drawdown

1.00

1.82

-0.82

Martin ratio

Return relative to average drawdown

4.85

7.97

-3.12

PTDIX vs. FFFYX - Sharpe Ratio Comparison

The current PTDIX Sharpe Ratio is 0.86, which is lower than the FFFYX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of PTDIX and FFFYX, 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


PTDIXFFFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.33

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.51

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.65

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.37

+0.08

Correlation

The correlation between PTDIX and FFFYX is 0.98, 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

PTDIX vs. FFFYX - Dividend Comparison

PTDIX's dividend yield for the trailing twelve months is around 10.23%, more than FFFYX's 10.10% yield.


TTM20252024202320222021202020192018201720162015
PTDIX
Principal LifeTime 2040 Fund
10.23%9.80%12.28%4.40%8.61%8.92%6.01%7.26%9.28%6.07%4.86%6.73%
FFFYX
Fidelity Advisor Freedom 2050 Fund Class C
10.10%9.68%0.92%0.80%10.23%9.02%4.86%6.25%10.95%3.72%3.98%2.96%

Drawdowns

PTDIX vs. FFFYX - Drawdown Comparison

The maximum PTDIX drawdown since its inception was -54.38%, smaller than the maximum FFFYX drawdown of -58.62%. Use the drawdown chart below to compare losses from any high point for PTDIX and FFFYX.


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Drawdown Indicators


PTDIXFFFYXDifference

Max Drawdown

Largest peak-to-trough decline

-54.38%

-58.62%

+4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-11.10%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-27.99%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

-31.38%

+1.36%

Current Drawdown

Current decline from peak

-7.32%

-9.87%

+2.55%

Average Drawdown

Average peak-to-trough decline

-7.54%

-9.82%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.54%

-0.53%

Volatility

PTDIX vs. FFFYX - Volatility Comparison

The current volatility for Principal LifeTime 2040 Fund (PTDIX) is 4.17%, while Fidelity Advisor Freedom 2050 Fund Class C (FFFYX) has a volatility of 5.60%. This indicates that PTDIX experiences smaller price fluctuations and is considered to be less risky than FFFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTDIXFFFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

5.60%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

9.48%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

16.65%

-3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

14.97%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

15.48%

-1.69%