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PTDIX vs. FHNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTDIX vs. FHNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2040 Fund (PTDIX) and Fidelity Freedom Blend 2020 Fund Class K6 (FHNDX). The values are adjusted to include any dividend payments, if applicable.

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PTDIX vs. FHNDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PTDIX
Principal LifeTime 2040 Fund
-4.20%15.59%17.43%18.33%-18.13%15.35%16.04%24.91%-12.09%
FHNDX
Fidelity Freedom Blend 2020 Fund Class K6
-1.36%14.56%7.19%12.95%-16.38%8.72%13.59%18.58%-6.83%

Returns By Period

In the year-to-date period, PTDIX achieves a -4.20% return, which is significantly lower than FHNDX's -1.36% 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%

FHNDX

1D
0.17%
1M
-5.22%
YTD
-1.36%
6M
0.56%
1Y
11.11%
3Y*
9.07%
5Y*
4.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTDIX vs. FHNDX - Expense Ratio Comparison

PTDIX has a 0.01% expense ratio, which is lower than FHNDX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PTDIX vs. FHNDX — 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

FHNDX
FHNDX Risk / Return Rank: 7676
Overall Rank
FHNDX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FHNDX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FHNDX Omega Ratio Rank: 7676
Omega Ratio Rank
FHNDX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FHNDX Martin Ratio Rank: 7777
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. FHNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2040 Fund (PTDIX) and Fidelity Freedom Blend 2020 Fund Class K6 (FHNDX). 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.


PTDIXFHNDXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.36

-0.51

Sortino ratio

Return per unit of downside risk

1.30

1.91

-0.62

Omega ratio

Gain probability vs. loss probability

1.18

1.29

-0.10

Calmar ratio

Return relative to maximum drawdown

1.00

1.71

-0.70

Martin ratio

Return relative to average drawdown

4.85

7.44

-2.59

PTDIX vs. FHNDX - Sharpe Ratio Comparison

The current PTDIX Sharpe Ratio is 0.86, which is lower than the FHNDX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PTDIX and FHNDX, 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


PTDIXFHNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.36

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.46

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.63

-0.18

Correlation

The correlation between PTDIX and FHNDX is 0.93, 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. FHNDX - Dividend Comparison

PTDIX's dividend yield for the trailing twelve months is around 10.23%, more than FHNDX's 2.81% 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%
FHNDX
Fidelity Freedom Blend 2020 Fund Class K6
2.81%2.77%2.62%2.66%5.94%7.22%4.45%3.01%1.37%0.00%0.00%0.00%

Drawdowns

PTDIX vs. FHNDX - Drawdown Comparison

The maximum PTDIX drawdown since its inception was -54.38%, which is greater than FHNDX's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for PTDIX and FHNDX.


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Drawdown Indicators


PTDIXFHNDXDifference

Max Drawdown

Largest peak-to-trough decline

-54.38%

-22.68%

-31.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-6.20%

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-22.68%

-2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

Current Drawdown

Current decline from peak

-7.32%

-5.30%

-2.02%

Average Drawdown

Average peak-to-trough decline

-7.54%

-4.88%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.42%

+0.59%

Volatility

PTDIX vs. FHNDX - Volatility Comparison

Principal LifeTime 2040 Fund (PTDIX) has a higher volatility of 4.17% compared to Fidelity Freedom Blend 2020 Fund Class K6 (FHNDX) at 3.17%. This indicates that PTDIX's price experiences larger fluctuations and is considered to be riskier than FHNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTDIXFHNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

3.17%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

4.98%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

8.30%

+4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

8.88%

+4.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

9.73%

+4.06%