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RFETX vs. FFFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFETX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2030 Target Date Retirement Fund Class R6 (RFETX) and Fidelity Freedom 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

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RFETX vs. FFFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFETX
American Funds 2030 Target Date Retirement Fund Class R6
-1.28%15.73%10.86%14.52%-14.50%13.22%15.17%20.03%-4.14%18.53%
FFFCX
Fidelity Freedom 2010 Fund
0.41%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%

Returns By Period

In the year-to-date period, RFETX achieves a -1.28% return, which is significantly lower than FFFCX's 0.41% return. Over the past 10 years, RFETX has outperformed FFFCX with an annualized return of 8.90%, while FFFCX has yielded a comparatively lower 5.51% annualized return.


RFETX

1D
1.59%
1M
-4.09%
YTD
-1.28%
6M
0.63%
1Y
12.75%
3Y*
11.54%
5Y*
6.22%
10Y*
8.90%

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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RFETX vs. FFFCX - Expense Ratio Comparison

RFETX has a 0.33% expense ratio, which is lower than FFFCX's 0.49% expense ratio.


Return for Risk

RFETX vs. FFFCX — Risk / Return Rank

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

RFETX
RFETX Risk / Return Rank: 7676
Overall Rank
RFETX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RFETX Sortino Ratio Rank: 7777
Sortino Ratio Rank
RFETX Omega Ratio Rank: 7272
Omega Ratio Rank
RFETX Calmar Ratio Rank: 7676
Calmar Ratio Rank
RFETX Martin Ratio Rank: 7979
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.

RFETX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2030 Target Date Retirement Fund Class R6 (RFETX) 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.


RFETXFFFCXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.73

-0.28

Sortino ratio

Return per unit of downside risk

2.12

2.41

-0.29

Omega ratio

Gain probability vs. loss probability

1.30

1.36

-0.06

Calmar ratio

Return relative to maximum drawdown

2.05

2.39

-0.34

Martin ratio

Return relative to average drawdown

8.73

9.45

-0.71

RFETX vs. FFFCX - Sharpe Ratio Comparison

The current RFETX Sharpe Ratio is 1.45, which is comparable to the FFFCX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of RFETX 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


RFETXFFFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.73

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.50

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.88

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.67

+0.11

Correlation

The correlation between RFETX and FFFCX 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

RFETX vs. FFFCX - Dividend Comparison

RFETX's dividend yield for the trailing twelve months is around 6.71%, more than FFFCX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
RFETX
American Funds 2030 Target Date Retirement Fund Class R6
6.71%6.62%4.04%3.00%4.73%6.77%3.86%4.26%4.81%2.86%3.77%5.83%
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

RFETX vs. FFFCX - Drawdown Comparison

The maximum RFETX drawdown since its inception was -22.29%, smaller than the maximum FFFCX drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for RFETX and FFFCX.


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Drawdown Indicators


RFETXFFFCXDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-36.88%

+14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-4.00%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.81%

-18.35%

-2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-22.29%

-18.35%

-3.94%

Current Drawdown

Current decline from peak

-4.53%

-2.82%

-1.71%

Average Drawdown

Average peak-to-trough decline

-3.31%

-4.60%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.01%

+0.52%

Volatility

RFETX vs. FFFCX - Volatility Comparison

American Funds 2030 Target Date Retirement Fund Class R6 (RFETX) has a higher volatility of 3.46% compared to Fidelity Freedom 2010 Fund (FFFCX) at 2.59%. This indicates that RFETX'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


RFETXFFFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

2.59%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

5.57%

3.56%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

9.09%

5.56%

+3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.71%

6.33%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.66%

6.28%

+4.38%