TBLHX vs. FFTWX
Compare and contrast key facts about T. Rowe Price Retirement Blend 2035 Fund (TBLHX) and Fidelity Freedom 2025 Fund (FFTWX).
TBLHX is managed by T. Rowe Price. It was launched on Jul 25, 2021. FFTWX is managed by Fidelity. It was launched on Nov 6, 2003.
Performance
TBLHX vs. FFTWX - Performance Comparison
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TBLHX vs. FFTWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TBLHX T. Rowe Price Retirement Blend 2035 Fund | -0.82% | 17.39% | 12.59% | 18.77% | -17.11% | 3.56% |
FFTWX Fidelity Freedom 2025 Fund | -0.07% | 16.46% | 8.20% | 14.10% | -16.66% | 1.18% |
Returns By Period
In the year-to-date period, TBLHX achieves a -0.82% return, which is significantly lower than FFTWX's -0.07% return.
TBLHX
- 1D
- 2.29%
- 1M
- -5.12%
- YTD
- -0.82%
- 6M
- 1.43%
- 1Y
- 15.77%
- 3Y*
- 13.57%
- 5Y*
- —
- 10Y*
- —
FFTWX
- 1D
- 1.78%
- 1M
- -3.93%
- YTD
- -0.07%
- 6M
- 2.02%
- 1Y
- 14.29%
- 3Y*
- 10.80%
- 5Y*
- 4.93%
- 10Y*
- 7.70%
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TBLHX vs. FFTWX - Expense Ratio Comparison
TBLHX has a 0.24% expense ratio, which is lower than FFTWX's 0.62% expense ratio.
Return for Risk
TBLHX vs. FFTWX — Risk / Return Rank
TBLHX
FFTWX
TBLHX vs. FFTWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2035 Fund (TBLHX) and Fidelity Freedom 2025 Fund (FFTWX). 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.
| TBLHX | FFTWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.50 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.76 | 2.12 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.06 | -0.39 |
Martin ratioReturn relative to average drawdown | 7.70 | 8.79 | -1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TBLHX | FFTWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.50 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.50 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.50 | -0.01 |
Correlation
The correlation between TBLHX and FFTWX 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
TBLHX vs. FFTWX - Dividend Comparison
TBLHX's dividend yield for the trailing twelve months is around 2.69%, less than FFTWX's 6.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBLHX T. Rowe Price Retirement Blend 2035 Fund | 2.69% | 2.67% | 2.19% | 2.10% | 2.38% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FFTWX Fidelity Freedom 2025 Fund | 6.44% | 6.44% | 3.74% | 2.08% | 9.66% | 10.38% | 5.75% | 6.09% | 6.39% | 3.04% | 3.91% | 5.60% |
Drawdowns
TBLHX vs. FFTWX - Drawdown Comparison
The maximum TBLHX drawdown since its inception was -24.45%, smaller than the maximum FFTWX drawdown of -47.51%. Use the drawdown chart below to compare losses from any high point for TBLHX and FFTWX.
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Drawdown Indicators
| TBLHX | FFTWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.45% | -47.51% | +23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -7.17% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.66% | — |
Current DrawdownCurrent decline from peak | -5.72% | -4.61% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -5.61% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.68% | +0.43% |
Volatility
TBLHX vs. FFTWX - Volatility Comparison
T. Rowe Price Retirement Blend 2035 Fund (TBLHX) has a higher volatility of 4.94% compared to Fidelity Freedom 2025 Fund (FFTWX) at 4.25%. This indicates that TBLHX's price experiences larger fluctuations and is considered to be riskier than FFTWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TBLHX | FFTWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.25% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 6.09% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 9.85% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.16% | 9.87% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.16% | 10.05% | +3.11% |