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TBLLX vs. FFGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBLLX vs. FFGZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement Blend 2050 Fund (TBLLX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

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TBLLX vs. FFGZX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TBLLX
T. Rowe Price Retirement Blend 2050 Fund
-3.80%20.35%15.04%21.21%-18.10%4.24%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
-0.78%9.13%5.02%8.32%-11.07%0.33%

Returns By Period

In the year-to-date period, TBLLX achieves a -3.80% return, which is significantly lower than FFGZX's -0.78% return.


TBLLX

1D
-0.32%
1M
-9.03%
YTD
-3.80%
6M
-0.86%
1Y
16.09%
3Y*
14.78%
5Y*
10Y*

FFGZX

1D
0.25%
1M
-3.09%
YTD
-0.78%
6M
0.46%
1Y
6.37%
3Y*
5.94%
5Y*
2.62%
10Y*
3.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBLLX vs. FFGZX - Expense Ratio Comparison

TBLLX has a 0.43% expense ratio, which is higher than FFGZX's 0.08% expense ratio.


Return for Risk

TBLLX vs. FFGZX — Risk / Return Rank

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

TBLLX
TBLLX Risk / Return Rank: 5454
Overall Rank
TBLLX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TBLLX Sortino Ratio Rank: 5454
Sortino Ratio Rank
TBLLX Omega Ratio Rank: 5656
Omega Ratio Rank
TBLLX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TBLLX Martin Ratio Rank: 5959
Martin Ratio Rank

FFGZX
FFGZX Risk / Return Rank: 8181
Overall Rank
FFGZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 7777
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 8383
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.

TBLLX vs. FFGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement Blend 2050 Fund (TBLLX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). 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.


TBLLXFFGZXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.51

-0.52

Sortino ratio

Return per unit of downside risk

1.47

2.12

-0.65

Omega ratio

Gain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratio

Return relative to maximum drawdown

1.21

1.99

-0.79

Martin ratio

Return relative to average drawdown

5.68

8.42

-2.74

TBLLX vs. FFGZX - Sharpe Ratio Comparison

The current TBLLX Sharpe Ratio is 1.00, which is lower than the FFGZX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of TBLLX and FFGZX, 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


TBLLXFFGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.51

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.84

-0.38

Correlation

The correlation between TBLLX and FFGZX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TBLLX vs. FFGZX - Dividend Comparison

TBLLX's dividend yield for the trailing twelve months is around 2.57%, less than FFGZX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
TBLLX
T. Rowe Price Retirement Blend 2050 Fund
2.57%2.47%1.92%1.72%1.96%2.20%0.00%0.00%0.00%0.00%0.00%0.00%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.46%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%

Drawdowns

TBLLX vs. FFGZX - Drawdown Comparison

The maximum TBLLX drawdown since its inception was -26.50%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for TBLLX and FFGZX.


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Drawdown Indicators


TBLLXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-26.50%

-14.94%

-11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-3.33%

-8.45%

Max Drawdown (5Y)

Largest decline over 5 years

-14.94%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-9.43%

-3.09%

-6.34%

Average Drawdown

Average peak-to-trough decline

-6.78%

-2.29%

-4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

0.79%

+1.71%

Volatility

TBLLX vs. FFGZX - Volatility Comparison

T. Rowe Price Retirement Blend 2050 Fund (TBLLX) has a higher volatility of 5.09% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 1.85%. This indicates that TBLLX's price experiences larger fluctuations and is considered to be riskier than FFGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBLLXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

1.85%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

2.78%

+6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.26%

4.35%

+11.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

5.03%

+10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

4.39%

+11.18%