TCLFX vs. FQLSX
TCLFX (TIAA-CREF Lifecycle 2025 Fund) and FQLSX (Fidelity Flex Freedom Blend 2055 Fund) are both Target Retirement Date funds. Over the past 5 years, TCLFX returned 4.66%/yr vs 10.72%/yr for FQLSX. Their 0.97 correlation means they have historically moved very closely together. TCLFX charges 0.52%/yr vs 0.00%/yr for FQLSX.
Performance
TCLFX vs. FQLSX - Performance Comparison
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Returns By Period
In the year-to-date period, TCLFX achieves a 4.54% return, which is significantly lower than FQLSX's 12.26% return.
TCLFX
- 1D
- 1.08%
- 1M
- -0.44%
- 6M
- 3.05%
- YTD
- 4.54%
- 1Y
- 11.06%
- 3Y*
- 9.73%
- 5Y*
- 4.66%
- 10Y*
- 7.14%
- ALL TIME*
- 6.11%
FQLSX
- 1D
- 2.33%
- 1M
- -1.01%
- 6M
- 8.35%
- YTD
- 12.26%
- 1Y
- 24.67%
- 3Y*
- 18.99%
- 5Y*
- 10.72%
- 10Y*
- —
- ALL TIME*
- 12.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TCLFX vs. FQLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCLFX TIAA-CREF Lifecycle 2025 Fund | 4.54% | 12.77% | 8.81% | 12.83% | -14.54% | 9.44% | 13.22% | 19.21% | -6.41% | 5.52% |
FQLSX Fidelity Flex Freedom Blend 2055 Fund | 12.26% | 22.80% | 18.08% | 21.04% | -18.58% | 16.89% | 18.43% | 25.96% | -8.31% | 10.12% |
Correlation
The correlation between TCLFX and FQLSX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2017 | 0.97 |
The correlation between TCLFX and FQLSX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
TCLFX vs. FQLSX — Risk / Return Rank
TCLFX
FQLSX
TCLFX vs. FQLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2025 Fund (TCLFX) and Fidelity Flex Freedom Blend 2055 Fund (FQLSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TCLFX | FQLSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 2.42 | -0.49 |
| Martin ratioReturn relative to average drawdown | 8.18 | 10.10 | -1.92 |
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Drawdowns
TCLFX vs. FQLSX - Drawdown Comparison
The maximum TCLFX drawdown since its inception was -48.12%, which is greater than FQLSX's maximum drawdown of -31.26%. Use the drawdown chart below to compare losses from any high point for TCLFX and FQLSX.
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Drawdown Indicators
| TCLFX | FQLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.12% | -31.26% | -16.86% |
Max Drawdown (1Y)Largest decline over 1 year | -5.50% | -9.48% | +3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -8.03% | -15.37% | +7.34% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -27.41% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -22.98% | — | — |
Current DrawdownCurrent decline from peak | -1.00% | -2.17% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -5.36% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 2.27% | -0.97% |
Volatility
TCLFX vs. FQLSX - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle 2025 Fund (TCLFX) is 2.12%, while Fidelity Flex Freedom Blend 2055 Fund (FQLSX) has a volatility of 4.40%. This indicates that TCLFX experiences smaller price fluctuations and is considered to be less risky than FQLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCLFX | FQLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 4.40% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 5.97% | 12.17% | -6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.13% | 14.19% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.63% | 15.36% | -6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.55% | 16.12% | -6.57% |
TCLFX vs. FQLSX - Expense Ratio Comparison
TCLFX has a 0.52% expense ratio, which is higher than FQLSX's 0.00% expense ratio.
Dividends
TCLFX vs. FQLSX - Dividend Comparison
TCLFX's dividend yield for the trailing twelve months is around 4.60%, less than FQLSX's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FQLSX Fidelity Flex Freedom Blend 2055 Fund | 4.66% | 3.32% | 7.20% | 2.08% | 5.79% | 8.05% | 5.76% | 7.02% | 8.18% | 3.10% | 0.00% | 0.00% |
TCLFX TIAA-CREF Lifecycle 2025 Fund | 4.60% | 4.81% | 3.42% | 2.14% | 5.63% | 7.38% | 4.75% | 3.53% | 6.46% | 2.33% | 5.05% | 4.79% |
Frequently Asked Questions
With a correlation of 0.98, TCLFX and FQLSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FQLSX has higher volatility (4.40%) compared to TCLFX (2.12%). In terms of maximum drawdown, TCLFX dropped -48.12% vs FQLSX's -31.26%.
FQLSX currently has the higher Sharpe Ratio (1.62 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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