TCLNX vs. FJAVX
TCLNX (TIAA-CREF Lifecycle 2030 Fund) and FJAVX (Fidelity Advisor Freedom Blend 2010 Fund Class Z) are both Target Retirement Date funds. Over the past 5 years, TCLNX returned 5.33%/yr vs 3.11%/yr for FJAVX. Their correlation of 0.88 means they have usually moved in the same direction. TCLNX charges 0.51%/yr vs 0.31%/yr for FJAVX.
Performance
TCLNX vs. FJAVX - Performance Comparison
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Returns By Period
In the year-to-date period, TCLNX achieves a 5.18% return, which is significantly higher than FJAVX's 4.29% return.
TCLNX
- 1D
- 1.29%
- 1M
- -0.40%
- 6M
- 3.48%
- YTD
- 5.18%
- 1Y
- 12.45%
- 3Y*
- 10.70%
- 5Y*
- 5.33%
- 10Y*
- 7.95%
- ALL TIME*
- 6.47%
FJAVX
- 1D
- 0.81%
- 1M
- -0.62%
- 6M
- 2.76%
- YTD
- 4.29%
- 1Y
- 8.94%
- 3Y*
- 7.93%
- 5Y*
- 3.11%
- 10Y*
- —
- ALL TIME*
- 5.03%
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 |
TCLNX vs. FJAVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TCLNX TIAA-CREF Lifecycle 2030 Fund | 5.18% | 13.93% | 9.81% | 14.38% | -15.45% | 10.92% | 14.22% | 20.95% | -10.67% |
FJAVX Fidelity Advisor Freedom Blend 2010 Fund Class Z | 4.29% | 11.20% | 5.09% | 9.81% | -13.53% | 5.29% | 10.74% | 14.50% | -4.53% |
Correlation
The correlation between TCLNX and FJAVX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2018 | 0.88 |
The correlation between TCLNX and FJAVX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
TCLNX vs. FJAVX — Risk / Return Rank
TCLNX
FJAVX
TCLNX vs. FJAVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2030 Fund (TCLNX) and Fidelity Advisor Freedom Blend 2010 Fund Class Z (FJAVX). 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.
| TCLNX | FJAVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.27 | -0.39 |
| Martin ratioReturn relative to average drawdown | 7.97 | 9.21 | -1.24 |
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Drawdowns
TCLNX vs. FJAVX - Drawdown Comparison
The maximum TCLNX drawdown since its inception was -51.89%, which is greater than FJAVX's maximum drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for TCLNX and FJAVX.
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Drawdown Indicators
| TCLNX | FJAVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -18.62% | -33.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -3.95% | -2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -9.61% | -4.69% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -18.62% | -3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -25.48% | — | — |
Current DrawdownCurrent decline from peak | -1.03% | -1.14% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -3.87% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 0.97% | +0.50% |
Volatility
TCLNX vs. FJAVX - Volatility Comparison
TIAA-CREF Lifecycle 2030 Fund (TCLNX) has a higher volatility of 2.43% compared to Fidelity Advisor Freedom Blend 2010 Fund Class Z (FJAVX) at 1.79%. This indicates that TCLNX's price experiences larger fluctuations and is considered to be riskier than FJAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCLNX | FJAVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 1.79% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 4.94% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 5.60% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.90% | 6.53% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.99% | 6.72% | +4.27% |
TCLNX vs. FJAVX - Expense Ratio Comparison
TCLNX has a 0.51% expense ratio, which is higher than FJAVX's 0.31% expense ratio.
Dividends
TCLNX vs. FJAVX - Dividend Comparison
TCLNX's dividend yield for the trailing twelve months is around 4.50%, more than FJAVX's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJAVX Fidelity Advisor Freedom Blend 2010 Fund Class Z | 2.92% | 3.06% | 2.88% | 2.18% | 5.41% | 6.08% | 3.49% | 2.27% | 1.99% | 0.00% | 0.00% | 0.00% |
TCLNX TIAA-CREF Lifecycle 2030 Fund | 4.50% | 4.73% | 3.11% | 1.85% | 5.67% | 7.57% | 4.92% | 3.60% | 6.59% | 2.46% | 5.13% | 4.95% |
Frequently Asked Questions
With a correlation of 0.92, TCLNX and FJAVX 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.
TCLNX has higher volatility (2.43%) compared to FJAVX (1.79%). In terms of maximum drawdown, TCLNX dropped -51.89% vs FJAVX's -18.62%.
FJAVX currently has the higher Sharpe Ratio (1.60 vs 1.44), 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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