PortfoliosLab logoPortfoliosLab logo
TCLRX vs. FRIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCLRX vs. FRIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle 2035 Fund (TCLRX) and Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TCLRX vs. FRIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCLRX
TIAA-CREF Lifecycle 2035 Fund
-3.75%15.07%11.00%16.13%-16.19%12.38%15.07%22.77%-8.30%18.45%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
-0.51%9.94%4.30%8.06%-11.66%2.78%8.57%10.57%-1.82%7.08%

Returns By Period

In the year-to-date period, TCLRX achieves a -3.75% return, which is significantly lower than FRIMX's -0.51% return. Over the past 10 years, TCLRX has outperformed FRIMX with an annualized return of 8.28%, while FRIMX has yielded a comparatively lower 3.92% annualized return.


TCLRX

1D
-0.12%
1M
-6.63%
YTD
-3.75%
6M
-1.53%
1Y
11.37%
3Y*
10.73%
5Y*
5.42%
10Y*
8.28%

FRIMX

1D
0.26%
1M
-3.19%
YTD
-0.51%
6M
0.75%
1Y
7.05%
3Y*
5.96%
5Y*
2.40%
10Y*
3.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TCLRX vs. FRIMX - Expense Ratio Comparison

TCLRX has a 0.50% expense ratio, which is higher than FRIMX's 0.45% expense ratio.


Return for Risk

TCLRX vs. FRIMX — Risk / Return Rank

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

TCLRX
TCLRX Risk / Return Rank: 5656
Overall Rank
TCLRX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TCLRX Sortino Ratio Rank: 5757
Sortino Ratio Rank
TCLRX Omega Ratio Rank: 5656
Omega Ratio Rank
TCLRX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TCLRX Martin Ratio Rank: 5858
Martin Ratio Rank

FRIMX
FRIMX Risk / Return Rank: 8282
Overall Rank
FRIMX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FRIMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRIMX Omega Ratio Rank: 7979
Omega Ratio Rank
FRIMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRIMX 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.

TCLRX vs. FRIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2035 Fund (TCLRX) and Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX). 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.


TCLRXFRIMXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.56

-0.51

Sortino ratio

Return per unit of downside risk

1.52

2.17

-0.65

Omega ratio

Gain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratio

Return relative to maximum drawdown

1.26

2.08

-0.82

Martin ratio

Return relative to average drawdown

5.54

8.41

-2.87

TCLRX vs. FRIMX - Sharpe Ratio Comparison

The current TCLRX Sharpe Ratio is 1.05, which is lower than the FRIMX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of TCLRX and FRIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TCLRXFRIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.56

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.46

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.88

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.53

-0.11

Correlation

The correlation between TCLRX and FRIMX is 0.88, 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

TCLRX vs. FRIMX - Dividend Comparison

TCLRX's dividend yield for the trailing twelve months is around 5.04%, more than FRIMX's 3.15% yield.


TTM20252024202320222021202020192018201720162015
TCLRX
TIAA-CREF Lifecycle 2035 Fund
5.04%4.85%2.74%1.61%5.83%7.91%5.16%3.80%6.54%2.60%5.11%5.35%
FRIMX
Fidelity Advisor Managed Retirement Income Fund Class I
3.15%3.11%3.01%2.82%4.52%3.54%2.41%2.56%4.67%8.56%1.67%1.68%

Drawdowns

TCLRX vs. FRIMX - Drawdown Comparison

The maximum TCLRX drawdown since its inception was -53.91%, which is greater than FRIMX's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for TCLRX and FRIMX.


Loading graphics...

Drawdown Indicators


TCLRXFRIMXDifference

Max Drawdown

Largest peak-to-trough decline

-53.91%

-33.73%

-20.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-3.44%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-16.12%

-6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-27.96%

-16.12%

-11.84%

Current Drawdown

Current decline from peak

-6.98%

-3.19%

-3.79%

Average Drawdown

Average peak-to-trough decline

-7.46%

-3.74%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

0.85%

+1.00%

Volatility

TCLRX vs. FRIMX - Volatility Comparison

TIAA-CREF Lifecycle 2035 Fund (TCLRX) has a higher volatility of 3.57% compared to Fidelity Advisor Managed Retirement Income Fund Class I (FRIMX) at 1.95%. This indicates that TCLRX's price experiences larger fluctuations and is considered to be riskier than FRIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TCLRXFRIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

1.95%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

2.86%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

4.59%

+6.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.16%

5.21%

+5.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.59%

4.47%

+8.12%