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TLXIX vs. FRKMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLXIX vs. FRKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). The values are adjusted to include any dividend payments, if applicable.

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TLXIX vs. FRKMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
-4.07%20.13%14.63%20.06%-17.26%16.63%17.02%8.82%
FRKMX
Fidelity Managed Retirement Income Fund Class K
-0.48%9.91%4.40%8.17%-11.57%2.88%8.68%3.08%

Returns By Period

In the year-to-date period, TLXIX achieves a -4.07% return, which is significantly lower than FRKMX's -0.48% return.


TLXIX

1D
-0.23%
1M
-7.96%
YTD
-4.07%
6M
-1.37%
1Y
15.62%
3Y*
14.13%
5Y*
7.95%
10Y*
10.45%

FRKMX

1D
0.26%
1M
-3.17%
YTD
-0.48%
6M
0.79%
1Y
7.15%
3Y*
6.03%
5Y*
2.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLXIX vs. FRKMX - Expense Ratio Comparison

TLXIX has a 0.10% expense ratio, which is lower than FRKMX's 0.35% expense ratio.


Return for Risk

TLXIX vs. FRKMX — Risk / Return Rank

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

TLXIX
TLXIX Risk / Return Rank: 6161
Overall Rank
TLXIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TLXIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
TLXIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLXIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TLXIX Martin Ratio Rank: 6464
Martin Ratio Rank

FRKMX
FRKMX Risk / Return Rank: 8383
Overall Rank
FRKMX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FRKMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRKMX Omega Ratio Rank: 8080
Omega Ratio Rank
FRKMX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FRKMX Martin Ratio Rank: 8484
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.

TLXIX vs. FRKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). 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.


TLXIXFRKMXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.59

-0.50

Sortino ratio

Return per unit of downside risk

1.60

2.20

-0.60

Omega ratio

Gain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratio

Return relative to maximum drawdown

1.29

2.13

-0.84

Martin ratio

Return relative to average drawdown

6.09

8.58

-2.49

TLXIX vs. FRKMX - Sharpe Ratio Comparison

The current TLXIX Sharpe Ratio is 1.09, which is lower than the FRKMX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of TLXIX and FRKMX, 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


TLXIXFRKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.59

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.48

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.69

0.00

Correlation

The correlation between TLXIX and FRKMX is 0.72, 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

TLXIX vs. FRKMX - Dividend Comparison

TLXIX's dividend yield for the trailing twelve months is around 3.37%, more than FRKMX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
3.37%3.24%2.33%2.07%2.49%2.51%1.77%2.25%2.69%0.16%2.59%2.47%
FRKMX
Fidelity Managed Retirement Income Fund Class K
3.27%3.11%3.12%2.92%4.66%3.65%2.56%1.85%0.00%0.00%0.00%0.00%

Drawdowns

TLXIX vs. FRKMX - Drawdown Comparison

The maximum TLXIX drawdown since its inception was -31.08%, which is greater than FRKMX's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for TLXIX and FRKMX.


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Drawdown Indicators


TLXIXFRKMXDifference

Max Drawdown

Largest peak-to-trough decline

-31.08%

-16.04%

-15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-3.42%

-6.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.97%

-16.04%

-8.93%

Max Drawdown (10Y)

Largest decline over 10 years

-31.08%

Current Drawdown

Current decline from peak

-8.45%

-3.17%

-5.28%

Average Drawdown

Average peak-to-trough decline

-4.06%

-3.64%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

0.85%

+1.44%

Volatility

TLXIX vs. FRKMX - Volatility Comparison

TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) has a higher volatility of 4.51% compared to Fidelity Managed Retirement Income Fund Class K (FRKMX) at 1.96%. This indicates that TLXIX's price experiences larger fluctuations and is considered to be riskier than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLXIXFRKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

1.96%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

2.86%

+5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.49%

4.58%

+9.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

5.22%

+8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

5.13%

+9.96%