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TRRHX vs. FFFEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRRHX vs. FFFEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2025 Fund (TRRHX) and Fidelity Freedom 2030 Fund (FFFEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRRHX achieves a 6.63% return, which is significantly lower than FFFEX's 9.63% return. Over the past 10 years, TRRHX has underperformed FFFEX with an annualized return of 7.91%, while FFFEX has yielded a comparatively higher 9.64% annualized return.


TRRHX

1D
0.70%
1M
0.97%
YTD
6.63%
6M
6.57%
1Y
9.23%
3Y*
9.75%
5Y*
4.74%
10Y*
7.91%

FFFEX

1D
1.02%
1M
2.41%
YTD
9.63%
6M
9.73%
1Y
21.65%
3Y*
14.08%
5Y*
6.97%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRRHX vs. FFFEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRHX
T. Rowe Price Retirement 2025 Fund
6.63%6.59%9.71%14.63%-15.59%12.02%14.68%20.96%-5.68%17.69%
FFFEX
Fidelity Freedom 2030 Fund
9.63%17.68%9.22%15.37%-16.97%11.53%15.64%21.82%-7.02%19.83%

Correlation

The correlation between TRRHX and FFFEX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2004

0.97

The correlation between TRRHX and FFFEX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

TRRHX vs. FFFEX — Risk / Return Rank

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

TRRHX
TRRHX Risk / Return Rank: 1515
Overall Rank
TRRHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TRRHX Sortino Ratio Rank: 1212
Sortino Ratio Rank
TRRHX Omega Ratio Rank: 2121
Omega Ratio Rank
TRRHX Calmar Ratio Rank: 1414
Calmar Ratio Rank
TRRHX Martin Ratio Rank: 1414
Martin Ratio Rank

FFFEX
FFFEX Risk / Return Rank: 7474
Overall Rank
FFFEX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FFFEX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FFFEX Omega Ratio Rank: 7575
Omega Ratio Rank
FFFEX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FFFEX Martin Ratio Rank: 7676
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.

TRRHX vs. FFFEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2025 Fund (TRRHX) and Fidelity Freedom 2030 Fund (FFFEX). 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.


TRRHXFFFEXDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.22

1.44

-0.22

Calmar ratioReturn relative to maximum drawdown

1.20

3.11

-1.91

Martin ratioReturn relative to average drawdown

3.62

13.34

-9.72

TRRHX vs. FFFEX - Sharpe Ratio Comparison

The current TRRHX Sharpe Ratio is 1.03, which is lower than the FFFEX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TRRHX and FFFEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TRRHX vs. FFFEX - Drawdown Comparison

The maximum TRRHX drawdown since its inception was -50.04%, roughly equal to the maximum FFFEX drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for TRRHX and FFFEX.


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Drawdown Indicators


TRRHXFFFEXDifference

Max Drawdown

Largest peak-to-trough decline

-50.04%

-51.83%

+1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-6.90%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-9.97%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-24.32%

+2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-26.42%

-24.64%

-1.78%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-5.76%

-9.00%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.61%

+0.94%

Volatility

TRRHX vs. FFFEX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 2.97%, while Fidelity Freedom 2030 Fund (FFFEX) has a volatility of 3.98%. This indicates that TRRHX experiences smaller price fluctuations and is considered to be less risky than FFFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRHXFFFEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

3.98%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

8.02%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

9.09%

9.36%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.02%

10.87%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.84%

11.44%

-0.60%

TRRHX vs. FFFEX - Expense Ratio Comparison

TRRHX has a 0.55% expense ratio, which is lower than FFFEX's 0.61% expense ratio.


Dividends

TRRHX vs. FFFEX - Dividend Comparison

TRRHX has not paid dividends to shareholders, while FFFEX's dividend yield for the trailing twelve months is around 6.00%.


PositionTTM20252024202320222021202020192018201720162015
FFFEX
Fidelity Freedom 2030 Fund
6.00%5.44%2.94%1.87%10.06%10.92%6.24%6.79%7.32%4.60%3.86%4.52%
TRRHX
T. Rowe Price Retirement 2025 Fund
0.00%0.00%4.13%6.58%12.69%10.87%5.21%4.95%7.52%3.70%2.00%3.11%

Frequently Asked Questions


With a correlation of 0.94, TRRHX and FFFEX 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.

FFFEX has higher volatility (3.98%) compared to TRRHX (2.97%). In terms of maximum drawdown, TRRHX dropped -50.04% vs FFFEX's -51.83%.

FFFEX currently has the higher Sharpe Ratio (2.29 vs 1.03), 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.

Portfolio Optimizer

Find the right allocation for TRRHX and FFFEX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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