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TRRHX vs. FFFEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRRHX and FFFEX is 0.96, 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.


-0.50.00.51.01.0

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.

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
311.49%
206.17%
TRRHX
FFFEX

Key characteristics

Sharpe Ratio

TRRHX:

0.91

FFFEX:

1.27

Sortino Ratio

TRRHX:

1.20

FFFEX:

1.82

Omega Ratio

TRRHX:

1.18

FFFEX:

1.23

Calmar Ratio

TRRHX:

1.06

FFFEX:

0.63

Martin Ratio

TRRHX:

5.98

FFFEX:

7.37

Ulcer Index

TRRHX:

1.18%

FFFEX:

1.46%

Daily Std Dev

TRRHX:

7.78%

FFFEX:

8.43%

Max Drawdown

TRRHX:

-50.04%

FFFEX:

-49.70%

Current Drawdown

TRRHX:

-6.64%

FFFEX:

-7.62%

Returns By Period

In the year-to-date period, TRRHX achieves a 5.60% return, which is significantly lower than FFFEX's 9.34% return. Over the past 10 years, TRRHX has outperformed FFFEX with an annualized return of 6.54%, while FFFEX has yielded a comparatively lower 3.11% annualized return.


TRRHX

YTD

5.60%

1M

-5.04%

6M

-0.48%

1Y

6.14%

5Y*

5.64%

10Y*

6.54%

FFFEX

YTD

9.34%

1M

-0.71%

6M

2.84%

1Y

10.01%

5Y*

1.57%

10Y*

3.11%

Compare stocks, funds, or ETFs

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


TRRHX vs. FFFEX - Expense Ratio Comparison

TRRHX has a 0.55% expense ratio, which is lower than FFFEX's 0.66% expense ratio.


FFFEX
Fidelity Freedom 2030 Fund
Expense ratio chart for FFFEX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for TRRHX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

TRRHX vs. FFFEX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TRRHX, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.000.911.27
The chart of Sortino ratio for TRRHX, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.001.201.82
The chart of Omega ratio for TRRHX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.23
The chart of Calmar ratio for TRRHX, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.0012.0014.001.060.63
The chart of Martin ratio for TRRHX, currently valued at 5.98, compared to the broader market0.0020.0040.0060.005.987.37
TRRHX
FFFEX

The current TRRHX Sharpe Ratio is 0.91, which is comparable to the FFFEX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of TRRHX and FFFEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.91
1.27
TRRHX
FFFEX

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 1.83%.


TTM20232022202120202019201820172016201520142013
TRRHX
T. Rowe Price Retirement 2025 Fund
0.00%2.30%2.41%1.40%1.29%2.02%2.07%1.65%1.74%1.74%1.59%1.43%
FFFEX
Fidelity Freedom 2030 Fund
1.83%1.83%2.59%2.40%1.07%1.65%1.76%1.23%1.55%4.36%8.39%4.63%

Drawdowns

TRRHX vs. FFFEX - Drawdown Comparison

The maximum TRRHX drawdown since its inception was -50.04%, roughly equal to the maximum FFFEX drawdown of -49.70%. Use the drawdown chart below to compare losses from any high point for TRRHX and FFFEX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.64%
-7.62%
TRRHX
FFFEX

Volatility

TRRHX vs. FFFEX - Volatility Comparison

T. Rowe Price Retirement 2025 Fund (TRRHX) has a higher volatility of 4.05% compared to Fidelity Freedom 2030 Fund (FFFEX) at 2.62%. This indicates that TRRHX's price experiences larger fluctuations and is considered to be riskier than FFFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
4.05%
2.62%
TRRHX
FFFEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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