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TRRHX vs. FFTWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRRHX vs. FFTWX - 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 2025 Fund (FFTWX). 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 5.67% return, which is significantly lower than FFTWX's 7.35% return. Over the past 10 years, TRRHX has underperformed FFTWX with an annualized return of 8.05%, while FFTWX has yielded a comparatively higher 8.52% annualized return.


TRRHX

1D
0.11%
1M
-0.59%
YTD
5.67%
6M
5.19%
1Y
7.19%
3Y*
9.81%
5Y*
4.24%
10Y*
8.05%

FFTWX

1D
0.26%
1M
0.06%
YTD
7.35%
6M
6.93%
1Y
16.63%
3Y*
12.84%
5Y*
5.57%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRRHX vs. FFTWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRHX
T. Rowe Price Retirement 2025 Fund
5.67%6.59%9.71%14.63%-15.59%12.02%14.68%20.96%-5.68%17.69%
FFTWX
Fidelity Freedom 2025 Fund
7.35%16.46%8.20%14.10%-16.66%10.09%14.70%19.45%-5.93%15.57%

Correlation

The correlation between TRRHX and FFTWX 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

0.93

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

0.94

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 FFTWX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

TRRHX vs. FFTWX — Risk / Return Rank

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

TRRHX
TRRHX Risk / Return Rank: 1313
Overall Rank
TRRHX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRRHX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRRHX Omega Ratio Rank: 1616
Omega Ratio Rank
TRRHX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRRHX Martin Ratio Rank: 1212
Martin Ratio Rank

FFTWX
FFTWX Risk / Return Rank: 6464
Overall Rank
FFTWX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FFTWX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FFTWX Omega Ratio Rank: 6767
Omega Ratio Rank
FFTWX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FFTWX Martin Ratio Rank: 6868
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. FFTWX - 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 2025 Fund (FFTWX). 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.


TRRHXFFTWXDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

0.93

2.60

-1.66

Martin ratioReturn relative to average drawdown

2.81

11.12

-8.32

TRRHX vs. FFTWX - Sharpe Ratio Comparison

The current TRRHX Sharpe Ratio is 0.80, which is lower than the FFTWX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of TRRHX and FFTWX, 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. FFTWX - Drawdown Comparison

The maximum TRRHX drawdown since its inception was -50.04%, which is greater than FFTWX's maximum drawdown of -47.51%. Use the drawdown chart below to compare losses from any high point for TRRHX and FFTWX.


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Drawdown Indicators


TRRHXFFTWXDifference

Max Drawdown

Largest peak-to-trough decline

-50.04%

-47.51%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-6.40%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-8.87%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-23.66%

+1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-26.42%

-23.66%

-2.76%

Current Drawdown

Current decline from peak

-1.17%

-1.27%

+0.10%

Average Drawdown

Average peak-to-trough decline

-5.76%

-5.56%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.49%

+1.06%

Volatility

TRRHX vs. FFTWX - Volatility Comparison

The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 3.03%, while Fidelity Freedom 2025 Fund (FFTWX) has a volatility of 3.80%. This indicates that TRRHX experiences smaller price fluctuations and is considered to be less risky than FFTWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRHXFFTWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

3.80%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

7.44%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

9.13%

8.69%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.02%

10.05%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

10.07%

+0.71%

TRRHX vs. FFTWX - Expense Ratio Comparison

TRRHX has a 0.55% expense ratio, which is lower than FFTWX's 0.62% expense ratio.


Dividends

TRRHX vs. FFTWX - Dividend Comparison

TRRHX has not paid dividends to shareholders, while FFTWX's dividend yield for the trailing twelve months is around 6.82%.


PositionTTM20252024202320222021202020192018201720162015
FFTWX
Fidelity Freedom 2025 Fund
6.82%6.44%3.74%2.08%9.66%10.38%5.75%6.09%6.39%3.04%3.91%5.60%
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 FFTWX 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.

FFTWX has higher volatility (3.80%) compared to TRRHX (3.03%). In terms of maximum drawdown, TRRHX dropped -50.04% vs FFTWX's -47.51%.

FFTWX currently has the higher Sharpe Ratio (1.92 vs 0.80), 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 FFTWX

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