TTFIX vs. FRQKX
Compare and contrast key facts about TIAA-CREF Lifecycle 2045 Fund (TTFIX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX).
TTFIX is managed by TIAA Investments. It was launched on Nov 29, 2007. FRQKX is managed by BlackRock. It was launched on Aug 1, 2019.
Performance
TTFIX vs. FRQKX - Performance Comparison
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TTFIX vs. FRQKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TTFIX TIAA-CREF Lifecycle 2045 Fund | -4.93% | 18.19% | 13.81% | 19.47% | -17.38% | 15.83% | 17.29% | 8.50% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | -0.48% | 9.91% | 4.42% | 8.62% | -12.30% | 3.95% | 9.68% | 3.94% |
Returns By Period
In the year-to-date period, TTFIX achieves a -4.93% return, which is significantly lower than FRQKX's -0.48% return.
TTFIX
- 1D
- -0.27%
- 1M
- -8.27%
- YTD
- -4.93%
- 6M
- -2.23%
- 1Y
- 14.07%
- 3Y*
- 12.95%
- 5Y*
- 6.91%
- 10Y*
- 9.77%
FRQKX
- 1D
- 0.25%
- 1M
- -3.18%
- YTD
- -0.48%
- 6M
- 0.80%
- 1Y
- 7.18%
- 3Y*
- 6.11%
- 5Y*
- 2.52%
- 10Y*
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TTFIX vs. FRQKX - Expense Ratio Comparison
TTFIX has a 0.23% expense ratio, which is lower than FRQKX's 0.36% expense ratio.
Return for Risk
TTFIX vs. FRQKX — Risk / Return Rank
TTFIX
FRQKX
TTFIX vs. FRQKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2045 Fund (TTFIX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). 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.
| TTFIX | FRQKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.58 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.44 | 2.20 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 2.12 | -0.95 |
Martin ratioReturn relative to average drawdown | 5.19 | 8.53 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TTFIX | FRQKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.58 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.46 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.68 | -0.29 |
Correlation
The correlation between TTFIX and FRQKX is 0.76, 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
TTFIX vs. FRQKX - Dividend Comparison
TTFIX's dividend yield for the trailing twelve months is around 8.23%, more than FRQKX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTFIX TIAA-CREF Lifecycle 2045 Fund | 8.23% | 7.82% | 3.97% | 2.13% | 9.04% | 12.44% | 7.49% | 5.70% | 5.45% | 0.84% | 4.01% | 3.66% |
FRQKX Fidelity Managed Retirement 2010 Fund Class K | 3.27% | 3.09% | 2.91% | 2.86% | 5.12% | 6.11% | 3.61% | 2.57% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TTFIX vs. FRQKX - Drawdown Comparison
The maximum TTFIX drawdown since its inception was -53.24%, which is greater than FRQKX's maximum drawdown of -16.97%. Use the drawdown chart below to compare losses from any high point for TTFIX and FRQKX.
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Drawdown Indicators
| TTFIX | FRQKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.24% | -16.97% | -36.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -3.42% | -6.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.25% | -16.97% | -8.28% |
Max Drawdown (10Y)Largest decline over 10 years | -32.21% | — | — |
Current DrawdownCurrent decline from peak | -8.84% | -3.18% | -5.66% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -3.95% | -4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 0.85% | +1.53% |
Volatility
TTFIX vs. FRQKX - Volatility Comparison
TIAA-CREF Lifecycle 2045 Fund (TTFIX) has a higher volatility of 4.52% compared to Fidelity Managed Retirement 2010 Fund Class K (FRQKX) at 1.97%. This indicates that TTFIX's price experiences larger fluctuations and is considered to be riskier than FRQKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTFIX | FRQKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 1.97% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 2.87% | +5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 4.62% | +9.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 5.52% | +8.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.53% | 5.77% | +9.76% |