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TTIHX vs. FRBHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTIHX vs. FRBHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Lifecycle Index 2055 Fund Class I (TTIHX) and Fidelity Freedom® 2070 Fund Class K6 (FRBHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTIHX achieves a 11.83% return, which is significantly lower than FRBHX's 13.27% return.


TTIHX

1D
0.36%
1M
4.69%
YTD
11.83%
6M
12.99%
1Y
27.94%
3Y*
19.67%
5Y*
10.42%
10Y*
12.21%

FRBHX

1D
0.29%
1M
4.16%
YTD
13.27%
6M
15.61%
1Y
30.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTIHX vs. FRBHX - Yearly Performance Comparison


2026 (YTD)20252024
TTIHX
Nuveen Lifecycle Index 2055 Fund Class I
11.83%20.97%3.71%
FRBHX
Fidelity Freedom® 2070 Fund Class K6
13.27%23.65%3.64%

Correlation

The correlation between TTIHX and FRBHX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2024

0.97

The correlation between TTIHX and FRBHX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

TTIHX vs. FRBHX — Risk / Return Rank

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

TTIHX
TTIHX Risk / Return Rank: 7171
Overall Rank
TTIHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TTIHX Sortino Ratio Rank: 6969
Sortino Ratio Rank
TTIHX Omega Ratio Rank: 6666
Omega Ratio Rank
TTIHX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TTIHX Martin Ratio Rank: 7777
Martin Ratio Rank

FRBHX
FRBHX Risk / Return Rank: 7171
Overall Rank
FRBHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRBHX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FRBHX Omega Ratio Rank: 6868
Omega Ratio Rank
FRBHX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FRBHX Martin Ratio Rank: 7777
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.

TTIHX vs. FRBHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Lifecycle Index 2055 Fund Class I (TTIHX) and Fidelity Freedom® 2070 Fund Class K6 (FRBHX). 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.


TTIHXFRBHXDifference

Sharpe ratio

Return per unit of total volatility

2.50

2.50

0.00

Sortino ratio

Return per unit of downside risk

3.46

3.43

+0.03

Omega ratio

Gain probability vs. loss probability

1.46

1.46

-0.01

Calmar ratio

Return relative to maximum drawdown

3.26

3.27

-0.01

Martin ratio

Return relative to average drawdown

14.60

14.62

-0.03

TTIHX vs. FRBHX - Sharpe Ratio Comparison

The current TTIHX Sharpe Ratio is 2.50, which is comparable to the FRBHX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of TTIHX and FRBHX, 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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Sharpe Ratios by Period


TTIHXFRBHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.50

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.40

-0.66

Drawdowns

TTIHX vs. FRBHX - Drawdown Comparison

The maximum TTIHX drawdown since its inception was -31.83%, which is greater than FRBHX's maximum drawdown of -15.29%. Use the drawdown chart below to compare losses from any high point for TTIHX and FRBHX.


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Drawdown Indicators


TTIHXFRBHXDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-15.29%

-16.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-9.77%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-15.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.48%

-1.79%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.19%

-0.20%

Volatility

TTIHX vs. FRBHX - Volatility Comparison

The current volatility for Nuveen Lifecycle Index 2055 Fund Class I (TTIHX) is 3.42%, while Fidelity Freedom® 2070 Fund Class K6 (FRBHX) has a volatility of 4.24%. This indicates that TTIHX experiences smaller price fluctuations and is considered to be less risky than FRBHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTIHXFRBHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

4.24%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

10.51%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

12.79%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

15.81%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

15.81%

-0.08%

TTIHX vs. FRBHX - Expense Ratio Comparison

TTIHX has a 0.18% expense ratio, which is lower than FRBHX's 0.45% expense ratio.


Dividends

TTIHX vs. FRBHX - Dividend Comparison

TTIHX's dividend yield for the trailing twelve months is around 2.50%, less than FRBHX's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
FRBHX
Fidelity Freedom® 2070 Fund Class K6
4.22%2.53%2.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTIHX
Nuveen Lifecycle Index 2055 Fund Class I
2.50%2.79%2.10%2.06%2.21%1.95%1.62%2.16%2.59%0.11%2.35%0.29%

Frequently Asked Questions


With a correlation of 0.98, TTIHX and FRBHX 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.

FRBHX has higher volatility (4.24%) compared to TTIHX (3.42%). In terms of maximum drawdown, TTIHX dropped -31.83% vs FRBHX's -15.29%.

TTIHX currently has the higher Sharpe Ratio (2.50 vs 2.50), 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.

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