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TTIHX vs. FRKMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTIHX vs. FRKMX - 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 Managed Retirement Income Fund Class K (FRKMX). 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 -0.53% return, which is significantly lower than FRKMX's 0.42% return.


TTIHX

1D
0.40%
1M
-1.10%
YTD
-0.53%
6M
1.19%
1Y
31.32%
3Y*
16.15%
5Y*
8.62%
10Y*
11.23%

FRKMX

1D
0.07%
1M
-0.72%
YTD
0.42%
6M
1.41%
1Y
9.58%
3Y*
6.22%
5Y*
2.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTIHX vs. FRKMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TTIHX
Nuveen Lifecycle Index 2055 Fund Class I
-0.53%20.97%15.27%20.62%-17.68%17.31%17.11%8.97%
FRKMX
Fidelity Managed Retirement Income Fund Class K
0.42%9.91%4.40%8.17%-11.57%2.88%8.68%3.08%

Correlation

The correlation between TTIHX and FRKMX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


TTIHX vs. FRKMX - Expense Ratio Comparison

TTIHX has a 0.18% expense ratio, which is lower than FRKMX's 0.35% expense ratio.


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Return for Risk

TTIHX vs. FRKMX — Risk / Return Rank

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

TTIHX
TTIHX Risk / Return Rank: 8484
Overall Rank
TTIHX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TTIHX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TTIHX Omega Ratio Rank: 9292
Omega Ratio Rank
TTIHX Calmar Ratio Rank: 6565
Calmar Ratio Rank
TTIHX Martin Ratio Rank: 7373
Martin Ratio Rank

FRKMX
FRKMX Risk / Return Rank: 8080
Overall Rank
FRKMX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FRKMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRKMX Omega Ratio Rank: 7979
Omega Ratio Rank
FRKMX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FRKMX Martin Ratio Rank: 7878
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. FRKMX - 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 Managed Retirement Income Fund Class K (FRKMX). 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.


TTIHXFRKMXDifference

Sharpe ratio

Return per unit of total volatility

2.25

1.69

+0.56

Sortino ratio

Return per unit of downside risk

3.49

2.36

+1.13

Omega ratio

Gain probability vs. loss probability

1.46

1.34

+0.12

Calmar ratio

Return relative to maximum drawdown

1.87

2.29

-0.42

Martin ratio

Return relative to average drawdown

8.40

8.86

-0.46

TTIHX vs. FRKMX - Sharpe Ratio Comparison

The current TTIHX Sharpe Ratio is 2.25, which is higher than the FRKMX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of TTIHX and FRKMX, 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


TTIHXFRKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.69

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.49

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.71

-0.04

Drawdowns

TTIHX vs. FRKMX - Drawdown Comparison

The maximum TTIHX drawdown since its inception was -31.83%, which is greater than FRKMX's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for TTIHX and FRKMX.


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Drawdown Indicators


TTIHXFRKMXDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-16.04%

-15.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-3.42%

-5.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-16.04%

-9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

Current Drawdown

Current decline from peak

-5.28%

-2.29%

-2.99%

Average Drawdown

Average peak-to-trough decline

-4.54%

-3.64%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

0.88%

+1.56%

Volatility

TTIHX vs. FRKMX - Volatility Comparison

Nuveen Lifecycle Index 2055 Fund Class I (TTIHX) has a higher volatility of 5.48% compared to Fidelity Managed Retirement Income Fund Class K (FRKMX) at 2.07%. This indicates that TTIHX's price experiences larger fluctuations and is considered to be riskier than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTIHXFRKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

2.07%

+3.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

2.94%

+6.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.17%

4.63%

+9.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

5.22%

+9.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

5.13%

+10.56%

Dividends

TTIHX vs. FRKMX - Dividend Comparison

TTIHX's dividend yield for the trailing twelve months is around 2.81%, less than FRKMX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
TTIHX
Nuveen Lifecycle Index 2055 Fund Class I
2.81%2.79%2.10%2.06%2.21%1.95%1.62%2.16%2.59%0.11%2.35%0.29%
FRKMX
Fidelity Managed Retirement Income Fund Class K
3.12%3.11%3.12%2.92%4.66%3.65%2.56%1.85%0.00%0.00%0.00%0.00%