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TTIIX vs. FNSHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTIIX vs. FNSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and Fidelity Freedom Income Fund Class K (FNSHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTIIX achieves a -0.93% return, which is significantly lower than FNSHX's 0.63% return.


TTIIX

1D
-0.10%
1M
-2.62%
YTD
-0.93%
6M
1.13%
1Y
30.82%
3Y*
15.87%
5Y*
8.80%
10Y*
11.19%

FNSHX

1D
0.00%
1M
-0.94%
YTD
0.63%
6M
1.74%
1Y
10.09%
3Y*
6.49%
5Y*
2.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTIIX vs. FNSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
-0.93%20.96%15.35%20.75%-17.59%17.38%17.22%26.38%-7.17%5.73%
FNSHX
Fidelity Freedom Income Fund Class K
0.63%10.35%4.40%8.26%-11.31%3.16%9.01%10.74%-1.86%0.09%

Correlation

The correlation between TTIIX and FNSHX is 0.70, 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.


TTIIX vs. FNSHX - Expense Ratio Comparison

TTIIX has a 0.10% expense ratio, which is lower than FNSHX's 0.42% expense ratio.


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Return for Risk

TTIIX vs. FNSHX — Risk / Return Rank

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

TTIIX
TTIIX Risk / Return Rank: 6363
Overall Rank
TTIIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TTIIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
TTIIX Omega Ratio Rank: 6060
Omega Ratio Rank
TTIIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
TTIIX Martin Ratio Rank: 7272
Martin Ratio Rank

FNSHX
FNSHX Risk / Return Rank: 8282
Overall Rank
FNSHX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FNSHX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FNSHX Omega Ratio Rank: 8080
Omega Ratio Rank
FNSHX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FNSHX Martin Ratio Rank: 8282
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.

TTIIX vs. FNSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and Fidelity Freedom Income Fund Class K (FNSHX). 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.


TTIIXFNSHXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.72

-0.46

Sortino ratio

Return per unit of downside risk

1.83

2.40

-0.57

Omega ratio

Gain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratio

Return relative to maximum drawdown

1.87

2.37

-0.49

Martin ratio

Return relative to average drawdown

8.46

9.52

-1.06

TTIIX vs. FNSHX - Sharpe Ratio Comparison

The current TTIIX Sharpe Ratio is 1.25, which is comparable to the FNSHX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of TTIIX and FNSHX, 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


TTIIXFNSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.72

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.53

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.76

-0.13

Drawdowns

TTIIX vs. FNSHX - Drawdown Comparison

The maximum TTIIX drawdown since its inception was -31.76%, which is greater than FNSHX's maximum drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for TTIIX and FNSHX.


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Drawdown Indicators


TTIIXFNSHXDifference

Max Drawdown

Largest peak-to-trough decline

-31.76%

-15.87%

-15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-3.68%

-5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.49%

-15.87%

-9.62%

Max Drawdown (10Y)

Largest decline over 10 years

-31.76%

Current Drawdown

Current decline from peak

-5.68%

-2.39%

-3.29%

Average Drawdown

Average peak-to-trough decline

-4.35%

-3.09%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

0.92%

+1.50%

Volatility

TTIIX vs. FNSHX - Volatility Comparison

TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) has a higher volatility of 5.50% compared to Fidelity Freedom Income Fund Class K (FNSHX) at 2.34%. This indicates that TTIIX's price experiences larger fluctuations and is considered to be riskier than FNSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTIIXFNSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

2.34%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

3.30%

+5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

4.89%

+10.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

5.26%

+9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

4.81%

+10.87%

Dividends

TTIIX vs. FNSHX - Dividend Comparison

TTIIX's dividend yield for the trailing twelve months is around 2.80%, less than FNSHX's 3.25% yield.


TTM20252024202320222021202020192018201720162015
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
2.80%2.77%2.20%2.15%2.29%2.03%1.67%2.22%2.63%0.11%2.37%0.29%
FNSHX
Fidelity Freedom Income Fund Class K
3.11%3.21%3.19%2.98%5.94%6.17%4.43%3.74%5.22%0.00%0.00%0.00%