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TTRIX vs. FFFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTRIX vs. FFFAX - Performance Comparison

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

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TTRIX vs. FFFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTRIX
TIAA-CREF Lifecycle 2055 Fund
-5.34%18.93%14.46%20.24%-17.79%16.55%17.51%26.37%-9.93%20.90%
FFFAX
Fidelity Freedom Income Fund
-0.53%10.42%4.34%8.18%-11.33%3.12%8.93%10.74%-1.99%8.21%

Returns By Period

In the year-to-date period, TTRIX achieves a -5.34% return, which is significantly lower than FFFAX's -0.53% return. Over the past 10 years, TTRIX has outperformed FFFAX with an annualized return of 10.05%, while FFFAX has yielded a comparatively lower 4.13% annualized return.


TTRIX

1D
-0.33%
1M
-8.84%
YTD
-5.34%
6M
-2.59%
1Y
14.64%
3Y*
13.43%
5Y*
7.17%
10Y*
10.05%

FFFAX

1D
0.18%
1M
-3.50%
YTD
-0.53%
6M
0.90%
1Y
7.44%
3Y*
6.16%
5Y*
2.61%
10Y*
4.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTRIX vs. FFFAX - Expense Ratio Comparison

TTRIX has a 0.22% expense ratio, which is lower than FFFAX's 0.47% expense ratio.


Return for Risk

TTRIX vs. FFFAX — Risk / Return Rank

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

TTRIX
TTRIX Risk / Return Rank: 5050
Overall Rank
TTRIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TTRIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TTRIX Omega Ratio Rank: 5252
Omega Ratio Rank
TTRIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TTRIX Martin Ratio Rank: 5151
Martin Ratio Rank

FFFAX
FFFAX Risk / Return Rank: 8383
Overall Rank
FFFAX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FFFAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFFAX Omega Ratio Rank: 8080
Omega Ratio Rank
FFFAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FFFAX Martin Ratio Rank: 8484
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.

TTRIX vs. FFFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2055 Fund (TTRIX) and Fidelity Freedom Income Fund (FFFAX). 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.


TTRIXFFFAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.56

-0.60

Sortino ratio

Return per unit of downside risk

1.41

2.16

-0.75

Omega ratio

Gain probability vs. loss probability

1.21

1.31

-0.10

Calmar ratio

Return relative to maximum drawdown

1.12

2.05

-0.93

Martin ratio

Return relative to average drawdown

5.01

8.59

-3.58

TTRIX vs. FFFAX - Sharpe Ratio Comparison

The current TTRIX Sharpe Ratio is 0.96, which is lower than the FFFAX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of TTRIX and FFFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TTRIXFFFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.56

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.50

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.91

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.02

-0.46

Correlation

The correlation between TTRIX and FFFAX is 0.74, 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

TTRIX vs. FFFAX - Dividend Comparison

TTRIX's dividend yield for the trailing twelve months is around 6.88%, more than FFFAX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
TTRIX
TIAA-CREF Lifecycle 2055 Fund
6.88%6.52%3.91%1.88%8.28%10.18%5.68%5.23%4.77%0.79%3.41%3.02%
FFFAX
Fidelity Freedom Income Fund
3.27%3.29%3.13%2.92%5.89%6.12%4.37%3.65%5.17%3.74%3.21%3.28%

Drawdowns

TTRIX vs. FFFAX - Drawdown Comparison

The maximum TTRIX drawdown since its inception was -32.75%, which is greater than FFFAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for TTRIX and FFFAX.


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Drawdown Indicators


TTRIXFFFAXDifference

Max Drawdown

Largest peak-to-trough decline

-32.75%

-17.96%

-14.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-3.68%

-7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-15.87%

-10.00%

Max Drawdown (10Y)

Largest decline over 10 years

-32.75%

-15.87%

-16.88%

Current Drawdown

Current decline from peak

-9.43%

-3.50%

-5.93%

Average Drawdown

Average peak-to-trough decline

-4.85%

-1.80%

-3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

0.88%

+1.65%

Volatility

TTRIX vs. FFFAX - Volatility Comparison

TIAA-CREF Lifecycle 2055 Fund (TTRIX) has a higher volatility of 4.87% compared to Fidelity Freedom Income Fund (FFFAX) at 2.17%. This indicates that TTRIX's price experiences larger fluctuations and is considered to be riskier than FFFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTRIXFFFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

2.17%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.98%

3.15%

+5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

4.80%

+10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

5.28%

+9.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

4.57%

+11.57%