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URFFX vs. FFFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URFFX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Target Retirement 2050 Fund (URFFX) and Fidelity Freedom 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

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URFFX vs. FFFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URFFX
USAA Target Retirement 2050 Fund
0.07%19.35%11.86%18.12%-15.66%17.70%10.52%20.16%-9.01%19.40%
FFFCX
Fidelity Freedom 2010 Fund
0.41%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%

Returns By Period

In the year-to-date period, URFFX achieves a 0.07% return, which is significantly lower than FFFCX's 0.41% return. Over the past 10 years, URFFX has outperformed FFFCX with an annualized return of 9.40%, while FFFCX has yielded a comparatively lower 5.51% annualized return.


URFFX

1D
2.54%
1M
-4.84%
YTD
0.07%
6M
2.55%
1Y
19.16%
3Y*
14.47%
5Y*
7.99%
10Y*
9.40%

FFFCX

1D
1.02%
1M
-2.43%
YTD
0.41%
6M
1.73%
1Y
9.26%
3Y*
7.44%
5Y*
3.17%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URFFX vs. FFFCX - Expense Ratio Comparison

URFFX has a 0.58% expense ratio, which is higher than FFFCX's 0.49% expense ratio.


Return for Risk

URFFX vs. FFFCX — Risk / Return Rank

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

URFFX
URFFX Risk / Return Rank: 7777
Overall Rank
URFFX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
URFFX Sortino Ratio Rank: 7676
Sortino Ratio Rank
URFFX Omega Ratio Rank: 7474
Omega Ratio Rank
URFFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
URFFX Martin Ratio Rank: 8585
Martin Ratio Rank

FFFCX
FFFCX Risk / Return Rank: 8686
Overall Rank
FFFCX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8585
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 8686
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.

URFFX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Target Retirement 2050 Fund (URFFX) and Fidelity Freedom 2010 Fund (FFFCX). 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.


URFFXFFFCXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.73

-0.35

Sortino ratio

Return per unit of downside risk

1.97

2.41

-0.43

Omega ratio

Gain probability vs. loss probability

1.29

1.36

-0.06

Calmar ratio

Return relative to maximum drawdown

1.89

2.39

-0.50

Martin ratio

Return relative to average drawdown

9.06

9.45

-0.39

URFFX vs. FFFCX - Sharpe Ratio Comparison

The current URFFX Sharpe Ratio is 1.38, which is comparable to the FFFCX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of URFFX and FFFCX, 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


URFFXFFFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.73

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.50

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.88

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.67

-0.23

Correlation

The correlation between URFFX and FFFCX is 0.91, 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

URFFX vs. FFFCX - Dividend Comparison

URFFX's dividend yield for the trailing twelve months is around 6.46%, more than FFFCX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
URFFX
USAA Target Retirement 2050 Fund
6.46%6.46%2.61%3.39%11.40%8.13%6.25%11.76%10.21%5.55%3.91%2.57%
FFFCX
Fidelity Freedom 2010 Fund
4.95%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%

Drawdowns

URFFX vs. FFFCX - Drawdown Comparison

The maximum URFFX drawdown since its inception was -44.25%, which is greater than FFFCX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for URFFX and FFFCX.


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Drawdown Indicators


URFFXFFFCXDifference

Max Drawdown

Largest peak-to-trough decline

-44.25%

-36.88%

-7.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.31%

-4.00%

-6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-18.35%

-5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-29.97%

-18.35%

-11.62%

Current Drawdown

Current decline from peak

-5.55%

-2.82%

-2.73%

Average Drawdown

Average peak-to-trough decline

-5.97%

-4.60%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.01%

+1.14%

Volatility

URFFX vs. FFFCX - Volatility Comparison

USAA Target Retirement 2050 Fund (URFFX) has a higher volatility of 5.36% compared to Fidelity Freedom 2010 Fund (FFFCX) at 2.59%. This indicates that URFFX's price experiences larger fluctuations and is considered to be riskier than FFFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URFFXFFFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

2.59%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

3.56%

+5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.25%

5.56%

+8.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

6.33%

+7.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.31%

6.28%

+8.03%