PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Fidelity Freedom Blend 2065 Fund (FFBSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3157967890

CUSIP

315796789

Issuer

Fidelity

Inception Date

Jun 28, 2019

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FFBSX vs. VLXVX FFBSX vs. VOO FFBSX vs. FFSFX
Popular comparisons:
FFBSX vs. VLXVX FFBSX vs. VOO FFBSX vs. FFSFX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Freedom Blend 2065 Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.83%
12.93%
FFBSX (Fidelity Freedom Blend 2065 Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity Freedom Blend 2065 Fund had a return of 15.44% year-to-date (YTD) and 22.24% in the last 12 months.


FFBSX

YTD

15.44%

1M

-0.29%

6M

6.83%

1Y

22.24%

5Y (annualized)

7.42%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of FFBSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.00%4.19%3.38%-3.58%3.39%1.80%2.00%2.03%2.06%-2.53%15.44%
20238.03%-3.21%2.65%1.20%-1.37%5.09%3.26%-2.90%-4.21%-3.12%8.70%5.35%19.96%
2022-4.35%-3.11%0.82%-7.75%-1.86%-8.39%6.59%-3.69%-9.30%5.18%8.84%-4.73%-21.30%
2021-0.08%2.99%2.10%3.87%0.46%1.06%0.07%2.24%-3.51%4.62%-2.83%-0.16%11.02%
2020-1.51%-6.51%-13.63%9.25%4.34%3.54%4.82%5.37%-2.46%-1.68%12.05%3.19%14.96%
20190.30%-1.99%1.53%2.81%2.73%2.15%7.66%

Expense Ratio

FFBSX features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for FFBSX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FFBSX is 61, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FFBSX is 6161
Combined Rank
The Sharpe Ratio Rank of FFBSX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FFBSX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FFBSX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FFBSX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FFBSX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Freedom Blend 2065 Fund (FFBSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FFBSX, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.005.002.002.54
The chart of Sortino ratio for FFBSX, currently valued at 2.79, compared to the broader market0.005.0010.002.793.40
The chart of Omega ratio for FFBSX, currently valued at 1.36, compared to the broader market1.002.003.004.001.361.47
The chart of Calmar ratio for FFBSX, currently valued at 1.48, compared to the broader market0.005.0010.0015.0020.0025.001.483.66
The chart of Martin ratio for FFBSX, currently valued at 12.42, compared to the broader market0.0020.0040.0060.0080.00100.0012.4216.26
FFBSX
^GSPC

The current Fidelity Freedom Blend 2065 Fund Sharpe ratio is 2.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Freedom Blend 2065 Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.00
2.54
FFBSX (Fidelity Freedom Blend 2065 Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Freedom Blend 2065 Fund provided a 1.34% dividend yield over the last twelve months, with an annual payout of $0.19 per share.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.19$0.19$0.23$0.29$0.13$0.17

Dividend yield

1.34%1.55%2.24%2.20%1.06%1.59%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Freedom Blend 2065 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2019$0.17$0.17

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.71%
-0.88%
FFBSX (Fidelity Freedom Blend 2065 Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Freedom Blend 2065 Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Freedom Blend 2065 Fund was 31.65%, occurring on Oct 14, 2022. Recovery took 434 trading sessions.

The current Fidelity Freedom Blend 2065 Fund drawdown is 1.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.65%Nov 9, 2021235Oct 14, 2022434Jul 10, 2024669
-31.28%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-7.67%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-6.36%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.98%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current Fidelity Freedom Blend 2065 Fund volatility is 3.08%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.08%
3.96%
FFBSX (Fidelity Freedom Blend 2065 Fund)
Benchmark (^GSPC)