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Fidelity Freedom 2035 Fund (FFTHX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS3157926557
CUSIP315792655
IssuerFidelity
Inception DateNov 6, 2003
CategoryTarget Retirement Date
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FFTHX features an expense ratio of 0.71%, falling within the medium range.


Expense ratio chart for FFTHX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: FFTHX vs. VTTHX, FFTHX vs. FIHFX, FFTHX vs. FTABX, FFTHX vs. FSKAX, FFTHX vs. JEPI, FFTHX vs. FTBFX, FFTHX vs. FZROX, FFTHX vs. IVV, FFTHX vs. FCNTX, FFTHX vs. FAGIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Freedom 2035 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%AprilMayJuneJulyAugustSeptember
6.85%
9.26%
FFTHX (Fidelity Freedom 2035 Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity Freedom 2035 Fund had a return of 11.70% year-to-date (YTD) and 19.61% in the last 12 months. Over the past 10 years, Fidelity Freedom 2035 Fund had an annualized return of 8.33%, while the S&P 500 had an annualized return of 10.88%, indicating that Fidelity Freedom 2035 Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date11.70%18.10%
1 month0.94%1.42%
6 months6.85%9.39%
1 year19.61%26.58%
5 years (annualized)9.38%13.42%
10 years (annualized)8.33%10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.07%3.23%2.86%-3.37%3.80%1.17%1.92%1.95%11.70%
20237.23%-3.19%2.53%1.12%-1.01%3.96%2.66%-2.45%-3.81%-2.76%7.76%5.25%17.67%
2022-3.78%-2.70%0.19%-6.99%0.55%-7.54%5.67%-3.38%-8.52%4.33%8.05%-3.58%-17.67%
20210.06%2.77%1.88%3.51%1.87%0.86%-0.00%1.87%-3.00%3.84%-2.43%2.59%14.44%
2020-1.66%-5.66%-12.85%8.93%4.70%3.33%4.51%4.87%-2.03%-1.47%10.90%4.77%17.14%
20197.23%2.37%1.05%2.91%-4.81%5.45%0.00%-1.61%1.42%2.59%2.73%3.31%24.49%
20185.25%-3.93%-1.36%0.46%0.74%-0.13%1.94%1.18%0.00%-7.06%0.91%-6.05%-8.40%
20172.53%2.69%1.09%1.73%1.85%0.64%2.46%0.34%1.84%1.81%1.65%1.46%22.01%
2016-5.99%-0.85%6.86%1.36%0.98%-0.64%4.20%0.70%0.85%-1.99%1.79%1.55%8.60%
2015-1.43%5.43%-0.80%1.54%1.14%-1.61%0.89%-5.96%-3.36%6.40%0.08%-1.70%-0.04%
2014-3.19%4.67%-0.29%-0.07%2.36%2.33%-1.99%3.00%-2.62%1.80%1.32%0.54%7.82%
20133.72%0.08%2.36%1.67%0.64%-2.15%4.40%-1.48%3.65%2.68%1.71%3.50%22.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FFTHX is 65, 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 FFTHX is 6565
FFTHX (Fidelity Freedom 2035 Fund)
The Sharpe Ratio Rank of FFTHX is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of FFTHX is 6767Sortino Ratio Rank
The Omega Ratio Rank of FFTHX is 6363Omega Ratio Rank
The Calmar Ratio Rank of FFTHX is 5959Calmar Ratio Rank
The Martin Ratio Rank of FFTHX is 6868Martin 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 2035 Fund (FFTHX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FFTHX
Sharpe ratio
The chart of Sharpe ratio for FFTHX, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.005.001.99
Sortino ratio
The chart of Sortino ratio for FFTHX, currently valued at 2.83, compared to the broader market0.005.0010.002.83
Omega ratio
The chart of Omega ratio for FFTHX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for FFTHX, currently valued at 1.16, compared to the broader market0.005.0010.0015.0020.001.16
Martin ratio
The chart of Martin ratio for FFTHX, currently valued at 9.11, compared to the broader market0.0020.0040.0060.0080.00100.009.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.005.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market0.005.0010.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market1.002.003.004.001.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.0020.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0020.0040.0060.0080.00100.0010.43

Sharpe Ratio

The current Fidelity Freedom 2035 Fund Sharpe ratio is 1.99. 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 2035 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 Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.99
2.03
FFTHX (Fidelity Freedom 2035 Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Freedom 2035 Fund granted a 1.88% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.30$0.27$1.41$1.97$0.98$1.02$1.00$0.65$0.52$0.76$1.20$0.95

Dividend yield

1.88%1.86%11.21%11.62%5.93%6.75%7.66%4.23%4.00%6.07%9.03%7.08%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Freedom 2035 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$0.07$0.00$0.00$0.00$0.00$0.07
2023$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.27
2022$0.00$0.00$0.00$0.00$0.93$0.00$0.00$0.00$0.00$0.00$0.00$0.48$1.41
2021$0.00$0.00$0.00$0.00$0.78$0.00$0.00$0.00$0.00$0.00$0.00$1.19$1.97
2020$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.98
2019$0.00$0.00$0.00$0.00$0.56$0.00$0.00$0.00$0.00$0.00$0.00$0.46$1.02
2018$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.00$0.59$1.00
2017$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.65
2016$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.52
2015$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.76
2014$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.00$0.59$1.20
2013$0.33$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.95

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%AprilMayJuneJulyAugustSeptember
-0.49%
-0.73%
FFTHX (Fidelity Freedom 2035 Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Freedom 2035 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 2035 Fund was 50.94%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.

The current Fidelity Freedom 2035 Fund drawdown is 0.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.94%Nov 1, 2007338Mar 9, 2009491Feb 16, 2011829
-28.81%Jan 21, 202044Mar 23, 202095Aug 6, 2020139
-25.94%Nov 9, 2021235Oct 14, 2022349Mar 7, 2024584
-19.98%May 2, 2011108Oct 3, 2011233Sep 6, 2012341
-17.98%May 22, 2015183Feb 11, 2016143Sep 6, 2016326

Volatility

Volatility Chart

The current Fidelity Freedom 2035 Fund volatility is 3.16%, 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%AprilMayJuneJulyAugustSeptember
3.16%
4.36%
FFTHX (Fidelity Freedom 2035 Fund)
Benchmark (^GSPC)