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Fidelity Advisor Freedom 2035 Fund Class M (FTTHX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US3157924404
Issuer
Fidelity
Inception Date
Nov 6, 2003
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Advisor Freedom 2035 Fund Class M, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) has returned -2.86% so far this year and 13.60% over the past 12 months. Over the last ten years, FTTHX has returned 8.96% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Fidelity Advisor Freedom 2035 Fund Class M

1D
0.00%
1M
-7.33%
YTD
-2.86%
6M
-0.49%
1Y
13.60%
3Y*
11.56%
5Y*
5.57%
10Y*
8.96%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 8, 2003, FTTHX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +11.1%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FTTHX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -9.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.60%2.17%-7.33%-2.86%
20252.92%0.47%-2.29%0.62%4.03%3.85%0.53%1.84%2.58%1.26%0.12%1.03%18.17%
20240.00%3.12%2.89%-3.44%3.66%1.06%1.96%2.05%1.88%-2.57%2.57%-3.13%10.14%
20236.91%-3.19%2.14%1.05%-1.36%3.96%2.65%-2.58%-3.74%-2.91%7.74%5.24%16.09%
2022-4.08%-2.66%0.14%-7.16%0.74%-7.38%5.59%-3.45%-8.56%4.27%7.93%-3.44%-17.95%
2021-0.13%2.57%1.67%3.54%1.75%0.75%0.19%1.93%-3.30%3.98%-2.79%2.76%13.40%

Benchmark Metrics

Fidelity Advisor Freedom 2035 Fund Class M has an annualized alpha of -0.63%, beta of 0.76, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 09, 2003.

  • This fund participated in 88.78% of S&P 500 Index downside but only 77.97% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-0.63%
Beta
0.76
0.89
Upside Capture
77.97%
Downside Capture
88.78%

Expense Ratio

FTTHX has a high expense ratio of 1.21%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FTTHX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FTTHX Risk / Return Rank: 6262
Overall Rank
FTTHX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTTHX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FTTHX Omega Ratio Rank: 6262
Omega Ratio Rank
FTTHX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FTTHX Martin Ratio Rank: 6666
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) and compare them to a chosen benchmark (S&P 500 Index).


FTTHXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.90

+0.24

Sortino ratio

Return per unit of downside risk

1.63

1.39

+0.25

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.42

1.40

+0.02

Martin ratio

Return relative to average drawdown

6.25

6.61

-0.36

Explore FTTHX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Fidelity Advisor Freedom 2035 Fund Class M provided a 7.46% dividend yield over the last twelve months, with an annual payout of $1.14 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.14$1.14$0.44$0.18$1.15$1.47$0.90$0.98$1.41$0.60$0.58$0.31

Dividend yield

7.46%7.24%3.07%1.32%9.80%9.34%5.96%7.02%11.72%4.09%4.55%2.50%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Freedom 2035 Fund Class M. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.00$0.53$1.14
2024$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.44
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2022$0.00$0.00$0.00$0.00$0.93$0.00$0.00$0.00$0.00$0.00$0.00$0.22$1.15
2021$0.00$0.00$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.00$0.76$1.47

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Freedom 2035 Fund Class M. 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 Advisor Freedom 2035 Fund Class M was 54.89%, occurring on Mar 9, 2009. Recovery took 1008 trading sessions.

The current Fidelity Advisor Freedom 2035 Fund Class M drawdown is 7.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.89%Nov 1, 2007339Mar 9, 20091008Mar 11, 20131347
-29.22%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-26.21%Nov 10, 2021234Oct 14, 2022397May 15, 2024631
-19.37%Apr 27, 2015202Feb 11, 2016226Jan 4, 2017428
-17.58%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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