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AAFTX vs. FFFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAFTX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2035 Target Date Retirement Fund (AAFTX) and Fidelity Freedom 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

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AAFTX vs. FFFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAFTX
American Funds 2035 Target Date Retirement Fund
-1.34%16.77%12.40%16.50%-16.53%15.20%17.23%22.81%-5.48%20.68%
FFFCX
Fidelity Freedom 2010 Fund
0.74%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, AAFTX achieves a -1.34% return, which is significantly lower than FFFCX's 0.74% return. Over the past 10 years, AAFTX has outperformed FFFCX with an annualized return of 9.79%, while FFFCX has yielded a comparatively lower 5.55% annualized return.


AAFTX

1D
0.59%
1M
-2.92%
YTD
-1.34%
6M
0.50%
1Y
14.12%
3Y*
12.82%
5Y*
6.76%
10Y*
9.79%

FFFCX

1D
0.34%
1M
-1.26%
YTD
0.74%
6M
1.94%
1Y
9.47%
3Y*
7.56%
5Y*
3.24%
10Y*
5.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAFTX vs. FFFCX - Expense Ratio Comparison

AAFTX has a 0.33% expense ratio, which is lower than FFFCX's 0.49% expense ratio.


Return for Risk

AAFTX vs. FFFCX — Risk / Return Rank

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

AAFTX
AAFTX Risk / Return Rank: 6969
Overall Rank
AAFTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AAFTX Sortino Ratio Rank: 7070
Sortino Ratio Rank
AAFTX Omega Ratio Rank: 6464
Omega Ratio Rank
AAFTX Calmar Ratio Rank: 7272
Calmar Ratio Rank
AAFTX Martin Ratio Rank: 7474
Martin Ratio Rank

FFFCX
FFFCX Risk / Return Rank: 8484
Overall Rank
FFFCX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8383
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FFFCX 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.

AAFTX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2035 Target Date Retirement Fund (AAFTX) 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.


AAFTXFFFCXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.74

-0.39

Sortino ratio

Return per unit of downside risk

1.98

2.42

-0.44

Omega ratio

Gain probability vs. loss probability

1.28

1.36

-0.08

Calmar ratio

Return relative to maximum drawdown

1.99

2.48

-0.50

Martin ratio

Return relative to average drawdown

8.41

9.70

-1.28

AAFTX vs. FFFCX - Sharpe Ratio Comparison

The current AAFTX Sharpe Ratio is 1.35, which is comparable to the FFFCX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of AAFTX 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


AAFTXFFFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.74

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.51

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.89

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.67

-0.16

Correlation

The correlation between AAFTX and FFFCX is 0.93, 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

AAFTX vs. FFFCX - Dividend Comparison

AAFTX's dividend yield for the trailing twelve months is around 6.07%, more than FFFCX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
AAFTX
American Funds 2035 Target Date Retirement Fund
6.07%5.99%4.26%2.61%5.43%5.25%3.53%4.21%4.80%2.38%3.52%5.63%
FFFCX
Fidelity Freedom 2010 Fund
4.93%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%

Drawdowns

AAFTX vs. FFFCX - Drawdown Comparison

The maximum AAFTX drawdown since its inception was -49.89%, which is greater than FFFCX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for AAFTX and FFFCX.


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Drawdown Indicators


AAFTXFFFCXDifference

Max Drawdown

Largest peak-to-trough decline

-49.89%

-36.88%

-13.01%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-4.00%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-18.35%

-4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-26.72%

-18.35%

-8.37%

Current Drawdown

Current decline from peak

-4.68%

-2.49%

-2.19%

Average Drawdown

Average peak-to-trough decline

-6.85%

-4.60%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.02%

+0.76%

Volatility

AAFTX vs. FFFCX - Volatility Comparison

American Funds 2035 Target Date Retirement Fund (AAFTX) has a higher volatility of 3.95% compared to Fidelity Freedom 2010 Fund (FFFCX) at 2.50%. This indicates that AAFTX'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


AAFTXFFFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

2.50%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

3.57%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

10.80%

5.57%

+5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.42%

6.33%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

6.28%

+6.43%