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AOA vs. FFOPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AOA vs. FFOPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Aggressive Allocation ETF (AOA) and Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX). The values are adjusted to include any dividend payments, if applicable.

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AOA vs. FFOPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOA
iShares Core Aggressive Allocation ETF
-0.73%19.59%13.55%18.27%-16.23%15.42%12.82%22.60%-7.86%20.05%
FFOPX
Fidelity Freedom Index 2050 Fund Institutional Premium Class
-0.65%21.41%14.20%19.97%-18.20%15.98%16.55%26.00%-7.19%20.61%

Returns By Period

In the year-to-date period, AOA achieves a -0.73% return, which is significantly lower than FFOPX's -0.65% return. Over the past 10 years, AOA has underperformed FFOPX with an annualized return of 9.71%, while FFOPX has yielded a comparatively higher 10.83% annualized return.


AOA

1D
-0.14%
1M
-2.63%
YTD
-0.73%
6M
1.53%
1Y
18.01%
3Y*
14.24%
5Y*
7.94%
10Y*
9.71%

FFOPX

1D
0.89%
1M
-2.88%
YTD
-0.65%
6M
1.71%
1Y
19.71%
3Y*
15.61%
5Y*
8.29%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AOA vs. FFOPX - Expense Ratio Comparison

AOA has a 0.25% expense ratio, which is higher than FFOPX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

AOA vs. FFOPX — Risk / Return Rank

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

AOA
AOA Risk / Return Rank: 6969
Overall Rank
AOA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 7171
Sortino Ratio Rank
AOA Omega Ratio Rank: 7171
Omega Ratio Rank
AOA Calmar Ratio Rank: 6565
Calmar Ratio Rank
AOA Martin Ratio Rank: 7171
Martin Ratio Rank

FFOPX
FFOPX Risk / Return Rank: 6969
Overall Rank
FFOPX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FFOPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FFOPX Omega Ratio Rank: 6666
Omega Ratio Rank
FFOPX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FFOPX Martin Ratio Rank: 7777
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.

AOA vs. FFOPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Aggressive Allocation ETF (AOA) and Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX). 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.


AOAFFOPXDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.33

-0.02

Sortino ratio

Return per unit of downside risk

1.90

1.92

-0.02

Omega ratio

Gain probability vs. loss probability

1.28

1.28

-0.01

Calmar ratio

Return relative to maximum drawdown

1.93

1.93

0.00

Martin ratio

Return relative to average drawdown

8.48

8.71

-0.23

AOA vs. FFOPX - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 1.30, which is comparable to the FFOPX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of AOA and FFOPX, 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


AOAFFOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.33

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.58

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.72

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.65

+0.01

Correlation

The correlation between AOA and FFOPX is 0.98, 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

AOA vs. FFOPX - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.26%, more than FFOPX's 2.02% yield.


TTM20252024202320222021202020192018201720162015
AOA
iShares Core Aggressive Allocation ETF
2.26%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%
FFOPX
Fidelity Freedom Index 2050 Fund Institutional Premium Class
2.02%2.01%2.04%1.98%2.07%2.05%1.97%15.21%2.32%2.09%2.14%2.01%

Drawdowns

AOA vs. FFOPX - Drawdown Comparison

The maximum AOA drawdown since its inception was -28.38%, smaller than the maximum FFOPX drawdown of -30.71%. Use the drawdown chart below to compare losses from any high point for AOA and FFOPX.


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Drawdown Indicators


AOAFFOPXDifference

Max Drawdown

Largest peak-to-trough decline

-28.38%

-30.71%

+2.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-8.97%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

-26.18%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-28.38%

-30.71%

+2.33%

Current Drawdown

Current decline from peak

-5.31%

-5.68%

+0.37%

Average Drawdown

Average peak-to-trough decline

-4.08%

-4.73%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.40%

-0.22%

Volatility

AOA vs. FFOPX - Volatility Comparison

The current volatility for iShares Core Aggressive Allocation ETF (AOA) is 5.20%, while Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX) has a volatility of 5.71%. This indicates that AOA experiences smaller price fluctuations and is considered to be less risky than FFOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOAFFOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

5.71%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

9.13%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

15.39%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.91%

14.31%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.51%

15.11%

-1.60%