PortfoliosLab logoPortfoliosLab logo
ATTIX vs. FRBHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATTIX vs. FRBHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century One Choice In Retirement Portfolio Class I (ATTIX) and Fidelity Freedom® 2070 Fund Class K6 (FRBHX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ATTIX achieves a 4.45% return, which is significantly lower than FRBHX's 13.94% return.


ATTIX

1D
0.15%
1M
1.95%
YTD
4.45%
6M
4.62%
1Y
12.13%
3Y*
9.81%
5Y*
4.73%
10Y*
5.99%

FRBHX

1D
0.59%
1M
5.16%
YTD
13.94%
6M
15.91%
1Y
31.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATTIX vs. FRBHX - Yearly Performance Comparison


Correlation

The correlation between ATTIX and FRBHX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2024

0.90

The correlation between ATTIX and FRBHX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

ATTIX vs. FRBHX — Risk / Return Rank

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

ATTIX
ATTIX Risk / Return Rank: 4949
Overall Rank
ATTIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ATTIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
ATTIX Omega Ratio Rank: 5151
Omega Ratio Rank
ATTIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
ATTIX Martin Ratio Rank: 5353
Martin Ratio Rank

FRBHX
FRBHX Risk / Return Rank: 7272
Overall Rank
FRBHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRBHX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FRBHX Omega Ratio Rank: 6868
Omega Ratio Rank
FRBHX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FRBHX 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.

ATTIX vs. FRBHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century One Choice In Retirement Portfolio Class I (ATTIX) and Fidelity Freedom® 2070 Fund Class K6 (FRBHX). 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.


ATTIXFRBHXDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.40

1.46

-0.07

Calmar ratioReturn relative to maximum drawdown

2.43

3.27

-0.84

Martin ratioReturn relative to average drawdown

10.74

14.55

-3.82

ATTIX vs. FRBHX - Sharpe Ratio Comparison

The current ATTIX Sharpe Ratio is 2.10, which is comparable to the FRBHX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of ATTIX and FRBHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ATTIXFRBHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.50

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.42

-0.74

Drawdowns

ATTIX vs. FRBHX - Drawdown Comparison

The maximum ATTIX drawdown since its inception was -27.52%, which is greater than FRBHX's maximum drawdown of -15.29%. Use the drawdown chart below to compare losses from any high point for ATTIX and FRBHX.


Loading charts...

Drawdown Indicators


ATTIXFRBHXDifference

Max Drawdown

Largest peak-to-trough decline

-27.52%

-15.29%

-12.23%

Max Drawdown (1Y)

Largest decline over 1 year

-5.05%

-9.77%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-7.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

Max Drawdown (10Y)

Largest decline over 10 years

-18.86%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.97%

-1.78%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

2.19%

-1.05%

Volatility

ATTIX vs. FRBHX - Volatility Comparison

The current volatility for American Century One Choice In Retirement Portfolio Class I (ATTIX) is 1.78%, while Fidelity Freedom® 2070 Fund Class K6 (FRBHX) has a volatility of 4.24%. This indicates that ATTIX experiences smaller price fluctuations and is considered to be less risky than FRBHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ATTIXFRBHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

4.24%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.70%

10.50%

-5.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.85%

12.78%

-6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

15.80%

-8.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.07%

15.80%

-7.73%

ATTIX vs. FRBHX - Expense Ratio Comparison

ATTIX has a 0.56% expense ratio, which is higher than FRBHX's 0.45% expense ratio.


Dividends

ATTIX vs. FRBHX - Dividend Comparison

ATTIX's dividend yield for the trailing twelve months is around 8.55%, more than FRBHX's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
ATTIX
American Century One Choice In Retirement Portfolio Class I
8.55%9.09%4.23%4.51%5.43%7.96%1.47%7.57%8.89%2.17%3.20%4.54%
FRBHX
Fidelity Freedom® 2070 Fund Class K6
4.20%2.53%2.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, ATTIX and FRBHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FRBHX has higher volatility (4.24%) compared to ATTIX (1.78%). In terms of maximum drawdown, ATTIX dropped -27.52% vs FRBHX's -15.29%.

FRBHX currently has the higher Sharpe Ratio (2.50 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ATTIX and FRBHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer