CFR vs. FFEDX
Compare and contrast key facts about Cullen/Frost Bankers, Inc. (CFR) and Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX).
FFEDX is managed by Fidelity. It was launched on Oct 2, 2009.
Performance
CFR vs. FFEDX - Performance Comparison
Loading graphics...
CFR vs. FFEDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 9.01% | -2.76% | 27.86% | -16.06% | 8.66% | 48.17% | -7.58% | 14.60% | -4.84% | 9.93% |
FFEDX Fidelity Freedom Index 2025 Fund Institutional Premium Class | -2.31% | 14.93% | 8.54% | 13.94% | -16.55% | 9.63% | 13.60% | 19.68% | -4.46% | 15.20% |
Returns By Period
In the year-to-date period, CFR achieves a 9.01% return, which is significantly higher than FFEDX's -2.31% return. Over the past 10 years, CFR has outperformed FFEDX with an annualized return of 12.92%, while FFEDX has yielded a comparatively lower 7.26% annualized return.
CFR
- 1D
- 1.30%
- 1M
- -0.82%
- YTD
- 9.01%
- 6M
- 9.77%
- 1Y
- 12.88%
- 3Y*
- 12.78%
- 5Y*
- 7.59%
- 10Y*
- 12.92%
FFEDX
- 1D
- 0.20%
- 1M
- -5.65%
- YTD
- -2.31%
- 6M
- -0.35%
- 1Y
- 10.96%
- 3Y*
- 9.53%
- 5Y*
- 4.59%
- 10Y*
- 7.26%
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
CFR vs. FFEDX — Risk / Return Rank
CFR
FFEDX
CFR vs. FFEDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cullen/Frost Bankers, Inc. (CFR) and Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX). 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.
| CFR | FFEDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.23 | -0.76 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.75 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.55 | -0.67 |
Martin ratioReturn relative to average drawdown | 1.93 | 6.82 | -4.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CFR | FFEDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.23 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.49 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.74 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.66 | -0.20 |
Correlation
The correlation between CFR and FFEDX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CFR vs. FFEDX - Dividend Comparison
CFR's dividend yield for the trailing twelve months is around 2.92%, less than FFEDX's 5.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 2.92% | 3.12% | 2.79% | 3.30% | 2.42% | 2.33% | 3.27% | 2.86% | 2.93% | 2.38% | 2.44% | 3.50% |
FFEDX Fidelity Freedom Index 2025 Fund Institutional Premium Class | 5.07% | 4.95% | 3.40% | 2.42% | 2.69% | 2.21% | 2.40% | 13.80% | 2.37% | 1.88% | 1.94% | 1.89% |
Drawdowns
CFR vs. FFEDX - Drawdown Comparison
The maximum CFR drawdown since its inception was -56.86%, which is greater than FFEDX's maximum drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for CFR and FFEDX.
Loading graphics...
Drawdown Indicators
| CFR | FFEDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.86% | -22.60% | -34.26% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -6.77% | -8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -45.62% | -22.60% | -23.02% |
Max Drawdown (10Y)Largest decline over 10 years | -56.86% | -22.60% | -34.26% |
Current DrawdownCurrent decline from peak | -6.16% | -5.74% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -11.86% | -3.93% | -7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.02% | 1.54% | +5.48% |
Volatility
CFR vs. FFEDX - Volatility Comparison
Cullen/Frost Bankers, Inc. (CFR) has a higher volatility of 4.62% compared to Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) at 3.30%. This indicates that CFR's price experiences larger fluctuations and is considered to be riskier than FFEDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CFR | FFEDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.30% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 5.31% | +10.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.45% | 9.12% | +18.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.38% | 9.47% | +20.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.45% | 9.85% | +23.60% |