EAOA vs. FDEWX
Compare and contrast key facts about iShares ESG Aware Aggressive Allocation ETF (EAOA) and Fidelity Freedom Index 2055 Fund Investor Class (FDEWX).
EAOA is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Aggressive Allocation Index. It was launched on Jun 12, 2020. FDEWX is managed by Fidelity. It was launched on Jun 1, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAOA or FDEWX.
Key characteristics
| EAOA | FDEWX | |
|---|---|---|
| YTD Return | 15.36% | 15.08% |
| 1Y Return | 26.00% | 26.56% |
| 3Y Return (Ann) | 3.65% | 3.83% |
| Sharpe Ratio | 2.61 | 2.49 |
| Sortino Ratio | 3.67 | 3.46 |
| Omega Ratio | 1.49 | 1.46 |
| Calmar Ratio | 2.12 | 2.16 |
| Martin Ratio | 16.87 | 16.16 |
| Ulcer Index | 1.55% | 1.64% |
| Daily Std Dev | 10.01% | 10.66% |
| Max Drawdown | -25.06% | -34.73% |
| Current Drawdown | -0.52% | -1.48% |
Correlation
The correlation between EAOA and FDEWX is 0.99, 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.
Performance
EAOA vs. FDEWX - Performance Comparison
The year-to-date returns for both stocks are quite close, with EAOA having a 15.36% return and FDEWX slightly lower at 15.08%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EAOA vs. FDEWX - Expense Ratio Comparison
EAOA has a 0.18% expense ratio, which is higher than FDEWX's 0.12% 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%.
Risk-Adjusted Performance
EAOA vs. FDEWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Fidelity Freedom Index 2055 Fund Investor Class (FDEWX). 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.
Dividends
EAOA vs. FDEWX - Dividend Comparison
EAOA's dividend yield for the trailing twelve months is around 2.01%, more than FDEWX's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 2.01% | 2.21% | 1.93% | 1.48% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDEWX Fidelity Freedom Index 2055 Fund Investor Class | 1.70% | 1.92% | 1.94% | 1.51% | 1.35% | 1.69% | 2.15% | 1.69% | 2.26% | 2.29% | 1.89% | 1.46% |
Drawdowns
EAOA vs. FDEWX - Drawdown Comparison
The maximum EAOA drawdown since its inception was -25.06%, smaller than the maximum FDEWX drawdown of -34.73%. Use the drawdown chart below to compare losses from any high point for EAOA and FDEWX. For additional features, visit the drawdowns tool.
Volatility
EAOA vs. FDEWX - Volatility Comparison
iShares ESG Aware Aggressive Allocation ETF (EAOA) and Fidelity Freedom Index 2055 Fund Investor Class (FDEWX) have volatilities of 2.56% and 2.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.