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FATWX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FATWX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2025 Fund Class A (FATWX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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FATWX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FATWX
Fidelity Advisor Freedom 2025 Fund Class A
-2.15%15.82%7.64%13.18%-16.27%9.60%13.89%20.00%-5.70%14.98%
FTIHX
Fidelity Total International Index Fund
-1.15%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FATWX achieves a -2.15% return, which is significantly lower than FTIHX's -1.15% return.


FATWX

1D
0.08%
1M
-6.25%
YTD
-2.15%
6M
-0.25%
1Y
11.39%
3Y*
9.48%
5Y*
4.35%
10Y*
7.17%

FTIHX

1D
-0.12%
1M
-11.11%
YTD
-1.15%
6M
3.36%
1Y
24.13%
3Y*
14.18%
5Y*
6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FATWX vs. FTIHX - Expense Ratio Comparison

FATWX has a 0.87% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FATWX vs. FTIHX — Risk / Return Rank

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

FATWX
FATWX Risk / Return Rank: 6767
Overall Rank
FATWX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FATWX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FATWX Omega Ratio Rank: 6666
Omega Ratio Rank
FATWX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FATWX Martin Ratio Rank: 6868
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 7979
Overall Rank
FTIHX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 7878
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 7878
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.

FATWX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2025 Fund Class A (FATWX) and Fidelity Total International Index Fund (FTIHX). 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.


FATWXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.47

-0.27

Sortino ratio

Return per unit of downside risk

1.69

1.97

-0.28

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.04

Calmar ratio

Return relative to maximum drawdown

1.51

1.92

-0.41

Martin ratio

Return relative to average drawdown

6.45

7.63

-1.18

FATWX vs. FTIHX - Sharpe Ratio Comparison

The current FATWX Sharpe Ratio is 1.20, which is comparable to the FTIHX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FATWX and FTIHX, 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


FATWXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.47

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.45

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.54

-0.08

Correlation

The correlation between FATWX and FTIHX is 0.90, 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

FATWX vs. FTIHX - Dividend Comparison

FATWX's dividend yield for the trailing twelve months is around 7.86%, more than FTIHX's 2.82% yield.


TTM20252024202320222021202020192018201720162015
FATWX
Fidelity Advisor Freedom 2025 Fund Class A
7.86%7.69%3.79%1.91%9.50%9.22%6.11%6.43%9.56%4.08%4.42%5.02%
FTIHX
Fidelity Total International Index Fund
2.82%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FATWX vs. FTIHX - Drawdown Comparison

The maximum FATWX drawdown since its inception was -49.44%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FATWX and FTIHX.


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Drawdown Indicators


FATWXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-49.44%

-35.75%

-13.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-11.25%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-23.85%

-29.99%

+6.14%

Max Drawdown (10Y)

Largest decline over 10 years

-23.85%

Current Drawdown

Current decline from peak

-6.38%

-11.25%

+4.87%

Average Drawdown

Average peak-to-trough decline

-5.81%

-7.31%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.84%

-1.17%

Volatility

FATWX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2025 Fund Class A (FATWX) is 3.64%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.05%. This indicates that FATWX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FATWXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

7.05%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

5.79%

10.67%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

9.63%

15.82%

-6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

15.03%

-5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.10%

16.00%

-5.90%