PortfoliosLab logoPortfoliosLab logo
FAXEX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAXEX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FAXEX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FAXEX
Fidelity Advisor Freedom Blend 2065 Fund Class M
-0.83%22.00%13.02%19.75%-19.41%15.69%17.23%8.76%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%7.21%

Returns By Period

In the year-to-date period, FAXEX achieves a -0.83% return, which is significantly lower than FTIHX's 1.79% return.


FAXEX

1D
3.07%
1M
-5.85%
YTD
-0.83%
6M
2.19%
1Y
20.61%
3Y*
15.21%
5Y*
7.50%
10Y*

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FAXEX vs. FTIHX - Expense Ratio Comparison

FAXEX has a 0.99% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FAXEX vs. FTIHX — Risk / Return Rank

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

FAXEX
FAXEX Risk / Return Rank: 7171
Overall Rank
FAXEX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FAXEX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FAXEX Omega Ratio Rank: 6969
Omega Ratio Rank
FAXEX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FAXEX Martin Ratio Rank: 7676
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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.

FAXEX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX) 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.


FAXEXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.74

-0.43

Sortino ratio

Return per unit of downside risk

1.89

2.32

-0.42

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratio

Return relative to maximum drawdown

1.85

2.38

-0.53

Martin ratio

Return relative to average drawdown

8.24

9.30

-1.07

FAXEX vs. FTIHX - Sharpe Ratio Comparison

The current FAXEX Sharpe Ratio is 1.31, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FAXEX 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.


Loading graphics...

Sharpe Ratios by Period


FAXEXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.74

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.48

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.56

+0.05

Correlation

The correlation between FAXEX and FTIHX is 0.91, 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

FAXEX vs. FTIHX - Dividend Comparison

FAXEX's dividend yield for the trailing twelve months is around 2.19%, less than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FAXEX
Fidelity Advisor Freedom Blend 2065 Fund Class M
2.19%2.18%2.47%1.62%4.93%6.41%3.13%2.61%0.00%0.00%0.00%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%

Drawdowns

FAXEX vs. FTIHX - Drawdown Comparison

The maximum FAXEX drawdown since its inception was -31.31%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FAXEX and FTIHX.


Loading graphics...

Drawdown Indicators


FAXEXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-31.31%

-35.75%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-11.25%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.06%

-29.99%

+1.93%

Current Drawdown

Current decline from peak

-6.98%

-8.61%

+1.63%

Average Drawdown

Average peak-to-trough decline

-6.38%

-7.31%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.88%

-0.32%

Volatility

FAXEX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX) is 6.53%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FAXEX 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.


Loading graphics...

Volatility by Period


FAXEXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

7.78%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

11.04%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

16.05%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

15.09%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.02%

+1.24%