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FAXEX vs. JRLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAXEX vs. JRLVX - 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 John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). The values are adjusted to include any dividend payments, if applicable.

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FAXEX vs. JRLVX - 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%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
-0.92%19.25%14.50%18.00%-18.06%18.45%16.23%7.87%

Returns By Period

In the year-to-date period, FAXEX achieves a -0.83% return, which is significantly higher than JRLVX's -0.92% return.


FAXEX

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

JRLVX

1D
2.59%
1M
-5.31%
YTD
-0.92%
6M
1.47%
1Y
18.74%
3Y*
14.72%
5Y*
7.76%
10Y*
10.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAXEX vs. JRLVX - Expense Ratio Comparison

FAXEX has a 0.99% expense ratio, which is higher than JRLVX's 0.01% expense ratio.


Return for Risk

FAXEX vs. JRLVX — 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

JRLVX
JRLVX Risk / Return Rank: 6363
Overall Rank
JRLVX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JRLVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
JRLVX Omega Ratio Rank: 6262
Omega Ratio Rank
JRLVX Calmar Ratio Rank: 6161
Calmar Ratio Rank
JRLVX Martin Ratio Rank: 7272
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. JRLVX - 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 John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). 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.


FAXEXJRLVXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.24

+0.07

Sortino ratio

Return per unit of downside risk

1.89

1.80

+0.09

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.85

1.72

+0.13

Martin ratio

Return relative to average drawdown

8.24

8.20

+0.04

FAXEX vs. JRLVX - Sharpe Ratio Comparison

The current FAXEX Sharpe Ratio is 1.31, which is comparable to the JRLVX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FAXEX and JRLVX, 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


FAXEXJRLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.24

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.53

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.59

+0.02

Correlation

The correlation between FAXEX and JRLVX is 0.98, 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. JRLVX - Dividend Comparison

FAXEX's dividend yield for the trailing twelve months is around 2.19%, less than JRLVX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
3.59%3.55%1.89%2.24%8.03%6.00%4.26%8.99%10.96%4.29%3.40%1.90%

Drawdowns

FAXEX vs. JRLVX - Drawdown Comparison

The maximum FAXEX drawdown since its inception was -31.31%, roughly equal to the maximum JRLVX drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for FAXEX and JRLVX.


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Drawdown Indicators


FAXEXJRLVXDifference

Max Drawdown

Largest peak-to-trough decline

-31.31%

-32.53%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-11.23%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-28.06%

-25.64%

-2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

Current Drawdown

Current decline from peak

-6.98%

-6.13%

-0.85%

Average Drawdown

Average peak-to-trough decline

-6.38%

-4.61%

-1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.36%

+0.20%

Volatility

FAXEX vs. JRLVX - Volatility Comparison

Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX) has a higher volatility of 6.53% compared to John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) at 5.56%. This indicates that FAXEX's price experiences larger fluctuations and is considered to be riskier than JRLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAXEXJRLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

5.56%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

8.84%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

15.49%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

14.74%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

15.96%

+1.30%