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FBLTX vs. FTTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBLTX and FTTHX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FBLTX vs. FTTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) and Fidelity Advisor Freedom 2035 Fund Class M (FTTHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FBLTX:

-0.15

FTTHX:

0.70

Sortino Ratio

FBLTX:

-0.04

FTTHX:

1.15

Omega Ratio

FBLTX:

0.99

FTTHX:

1.16

Calmar Ratio

FBLTX:

-0.03

FTTHX:

0.85

Martin Ratio

FBLTX:

-0.19

FTTHX:

3.60

Ulcer Index

FBLTX:

7.95%

FTTHX:

2.69%

Daily Std Dev

FBLTX:

14.27%

FTTHX:

12.66%

Max Drawdown

FBLTX:

-51.04%

FTTHX:

-53.47%

Current Drawdown

FBLTX:

-45.50%

FTTHX:

0.00%

Returns By Period

In the year-to-date period, FBLTX achieves a -0.06% return, which is significantly lower than FTTHX's 5.70% return.


FBLTX

YTD

-0.06%

1M

-0.88%

6M

-2.15%

1Y

-1.47%

5Y*

-10.43%

10Y*

N/A

FTTHX

YTD

5.70%

1M

8.03%

6M

4.81%

1Y

8.77%

5Y*

10.36%

10Y*

7.36%

*Annualized

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FBLTX vs. FTTHX - Expense Ratio Comparison

FBLTX has a 0.03% expense ratio, which is lower than FTTHX's 1.21% expense ratio.


Risk-Adjusted Performance

FBLTX vs. FTTHX — Risk-Adjusted Performance Rank

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

FBLTX
The Risk-Adjusted Performance Rank of FBLTX is 1212
Overall Rank
The Sharpe Ratio Rank of FBLTX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FBLTX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of FBLTX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FBLTX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FBLTX is 1212
Martin Ratio Rank

FTTHX
The Risk-Adjusted Performance Rank of FTTHX is 7171
Overall Rank
The Sharpe Ratio Rank of FTTHX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FTTHX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FTTHX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FTTHX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FTTHX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBLTX vs. FTTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) and Fidelity Advisor Freedom 2035 Fund Class M (FTTHX). 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.


The current FBLTX Sharpe Ratio is -0.15, which is lower than the FTTHX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FBLTX and FTTHX, 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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Dividends

FBLTX vs. FTTHX - Dividend Comparison

FBLTX's dividend yield for the trailing twelve months is around 4.04%, less than FTTHX's 6.52% yield.


TTM20242023202220212020201920182017201620152014
FBLTX
Fidelity SAI Long-Term Treasury Bond Index Fund
4.04%3.93%3.29%2.99%1.87%1.91%2.40%2.87%2.69%2.79%0.64%0.00%
FTTHX
Fidelity Advisor Freedom 2035 Fund Class M
6.52%3.07%1.32%9.80%9.34%5.96%7.02%11.72%4.89%4.55%2.50%8.07%

Drawdowns

FBLTX vs. FTTHX - Drawdown Comparison

The maximum FBLTX drawdown since its inception was -51.04%, roughly equal to the maximum FTTHX drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for FBLTX and FTTHX. For additional features, visit the drawdowns tool.


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Volatility

FBLTX vs. FTTHX - Volatility Comparison

Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) has a higher volatility of 3.59% compared to Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) at 2.84%. This indicates that FBLTX's price experiences larger fluctuations and is considered to be riskier than FTTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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