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

Correlation

The correlation between FBLTX and FTTHX is -0.08. 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.


-0.50.00.51.0-0.1

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.55%
1.62%
FBLTX
FTTHX

Key characteristics

Sharpe Ratio

FBLTX:

-0.22

FTTHX:

1.32

Sortino Ratio

FBLTX:

-0.22

FTTHX:

1.86

Omega Ratio

FBLTX:

0.97

FTTHX:

1.23

Calmar Ratio

FBLTX:

-0.07

FTTHX:

0.73

Martin Ratio

FBLTX:

-0.48

FTTHX:

6.61

Ulcer Index

FBLTX:

6.49%

FTTHX:

1.90%

Daily Std Dev

FBLTX:

13.80%

FTTHX:

9.56%

Max Drawdown

FBLTX:

-50.64%

FTTHX:

-53.47%

Current Drawdown

FBLTX:

-44.61%

FTTHX:

-7.39%

Returns By Period

In the year-to-date period, FBLTX achieves a -0.45% return, which is significantly lower than FTTHX's 1.67% return.


FBLTX

YTD

-0.45%

1M

-1.28%

6M

-3.56%

1Y

-2.56%

5Y*

-7.22%

10Y*

N/A

FTTHX

YTD

1.67%

1M

0.31%

6M

1.62%

1Y

11.24%

5Y*

1.86%

10Y*

2.35%

*Annualized

Compare stocks, funds, or ETFs

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


FBLTX vs. FTTHX - Expense Ratio Comparison

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


FTTHX
Fidelity Advisor Freedom 2035 Fund Class M
Expense ratio chart for FTTHX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for FBLTX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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 33
Overall Rank
The Sharpe Ratio Rank of FBLTX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FBLTX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FBLTX is 33
Omega Ratio Rank
The Calmar Ratio Rank of FBLTX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FBLTX is 33
Martin Ratio Rank

FTTHX
The Risk-Adjusted Performance Rank of FTTHX is 6161
Overall Rank
The Sharpe Ratio Rank of FTTHX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FTTHX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FTTHX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FTTHX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FTTHX is 6868
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.


Sharpe ratio
The chart of Sharpe ratio for FBLTX, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.00-0.221.15
The chart of Sortino ratio for FBLTX, currently valued at -0.22, compared to the broader market0.005.0010.00-0.221.64
The chart of Omega ratio for FBLTX, currently valued at 0.97, compared to the broader market1.002.003.004.000.971.21
The chart of Calmar ratio for FBLTX, currently valued at -0.07, compared to the broader market0.005.0010.0015.0020.00-0.070.66
The chart of Martin ratio for FBLTX, currently valued at -0.48, compared to the broader market0.0020.0040.0060.0080.00-0.485.77
FBLTX
FTTHX

The current FBLTX Sharpe Ratio is -0.22, which is lower than the FTTHX Sharpe Ratio of 1.32. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.22
1.15
FBLTX
FTTHX

Dividends

FBLTX vs. FTTHX - Dividend Comparison

FBLTX's dividend yield for the trailing twelve months is around 4.92%, more than FTTHX's 1.41% yield.


TTM20242023202220212020201920182017201620152014
FBLTX
Fidelity SAI Long-Term Treasury Bond Index Fund
4.92%4.90%4.11%3.27%1.87%1.91%2.40%3.34%2.69%2.79%0.64%0.00%
FTTHX
Fidelity Advisor Freedom 2035 Fund Class M
1.41%1.43%1.29%1.89%1.80%0.60%1.03%1.61%0.80%1.08%1.16%8.07%

Drawdowns

FBLTX vs. FTTHX - Drawdown Comparison

The maximum FBLTX drawdown since its inception was -50.64%, smaller than 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-44.61%
-7.39%
FBLTX
FTTHX

Volatility

FBLTX vs. FTTHX - Volatility Comparison

Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) and Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) have volatilities of 3.52% and 3.65%, 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.


2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.52%
3.65%
FBLTX
FTTHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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