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FCTKX vs. FITLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCTKX and FITLX 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.


-0.50.00.51.00.9

Performance

FCTKX vs. FITLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2055 Fund Class K6 (FCTKX) and Fidelity US Sustainability Index Fund (FITLX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.54%
5.02%
FCTKX
FITLX

Key characteristics

Sharpe Ratio

FCTKX:

1.29

FITLX:

1.61

Sortino Ratio

FCTKX:

1.82

FITLX:

2.19

Omega Ratio

FCTKX:

1.23

FITLX:

1.30

Calmar Ratio

FCTKX:

0.87

FITLX:

2.37

Martin Ratio

FCTKX:

8.02

FITLX:

9.72

Ulcer Index

FCTKX:

1.86%

FITLX:

2.32%

Daily Std Dev

FCTKX:

11.56%

FITLX:

14.00%

Max Drawdown

FCTKX:

-35.02%

FITLX:

-34.35%

Current Drawdown

FCTKX:

-4.56%

FITLX:

-5.43%

Returns By Period

In the year-to-date period, FCTKX achieves a 14.10% return, which is significantly lower than FITLX's 22.12% return.


FCTKX

YTD

14.10%

1M

-1.53%

6M

3.14%

1Y

16.26%

5Y*

4.55%

10Y*

N/A

FITLX

YTD

22.12%

1M

-2.77%

6M

5.06%

1Y

24.22%

5Y*

14.44%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FCTKX vs. FITLX - Expense Ratio Comparison

FCTKX has a 0.50% expense ratio, which is higher than FITLX's 0.11% expense ratio.


FCTKX
Fidelity Freedom 2055 Fund Class K6
Expense ratio chart for FCTKX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FITLX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

FCTKX vs. FITLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund Class K6 (FCTKX) and Fidelity US Sustainability Index Fund (FITLX). 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 FCTKX, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.001.291.61
The chart of Sortino ratio for FCTKX, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.001.822.19
The chart of Omega ratio for FCTKX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.30
The chart of Calmar ratio for FCTKX, currently valued at 0.87, compared to the broader market0.002.004.006.008.0010.0012.0014.000.872.37
The chart of Martin ratio for FCTKX, currently valued at 8.02, compared to the broader market0.0020.0040.0060.008.029.72
FCTKX
FITLX

The current FCTKX Sharpe Ratio is 1.29, which is comparable to the FITLX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of FCTKX and FITLX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.29
1.61
FCTKX
FITLX

Dividends

FCTKX vs. FITLX - Dividend Comparison

FCTKX's dividend yield for the trailing twelve months is around 1.34%, while FITLX has not paid dividends to shareholders.


TTM2023202220212020201920182017
FCTKX
Fidelity Freedom 2055 Fund Class K6
1.34%1.53%2.32%2.48%1.20%1.69%1.98%1.27%
FITLX
Fidelity US Sustainability Index Fund
0.00%1.12%1.49%0.81%1.01%1.27%1.37%0.71%

Drawdowns

FCTKX vs. FITLX - Drawdown Comparison

The maximum FCTKX drawdown since its inception was -35.02%, roughly equal to the maximum FITLX drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for FCTKX and FITLX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.56%
-5.43%
FCTKX
FITLX

Volatility

FCTKX vs. FITLX - Volatility Comparison

The current volatility for Fidelity Freedom 2055 Fund Class K6 (FCTKX) is 3.25%, while Fidelity US Sustainability Index Fund (FITLX) has a volatility of 4.28%. This indicates that FCTKX experiences smaller price fluctuations and is considered to be less risky than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
4.28%
FCTKX
FITLX
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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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