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FCTKX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FCTKX and ^GSPC is 0.93, 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.


Performance

FCTKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2055 Fund Class K6 (FCTKX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCTKX:

0.75

^GSPC:

0.66

Sortino Ratio

FCTKX:

1.03

^GSPC:

0.94

Omega Ratio

FCTKX:

1.14

^GSPC:

1.14

Calmar Ratio

FCTKX:

0.71

^GSPC:

0.60

Martin Ratio

FCTKX:

3.05

^GSPC:

2.28

Ulcer Index

FCTKX:

3.59%

^GSPC:

5.01%

Daily Std Dev

FCTKX:

16.65%

^GSPC:

19.77%

Max Drawdown

FCTKX:

-30.94%

^GSPC:

-56.78%

Current Drawdown

FCTKX:

-0.36%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, FCTKX achieves a 6.55% return, which is significantly higher than ^GSPC's 0.51% return.


FCTKX

YTD

6.55%

1M

5.68%

6M

3.20%

1Y

12.39%

3Y*

11.39%

5Y*

12.83%

10Y*

N/A

^GSPC

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FCTKX vs. ^GSPC — Risk-Adjusted Performance Rank

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

FCTKX
The Risk-Adjusted Performance Rank of FCTKX is 5959
Overall Rank
The Sharpe Ratio Rank of FCTKX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FCTKX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FCTKX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FCTKX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FCTKX is 6767
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
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.

FCTKX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund Class K6 (FCTKX) and S&P 500 (^GSPC). 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 FCTKX Sharpe Ratio is 0.75, which is comparable to the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FCTKX and ^GSPC, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

FCTKX vs. ^GSPC - Drawdown Comparison

The maximum FCTKX drawdown since its inception was -30.94%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FCTKX and ^GSPC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FCTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2055 Fund Class K6 (FCTKX) is 3.41%, while S&P 500 (^GSPC) has a volatility of 4.77%. This indicates that FCTKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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