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

Correlation

The correlation between FCTKX and ^GSPC is 0.92, 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. ^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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.20%
7.29%
FCTKX
^GSPC

Key characteristics

Sharpe Ratio

FCTKX:

1.37

^GSPC:

1.90

Sortino Ratio

FCTKX:

1.92

^GSPC:

2.54

Omega Ratio

FCTKX:

1.25

^GSPC:

1.35

Calmar Ratio

FCTKX:

0.92

^GSPC:

2.81

Martin Ratio

FCTKX:

8.59

^GSPC:

12.39

Ulcer Index

FCTKX:

1.84%

^GSPC:

1.93%

Daily Std Dev

FCTKX:

11.58%

^GSPC:

12.58%

Max Drawdown

FCTKX:

-35.02%

^GSPC:

-56.78%

Current Drawdown

FCTKX:

-4.51%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, FCTKX achieves a 14.17% return, which is significantly lower than ^GSPC's 23.11% return.


FCTKX

YTD

14.17%

1M

-1.17%

6M

3.14%

1Y

15.02%

5Y*

4.57%

10Y*

N/A

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FCTKX, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.001.371.90
The chart of Sortino ratio for FCTKX, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.922.54
The chart of Omega ratio for FCTKX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.35
The chart of Calmar ratio for FCTKX, currently valued at 0.92, compared to the broader market0.005.0010.0015.000.922.81
The chart of Martin ratio for FCTKX, currently valued at 8.59, compared to the broader market0.0020.0040.0060.008.5912.39
FCTKX
^GSPC

The current FCTKX Sharpe Ratio is 1.37, which is comparable to the ^GSPC Sharpe Ratio of 1.90. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.37
1.90
FCTKX
^GSPC

Drawdowns

FCTKX vs. ^GSPC - Drawdown Comparison

The maximum FCTKX drawdown since its inception was -35.02%, 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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.51%
-3.58%
FCTKX
^GSPC

Volatility

FCTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2055 Fund Class K6 (FCTKX) is 3.27%, while S&P 500 (^GSPC) has a volatility of 3.64%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.27%
3.64%
FCTKX
^GSPC
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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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