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FCTWX vs. SAN.MC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCTWX vs. SAN.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2025 Fund Class C (FCTWX) and Banco Santander (SAN.MC). The values are adjusted to include any dividend payments, if applicable.

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FCTWX vs. SAN.MC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCTWX
Fidelity Advisor Freedom 2025 Fund Class C
-2.29%14.97%6.84%12.34%-17.47%8.75%13.09%19.07%-6.34%14.62%
SAN.MC
Banco Santander
-7.14%163.61%15.61%44.97%-6.21%9.95%-22.71%-2.72%-27.83%33.04%
Different Trading Currencies

FCTWX is traded in USD, while SAN.MC is traded in EUR. To make them comparable, the SAN.MC values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FCTWX achieves a -2.29% return, which is significantly higher than SAN.MC's -7.14% return. Over the past 10 years, FCTWX has underperformed SAN.MC with an annualized return of 6.36%, while SAN.MC has yielded a comparatively higher 14.35% annualized return.


FCTWX

1D
0.16%
1M
-6.30%
YTD
-2.29%
6M
-0.58%
1Y
10.62%
3Y*
8.67%
5Y*
3.45%
10Y*
6.36%

SAN.MC

1D
0.97%
1M
-13.86%
YTD
-7.14%
6M
6.85%
1Y
68.88%
3Y*
49.05%
5Y*
31.04%
10Y*
14.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FCTWX vs. SAN.MC — Risk / Return Rank

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

FCTWX
FCTWX Risk / Return Rank: 6060
Overall Rank
FCTWX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FCTWX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FCTWX Omega Ratio Rank: 5959
Omega Ratio Rank
FCTWX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FCTWX Martin Ratio Rank: 6161
Martin Ratio Rank

SAN.MC
SAN.MC Risk / Return Rank: 8787
Overall Rank
SAN.MC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SAN.MC Sortino Ratio Rank: 8484
Sortino Ratio Rank
SAN.MC Omega Ratio Rank: 8282
Omega Ratio Rank
SAN.MC Calmar Ratio Rank: 8989
Calmar Ratio Rank
SAN.MC Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCTWX vs. SAN.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2025 Fund Class C (FCTWX) and Banco Santander (SAN.MC). 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.


FCTWXSAN.MCDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.08

-0.97

Sortino ratio

Return per unit of downside risk

1.57

2.57

-1.00

Omega ratio

Gain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

1.41

3.71

-2.30

Martin ratio

Return relative to average drawdown

5.88

12.99

-7.11

FCTWX vs. SAN.MC - Sharpe Ratio Comparison

The current FCTWX Sharpe Ratio is 1.11, which is lower than the SAN.MC Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of FCTWX and SAN.MC, 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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Sharpe Ratios by Period


FCTWXSAN.MCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.08

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.93

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.40

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.14

+0.25

Correlation

The correlation between FCTWX and SAN.MC is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCTWX vs. SAN.MC - Dividend Comparison

FCTWX's dividend yield for the trailing twelve months is around 7.38%, more than SAN.MC's 2.37% yield.


TTM20252024202320222021202020192018201720162015
FCTWX
Fidelity Advisor Freedom 2025 Fund Class C
7.38%7.21%3.17%1.33%8.34%8.77%5.65%5.88%8.78%3.95%3.79%4.30%
SAN.MC
Banco Santander
2.37%2.23%4.37%3.72%3.92%2.58%0.00%6.17%5.54%3.80%4.03%8.71%

Drawdowns

FCTWX vs. SAN.MC - Drawdown Comparison

The maximum FCTWX drawdown since its inception was -49.97%, smaller than the maximum SAN.MC drawdown of -77.27%. Use the drawdown chart below to compare losses from any high point for FCTWX and SAN.MC.


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Drawdown Indicators


FCTWXSAN.MCDifference

Max Drawdown

Largest peak-to-trough decline

-49.97%

-74.07%

+24.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-17.46%

+10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.34%

-31.61%

+7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-24.34%

-72.13%

+47.79%

Current Drawdown

Current decline from peak

-6.43%

-14.99%

+8.56%

Average Drawdown

Average peak-to-trough decline

-6.37%

-20.97%

+14.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

4.85%

-3.15%

Volatility

FCTWX vs. SAN.MC - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2025 Fund Class C (FCTWX) is 3.70%, while Banco Santander (SAN.MC) has a volatility of 13.08%. This indicates that FCTWX experiences smaller price fluctuations and is considered to be less risky than SAN.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCTWXSAN.MCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

13.08%

-9.38%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

22.78%

-16.95%

Volatility (1Y)

Calculated over the trailing 1-year period

9.66%

32.67%

-23.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.80%

32.95%

-23.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.08%

34.91%

-24.83%