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FDEEX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FDEEXBRK-B
YTD Return15.69%31.47%
1Y Return27.30%35.45%
3Y Return (Ann)-0.70%17.71%
5Y Return (Ann)5.51%16.26%
10Y Return (Ann)5.22%12.59%
Sharpe Ratio2.382.48
Sortino Ratio3.333.47
Omega Ratio1.441.45
Calmar Ratio1.154.65
Martin Ratio15.3112.30
Ulcer Index1.78%2.87%
Daily Std Dev11.45%14.22%
Max Drawdown-35.11%-53.86%
Current Drawdown-2.40%-2.02%

Correlation

-0.50.00.51.00.7

The correlation between FDEEX and BRK-B is 0.67, 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.

Performance

FDEEX vs. BRK-B - Performance Comparison

In the year-to-date period, FDEEX achieves a 15.69% return, which is significantly lower than BRK-B's 31.47% return. Over the past 10 years, FDEEX has underperformed BRK-B with an annualized return of 5.22%, while BRK-B has yielded a comparatively higher 12.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.62%
15.39%
FDEEX
BRK-B

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Risk-Adjusted Performance

FDEEX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund (FDEEX) and Berkshire Hathaway Inc. (BRK-B). 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.


FDEEX
Sharpe ratio
The chart of Sharpe ratio for FDEEX, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for FDEEX, currently valued at 3.33, compared to the broader market0.005.0010.003.33
Omega ratio
The chart of Omega ratio for FDEEX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for FDEEX, currently valued at 1.15, compared to the broader market0.005.0010.0015.0020.001.15
Martin ratio
The chart of Martin ratio for FDEEX, currently valued at 15.29, compared to the broader market0.0020.0040.0060.0080.00100.0015.29
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.48, compared to the broader market0.002.004.002.48
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 3.47, compared to the broader market0.005.0010.003.47
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 4.65, compared to the broader market0.005.0010.0015.0020.004.65
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 12.30, compared to the broader market0.0020.0040.0060.0080.00100.0012.30

FDEEX vs. BRK-B - Sharpe Ratio Comparison

The current FDEEX Sharpe Ratio is 2.38, which is comparable to the BRK-B Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of FDEEX and BRK-B, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.38
2.48
FDEEX
BRK-B

Dividends

FDEEX vs. BRK-B - Dividend Comparison

FDEEX's dividend yield for the trailing twelve months is around 1.08%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FDEEX
Fidelity Freedom 2055 Fund
1.08%1.25%2.11%2.24%1.01%1.48%1.58%1.10%1.38%3.59%6.52%5.45%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDEEX vs. BRK-B - Drawdown Comparison

The maximum FDEEX drawdown since its inception was -35.11%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FDEEX and BRK-B. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.40%
-2.02%
FDEEX
BRK-B

Volatility

FDEEX vs. BRK-B - Volatility Comparison

The current volatility for Fidelity Freedom 2055 Fund (FDEEX) is 2.82%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.35%. This indicates that FDEEX experiences smaller price fluctuations and is considered to be less risky than BRK-B 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%JuneJulyAugustSeptemberOctoberNovember
2.82%
6.35%
FDEEX
BRK-B