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FDEEX vs. FFLDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDEEX and FFLDX 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

FDEEX vs. FFLDX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FDEEX:

0.63

FFLDX:

0.70

Sortino Ratio

FDEEX:

0.90

FFLDX:

0.98

Omega Ratio

FDEEX:

1.12

FFLDX:

1.14

Calmar Ratio

FDEEX:

0.61

FFLDX:

0.66

Martin Ratio

FDEEX:

2.59

FFLDX:

2.94

Ulcer Index

FDEEX:

3.62%

FFLDX:

3.32%

Daily Std Dev

FDEEX:

16.66%

FFLDX:

15.66%

Max Drawdown

FDEEX:

-31.00%

FFLDX:

-34.74%

Current Drawdown

FDEEX:

-1.33%

FFLDX:

-1.50%

Returns By Period

In the year-to-date period, FDEEX achieves a 5.36% return, which is significantly higher than FFLDX's 4.28% return.


FDEEX

YTD

5.36%

1M

5.90%

6M

3.04%

1Y

9.49%

3Y*

12.12%

5Y*

13.03%

10Y*

8.84%

FFLDX

YTD

4.28%

1M

5.02%

6M

2.42%

1Y

10.28%

3Y*

11.63%

5Y*

11.75%

10Y*

N/A

*Annualized

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Fidelity Freedom 2055 Fund

Fidelity Freedom Index 2055 Fund

FDEEX vs. FFLDX - Expense Ratio Comparison

FDEEX has a 0.75% expense ratio, which is higher than FFLDX's 0.08% expense ratio.


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

Risk-Adjusted Performance

FDEEX vs. FFLDX — Risk-Adjusted Performance Rank

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

FDEEX
The Risk-Adjusted Performance Rank of FDEEX is 6262
Overall Rank
The Sharpe Ratio Rank of FDEEX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FDEEX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FDEEX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FDEEX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FDEEX is 6969
Martin Ratio Rank

FFLDX
The Risk-Adjusted Performance Rank of FFLDX is 6767
Overall Rank
The Sharpe Ratio Rank of FFLDX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FFLDX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FFLDX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FFLDX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FFLDX is 7373
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.

FDEEX vs. FFLDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund (FDEEX) and Fidelity Freedom Index 2055 Fund (FFLDX). 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 FDEEX Sharpe Ratio is 0.63, which is comparable to the FFLDX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FDEEX and FFLDX, 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

Dividends

FDEEX vs. FFLDX - Dividend Comparison

FDEEX's dividend yield for the trailing twelve months is around 3.86%, more than FFLDX's 1.98% yield.


TTM20242023202220212020201920182017201620152014
FDEEX
Fidelity Freedom 2055 Fund
3.86%1.73%1.91%11.37%11.20%4.20%6.23%6.68%3.59%3.52%4.99%4.94%
FFLDX
Fidelity Freedom Index 2055 Fund
1.98%2.02%1.96%2.05%1.99%1.91%10.83%2.44%1.97%2.42%2.32%0.00%

Drawdowns

FDEEX vs. FFLDX - Drawdown Comparison

The maximum FDEEX drawdown since its inception was -31.00%, smaller than the maximum FFLDX drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for FDEEX and FFLDX.


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

Volatility

FDEEX vs. FFLDX - Volatility Comparison

Fidelity Freedom 2055 Fund (FDEEX) and Fidelity Freedom Index 2055 Fund (FFLDX) have volatilities of 3.00% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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