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FDEEX vs. FHAOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDEEX vs. FHAOX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with FDEEX having a 12.01% return and FHAOX slightly lower at 11.92%.


FDEEX

1D
2.26%
1M
-1.21%
6M
7.88%
YTD
12.01%
1Y
24.52%
3Y*
17.85%
5Y*
9.72%
10Y*
11.81%
ALL TIME*
10.02%

FHAOX

1D
2.28%
1M
-1.07%
6M
8.04%
YTD
11.92%
1Y
24.23%
3Y*
18.22%
5Y*
10.04%
10Y*
ALL TIME*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FDEEX vs. FHAOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FDEEX
Fidelity Freedom 2055 Fund
12.01%23.74%14.02%20.55%-19.19%16.57%18.26%25.35%-12.64%
FHAOX
Fidelity Freedom Blend 2055 Fund
11.92%22.61%16.44%20.52%-19.09%16.26%17.91%26.35%-15.00%

Correlation

The correlation between FDEEX and FHAOX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

1.00

Correlation (3Y)
Balances recent behavior with more history.

0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2018

0.99

The correlation between FDEEX and FHAOX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

FDEEX vs. FHAOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDEEX
FDEEX Risk / Return Rank: 7272
Overall Rank
FDEEX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FDEEX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FDEEX Omega Ratio Rank: 6868
Omega Ratio Rank
FDEEX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FDEEX Martin Ratio Rank: 8282
Martin Ratio Rank

FHAOX
FHAOX Risk / Return Rank: 7070
Overall Rank
FHAOX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FHAOX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FHAOX Omega Ratio Rank: 6666
Omega Ratio Rank
FHAOX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FHAOX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDEEX vs. FHAOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund (FDEEX) and Fidelity Freedom Blend 2055 Fund (FHAOX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDEEXFHAOXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.29

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

2.33

2.31

+0.02

Martin ratioReturn relative to average drawdown

9.76

9.67

+0.09

FDEEX vs. FHAOX - Sharpe Ratio Comparison

The current FDEEX Sharpe Ratio is 1.59, which is comparable to the FHAOX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FDEEX and FHAOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDEEX vs. FHAOX - Drawdown Comparison

The maximum FDEEX drawdown since its inception was -31.00%, roughly equal to the maximum FHAOX drawdown of -31.31%. Use the drawdown chart below to compare losses from any high point for FDEEX and FHAOX.


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Drawdown Indicators


FDEEXFHAOXDifference

Max Drawdown

Largest peak-to-trough decline

-31.00%

-31.31%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-9.72%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-15.39%

-15.54%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-27.84%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-31.00%

Current Drawdown

Current decline from peak

-2.53%

-2.30%

-0.23%

Average Drawdown

Average peak-to-trough decline

-4.80%

-6.02%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.32%

+0.02%

Volatility

FDEEX vs. FHAOX - Volatility Comparison

Fidelity Freedom 2055 Fund (FDEEX) and Fidelity Freedom Blend 2055 Fund (FHAOX) have volatilities of 4.39% and 4.35%, 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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Volatility by Period


FDEEXFHAOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.35%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

12.30%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

14.34%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

15.38%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.40%

16.94%

-1.54%

FDEEX vs. FHAOX - Expense Ratio Comparison

FDEEX has a 0.75% expense ratio, which is higher than FHAOX's 0.49% expense ratio.


Dividends

FDEEX vs. FHAOX - Dividend Comparison

FDEEX's dividend yield for the trailing twelve months is around 5.05%, more than FHAOX's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
FDEEX
Fidelity Freedom 2055 Fund
5.05%3.87%1.73%1.91%10.33%11.20%4.20%6.23%6.68%3.59%3.52%4.99%
FHAOX
Fidelity Freedom Blend 2055 Fund
3.28%2.38%4.98%1.92%6.09%8.36%4.54%2.98%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, FDEEX and FHAOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FDEEX has higher volatility (4.39%) compared to FHAOX (4.35%). In terms of maximum drawdown, FDEEX dropped -31.00% vs FHAOX's -31.31%.

FDEEX currently has the higher Sharpe Ratio (1.59 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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