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FDETX vs. FAFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDETX vs. FAFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Capital Development Fund Class O (FDETX) and Fidelity Advisor Freedom 2040 Fund Class A (FAFFX). The values are adjusted to include any dividend payments, if applicable.

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FDETX vs. FAFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDETX
Fidelity Advisor Capital Development Fund Class O
-5.03%27.60%27.07%24.20%-8.00%25.32%9.12%31.39%-9.09%16.45%
FAFFX
Fidelity Advisor Freedom 2040 Fund Class A
-3.44%21.14%12.60%18.39%-18.31%15.78%17.18%26.41%-8.48%21.35%

Returns By Period

In the year-to-date period, FDETX achieves a -5.03% return, which is significantly lower than FAFFX's -3.44% return. Over the past 10 years, FDETX has outperformed FAFFX with an annualized return of 14.66%, while FAFFX has yielded a comparatively lower 10.15% annualized return.


FDETX

1D
-0.61%
1M
-8.06%
YTD
-5.03%
6M
-0.14%
1Y
24.08%
3Y*
21.48%
5Y*
14.54%
10Y*
14.66%

FAFFX

1D
-0.17%
1M
-8.40%
YTD
-3.44%
6M
-0.64%
1Y
16.21%
3Y*
13.64%
5Y*
6.99%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDETX vs. FAFFX - Expense Ratio Comparison

FDETX has a 0.56% expense ratio, which is lower than FAFFX's 1.00% expense ratio.


Return for Risk

FDETX vs. FAFFX — Risk / Return Rank

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

FDETX
FDETX Risk / Return Rank: 7878
Overall Rank
FDETX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDETX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FDETX Omega Ratio Rank: 7979
Omega Ratio Rank
FDETX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FDETX Martin Ratio Rank: 8282
Martin Ratio Rank

FAFFX
FAFFX Risk / Return Rank: 6464
Overall Rank
FAFFX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAFFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FAFFX Omega Ratio Rank: 6565
Omega Ratio Rank
FAFFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FAFFX Martin Ratio Rank: 6767
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.

FDETX vs. FAFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class O (FDETX) and Fidelity Advisor Freedom 2040 Fund Class A (FAFFX). 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.


FDETXFAFFXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.13

+0.21

Sortino ratio

Return per unit of downside risk

1.90

1.62

+0.28

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

1.78

1.42

+0.36

Martin ratio

Return relative to average drawdown

8.19

6.31

+1.87

FDETX vs. FAFFX - Sharpe Ratio Comparison

The current FDETX Sharpe Ratio is 1.34, which is comparable to the FAFFX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FDETX and FAFFX, 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


FDETXFAFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.13

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.49

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.67

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.42

+0.21

Correlation

The correlation between FDETX and FAFFX 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.


Dividends

FDETX vs. FAFFX - Dividend Comparison

FDETX's dividend yield for the trailing twelve months is around 10.89%, more than FAFFX's 7.34% yield.


TTM20252024202320222021202020192018201720162015
FDETX
Fidelity Advisor Capital Development Fund Class O
10.89%10.34%8.95%4.39%5.66%5.63%4.47%7.46%15.81%5.34%2.92%5.97%
FAFFX
Fidelity Advisor Freedom 2040 Fund Class A
7.34%7.09%2.61%1.16%10.83%9.81%5.79%6.93%11.85%5.16%4.77%4.04%

Drawdowns

FDETX vs. FAFFX - Drawdown Comparison

The maximum FDETX drawdown since its inception was -66.86%, which is greater than FAFFX's maximum drawdown of -56.14%. Use the drawdown chart below to compare losses from any high point for FDETX and FAFFX.


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Drawdown Indicators


FDETXFAFFXDifference

Max Drawdown

Largest peak-to-trough decline

-66.86%

-56.14%

-10.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-10.27%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

-27.41%

+5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-36.61%

-31.28%

-5.33%

Current Drawdown

Current decline from peak

-9.64%

-8.87%

-0.77%

Average Drawdown

Average peak-to-trough decline

-11.26%

-7.85%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.31%

+0.39%

Volatility

FDETX vs. FAFFX - Volatility Comparison

The current volatility for Fidelity Advisor Capital Development Fund Class O (FDETX) is 4.48%, while Fidelity Advisor Freedom 2040 Fund Class A (FAFFX) has a volatility of 5.05%. This indicates that FDETX experiences smaller price fluctuations and is considered to be less risky than FAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDETXFAFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

5.05%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

8.47%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

14.33%

+4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

14.21%

+3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

15.13%

+3.69%