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FDEWX vs. FDSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDEWX and FDSCX is 0.86, 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.


-0.50.00.51.00.9

Performance

FDEWX vs. FDSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2055 Fund Investor Class (FDEWX) and Fidelity Stock Selector Small Cap Fund (FDSCX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.41%
4.94%
FDEWX
FDSCX

Key characteristics

Sharpe Ratio

FDEWX:

1.45

FDSCX:

0.74

Sortino Ratio

FDEWX:

2.00

FDSCX:

1.14

Omega Ratio

FDEWX:

1.26

FDSCX:

1.14

Calmar Ratio

FDEWX:

2.26

FDSCX:

0.72

Martin Ratio

FDEWX:

9.25

FDSCX:

4.32

Ulcer Index

FDEWX:

1.70%

FDSCX:

3.29%

Daily Std Dev

FDEWX:

10.82%

FDSCX:

19.21%

Max Drawdown

FDEWX:

-34.73%

FDSCX:

-69.56%

Current Drawdown

FDEWX:

-3.97%

FDSCX:

-11.72%

Returns By Period

In the year-to-date period, FDEWX achieves a 14.09% return, which is significantly higher than FDSCX's 11.44% return. Over the past 10 years, FDEWX has outperformed FDSCX with an annualized return of 7.51%, while FDSCX has yielded a comparatively lower 5.21% annualized return.


FDEWX

YTD

14.09%

1M

-0.82%

6M

4.26%

1Y

14.94%

5Y*

6.63%

10Y*

7.51%

FDSCX

YTD

11.44%

1M

-6.79%

6M

4.49%

1Y

12.38%

5Y*

7.90%

10Y*

5.21%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDEWX vs. FDSCX - Expense Ratio Comparison

FDEWX has a 0.12% expense ratio, which is lower than FDSCX's 0.90% expense ratio.


FDSCX
Fidelity Stock Selector Small Cap Fund
Expense ratio chart for FDSCX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for FDEWX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

FDEWX vs. FDSCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2055 Fund Investor Class (FDEWX) and Fidelity Stock Selector Small Cap Fund (FDSCX). 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.


Sharpe ratio
The chart of Sharpe ratio for FDEWX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.450.74
The chart of Sortino ratio for FDEWX, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.001.14
The chart of Omega ratio for FDEWX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.14
The chart of Calmar ratio for FDEWX, currently valued at 2.26, compared to the broader market0.005.0010.0015.002.260.72
The chart of Martin ratio for FDEWX, currently valued at 9.25, compared to the broader market0.0020.0040.0060.009.254.32
FDEWX
FDSCX

The current FDEWX Sharpe Ratio is 1.45, which is higher than the FDSCX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FDEWX and FDSCX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
0.74
FDEWX
FDSCX

Dividends

FDEWX vs. FDSCX - Dividend Comparison

FDEWX's dividend yield for the trailing twelve months is around 1.71%, while FDSCX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FDEWX
Fidelity Freedom Index 2055 Fund Investor Class
1.71%1.92%1.94%1.51%1.35%1.69%2.15%1.69%2.26%2.29%1.89%1.46%
FDSCX
Fidelity Stock Selector Small Cap Fund
0.00%0.23%0.12%0.17%0.00%0.33%0.28%0.43%0.47%7.52%0.37%0.06%

Drawdowns

FDEWX vs. FDSCX - Drawdown Comparison

The maximum FDEWX drawdown since its inception was -34.73%, smaller than the maximum FDSCX drawdown of -69.56%. Use the drawdown chart below to compare losses from any high point for FDEWX and FDSCX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.97%
-11.72%
FDEWX
FDSCX

Volatility

FDEWX vs. FDSCX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2055 Fund Investor Class (FDEWX) is 3.19%, while Fidelity Stock Selector Small Cap Fund (FDSCX) has a volatility of 6.53%. This indicates that FDEWX experiences smaller price fluctuations and is considered to be less risky than FDSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.19%
6.53%
FDEWX
FDSCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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