PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FDFPX vs. FFSFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FDFPX vs. FFSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Freedom Blend 2065 Fund (FDFPX) and Fidelity Freedom 2065 Fund (FFSFX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.06%
6.68%
FDFPX
FFSFX

Returns By Period

In the year-to-date period, FDFPX achieves a 16.30% return, which is significantly higher than FFSFX's 15.48% return.


FDFPX

YTD

16.30%

1M

-0.15%

6M

7.06%

1Y

23.42%

5Y (annualized)

10.59%

10Y (annualized)

N/A

FFSFX

YTD

15.48%

1M

-0.44%

6M

6.68%

1Y

22.37%

5Y (annualized)

7.17%

10Y (annualized)

N/A

Key characteristics


FDFPXFFSFX
Sharpe Ratio2.112.00
Sortino Ratio2.932.80
Omega Ratio1.381.36
Calmar Ratio2.671.28
Martin Ratio13.2412.45
Ulcer Index1.79%1.82%
Daily Std Dev11.23%11.32%
Max Drawdown-31.22%-33.17%
Current Drawdown-1.68%-1.86%

Compare stocks, funds, or ETFs

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


FDFPX vs. FFSFX - Expense Ratio Comparison

FDFPX has a 0.00% expense ratio, which is lower than FFSFX's 0.75% expense ratio.


FFSFX
Fidelity Freedom 2065 Fund
Expense ratio chart for FFSFX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FDFPX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Correlation

-0.50.00.51.01.0

The correlation between FDFPX and FFSFX is 0.99, 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.

Risk-Adjusted Performance

FDFPX vs. FFSFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend 2065 Fund (FDFPX) and Fidelity Freedom 2065 Fund (FFSFX). 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 FDFPX, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.005.002.112.00
The chart of Sortino ratio for FDFPX, currently valued at 2.93, compared to the broader market0.005.0010.002.932.80
The chart of Omega ratio for FDFPX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.36
The chart of Calmar ratio for FDFPX, currently valued at 2.67, compared to the broader market0.005.0010.0015.0020.002.671.28
The chart of Martin ratio for FDFPX, currently valued at 13.24, compared to the broader market0.0020.0040.0060.0080.00100.0013.2412.45
FDFPX
FFSFX

The current FDFPX Sharpe Ratio is 2.11, which is comparable to the FFSFX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FDFPX and FFSFX, 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
2.11
2.00
FDFPX
FFSFX

Dividends

FDFPX vs. FFSFX - Dividend Comparison

FDFPX's dividend yield for the trailing twelve months is around 1.66%, more than FFSFX's 1.09% yield.


TTM20232022202120202019
FDFPX
Fidelity Flex Freedom Blend 2065 Fund
1.66%1.90%2.55%2.52%1.55%2.03%
FFSFX
Fidelity Freedom 2065 Fund
1.09%1.25%2.03%2.12%1.02%1.15%

Drawdowns

FDFPX vs. FFSFX - Drawdown Comparison

The maximum FDFPX drawdown since its inception was -31.22%, smaller than the maximum FFSFX drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for FDFPX and FFSFX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.68%
-1.86%
FDFPX
FFSFX

Volatility

FDFPX vs. FFSFX - Volatility Comparison

Fidelity Flex Freedom Blend 2065 Fund (FDFPX) and Fidelity Freedom 2065 Fund (FFSFX) have volatilities of 3.08% and 3.06%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.08%
3.06%
FDFPX
FFSFX