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FDIFX vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIFX and ARKK is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FDIFX vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2020 Fund Class I (FDIFX) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
0.36%
30.19%
FDIFX
ARKK

Key characteristics

Sharpe Ratio

FDIFX:

1.04

ARKK:

0.67

Sortino Ratio

FDIFX:

1.48

ARKK:

1.13

Omega Ratio

FDIFX:

1.19

ARKK:

1.14

Calmar Ratio

FDIFX:

0.49

ARKK:

0.32

Martin Ratio

FDIFX:

4.40

ARKK:

2.27

Ulcer Index

FDIFX:

1.70%

ARKK:

10.42%

Daily Std Dev

FDIFX:

7.21%

ARKK:

35.18%

Max Drawdown

FDIFX:

-44.49%

ARKK:

-80.91%

Current Drawdown

FDIFX:

-8.78%

ARKK:

-60.91%

Returns By Period

In the year-to-date period, FDIFX achieves a 3.08% return, which is significantly lower than ARKK's 6.04% return. Over the past 10 years, FDIFX has underperformed ARKK with an annualized return of 1.16%, while ARKK has yielded a comparatively higher 12.10% annualized return.


FDIFX

YTD

3.08%

1M

1.06%

6M

0.36%

1Y

6.75%

5Y*

0.18%

10Y*

1.16%

ARKK

YTD

6.04%

1M

-3.00%

6M

30.19%

1Y

24.17%

5Y*

1.19%

10Y*

12.10%

*Annualized

Compare stocks, funds, or ETFs

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


FDIFX vs. ARKK - Expense Ratio Comparison

FDIFX has a 0.58% expense ratio, which is lower than ARKK's 0.75% expense ratio.


ARKK
ARK Innovation ETF
Expense ratio chart for ARKK: 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 FDIFX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

FDIFX vs. ARKK — Risk-Adjusted Performance Rank

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

FDIFX
The Risk-Adjusted Performance Rank of FDIFX is 5252
Overall Rank
The Sharpe Ratio Rank of FDIFX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIFX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FDIFX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDIFX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FDIFX is 6060
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 2424
Overall Rank
The Sharpe Ratio Rank of ARKK is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 2525
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.

FDIFX vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2020 Fund Class I (FDIFX) and ARK Innovation ETF (ARKK). 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 FDIFX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.040.67
The chart of Sortino ratio for FDIFX, currently valued at 1.48, compared to the broader market0.002.004.006.008.0010.0012.001.481.13
The chart of Omega ratio for FDIFX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.14
The chart of Calmar ratio for FDIFX, currently valued at 0.49, compared to the broader market0.005.0010.0015.0020.000.490.32
The chart of Martin ratio for FDIFX, currently valued at 4.40, compared to the broader market0.0020.0040.0060.0080.004.402.27
FDIFX
ARKK

The current FDIFX Sharpe Ratio is 1.04, which is higher than the ARKK Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FDIFX and ARKK, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.04
0.67
FDIFX
ARKK

Dividends

FDIFX vs. ARKK - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
FDIFX
Fidelity Advisor Freedom 2020 Fund Class I
1.71%1.76%2.15%2.94%2.36%1.08%1.74%2.15%1.61%1.74%4.10%8.77%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%

Drawdowns

FDIFX vs. ARKK - Drawdown Comparison

The maximum FDIFX drawdown since its inception was -44.49%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for FDIFX and ARKK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-8.78%
-60.91%
FDIFX
ARKK

Volatility

FDIFX vs. ARKK - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2020 Fund Class I (FDIFX) is 1.71%, while ARK Innovation ETF (ARKK) has a volatility of 10.74%. This indicates that FDIFX experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
1.71%
10.74%
FDIFX
ARKK
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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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