FDIFX vs. JRLVX
Compare and contrast key facts about Fidelity Advisor Freedom 2020 Fund Class I (FDIFX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX).
FDIFX is managed by Fidelity. It was launched on Jul 24, 2003. JRLVX is managed by John Hancock. It was launched on Nov 6, 2013.
Performance
FDIFX vs. JRLVX - Performance Comparison
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FDIFX vs. JRLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDIFX Fidelity Advisor Freedom 2020 Fund Class I | -1.57% | 14.57% | 7.11% | 12.37% | -16.02% | 8.68% | 13.43% | 18.64% | -4.87% | 15.26% |
JRLVX John Hancock Funds Multi-Index 2045 Lifetime Portfolio | -3.42% | 19.25% | 14.50% | 18.00% | -18.06% | 18.45% | 16.23% | 25.03% | -8.29% | 17.40% |
Returns By Period
In the year-to-date period, FDIFX achieves a -1.57% return, which is significantly higher than JRLVX's -3.42% return. Over the past 10 years, FDIFX has underperformed JRLVX with an annualized return of 6.87%, while JRLVX has yielded a comparatively higher 9.91% annualized return.
FDIFX
- 1D
- 0.16%
- 1M
- -5.37%
- YTD
- -1.57%
- 6M
- 0.29%
- 1Y
- 10.65%
- 3Y*
- 8.90%
- 5Y*
- 3.98%
- 10Y*
- 6.87%
JRLVX
- 1D
- -0.25%
- 1M
- -8.07%
- YTD
- -3.42%
- 6M
- -0.73%
- 1Y
- 16.15%
- 3Y*
- 13.74%
- 5Y*
- 7.47%
- 10Y*
- 9.91%
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FDIFX vs. JRLVX - Expense Ratio Comparison
FDIFX has a 0.58% expense ratio, which is higher than JRLVX's 0.01% expense ratio.
Return for Risk
FDIFX vs. JRLVX — Risk / Return Rank
FDIFX
JRLVX
FDIFX vs. JRLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2020 Fund Class I (FDIFX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). 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.
| FDIFX | JRLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.07 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.57 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.30 | +0.37 |
Martin ratioReturn relative to average drawdown | 7.14 | 6.28 | +0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDIFX | JRLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.07 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.51 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.62 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.57 | -0.10 |
Correlation
The correlation between FDIFX and JRLVX is 0.94, 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
FDIFX vs. JRLVX - Dividend Comparison
FDIFX's dividend yield for the trailing twelve months is around 7.88%, more than JRLVX's 3.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIFX Fidelity Advisor Freedom 2020 Fund Class I | 7.88% | 7.75% | 4.02% | 2.25% | 8.95% | 10.81% | 7.15% | 6.84% | 9.66% | 6.08% | 4.56% | 3.55% |
JRLVX John Hancock Funds Multi-Index 2045 Lifetime Portfolio | 3.68% | 3.55% | 1.89% | 2.24% | 8.03% | 6.00% | 4.26% | 8.99% | 10.96% | 4.29% | 3.40% | 1.90% |
Drawdowns
FDIFX vs. JRLVX - Drawdown Comparison
The maximum FDIFX drawdown since its inception was -47.24%, which is greater than JRLVX's maximum drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for FDIFX and JRLVX.
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Drawdown Indicators
| FDIFX | JRLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.24% | -32.53% | -14.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -11.23% | +5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.52% | -25.64% | +3.12% |
Max Drawdown (10Y)Largest decline over 10 years | -22.52% | -32.53% | +10.01% |
Current DrawdownCurrent decline from peak | -5.37% | -8.50% | +3.13% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -4.61% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 2.33% | -0.90% |
Volatility
FDIFX vs. JRLVX - Volatility Comparison
The current volatility for Fidelity Advisor Freedom 2020 Fund Class I (FDIFX) is 3.19%, while John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) has a volatility of 4.70%. This indicates that FDIFX experiences smaller price fluctuations and is considered to be less risky than JRLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDIFX | JRLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 4.70% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 4.94% | 8.47% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.22% | 15.32% | -7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.79% | 14.69% | -5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.02% | 15.94% | -6.92% |