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FDKLX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDKLX and FSELX is 0.76, 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.


Performance

FDKLX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2060 Fund Investor Class (FDKLX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDKLX:

0.73

FSELX:

-0.07

Sortino Ratio

FDKLX:

1.12

FSELX:

0.18

Omega Ratio

FDKLX:

1.16

FSELX:

1.02

Calmar Ratio

FDKLX:

0.77

FSELX:

-0.12

Martin Ratio

FDKLX:

3.42

FSELX:

-0.31

Ulcer Index

FDKLX:

3.33%

FSELX:

15.99%

Daily Std Dev

FDKLX:

15.71%

FSELX:

47.04%

Max Drawdown

FDKLX:

-30.73%

FSELX:

-81.70%

Current Drawdown

FDKLX:

0.00%

FSELX:

-18.68%

Returns By Period

In the year-to-date period, FDKLX achieves a 5.88% return, which is significantly higher than FSELX's -8.04% return. Over the past 10 years, FDKLX has underperformed FSELX with an annualized return of 8.70%, while FSELX has yielded a comparatively higher 15.19% annualized return.


FDKLX

YTD

5.88%

1M

10.33%

6M

4.76%

1Y

11.39%

3Y*

12.38%

5Y*

12.04%

10Y*

8.70%

FSELX

YTD

-8.04%

1M

30.65%

6M

-10.16%

1Y

-5.26%

3Y*

23.79%

5Y*

22.27%

10Y*

15.19%

*Annualized

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FDKLX vs. FSELX - Expense Ratio Comparison

FDKLX has a 0.12% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

FDKLX vs. FSELX — Risk-Adjusted Performance Rank

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

FDKLX
The Risk-Adjusted Performance Rank of FDKLX is 7373
Overall Rank
The Sharpe Ratio Rank of FDKLX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FDKLX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FDKLX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FDKLX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FDKLX is 7878
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1515
Overall Rank
The Sharpe Ratio Rank of FSELX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1212
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.

FDKLX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2060 Fund Investor Class (FDKLX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


The current FDKLX Sharpe Ratio is 0.73, which is higher than the FSELX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of FDKLX and FSELX, 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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Dividends

FDKLX vs. FSELX - Dividend Comparison

FDKLX's dividend yield for the trailing twelve months is around 1.86%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FDKLX
Fidelity Freedom Index 2060 Fund Investor Class
1.86%1.94%1.89%1.91%1.51%1.33%1.59%2.11%1.65%2.11%1.79%1.56%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

FDKLX vs. FSELX - Drawdown Comparison

The maximum FDKLX drawdown since its inception was -30.73%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FDKLX and FSELX. For additional features, visit the drawdowns tool.


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Volatility

FDKLX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2060 Fund Investor Class (FDKLX) is 3.70%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 11.06%. This indicates that FDKLX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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