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FDKVX vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FDKVXAAPL
YTD Return17.46%18.46%
1Y Return30.13%25.20%
3Y Return (Ann)0.07%15.26%
5Y Return (Ann)6.23%29.25%
10Y Return (Ann)5.70%25.02%
Sharpe Ratio2.551.10
Sortino Ratio3.551.70
Omega Ratio1.471.21
Calmar Ratio1.271.50
Martin Ratio16.573.53
Ulcer Index1.77%7.05%
Daily Std Dev11.52%22.55%
Max Drawdown-34.53%-81.80%
Current Drawdown-0.33%-3.92%

Correlation

-0.50.00.51.00.6

The correlation between FDKVX and AAPL is 0.61, 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.

Performance

FDKVX vs. AAPL - Performance Comparison

In the year-to-date period, FDKVX achieves a 17.46% return, which is significantly lower than AAPL's 18.46% return. Over the past 10 years, FDKVX has underperformed AAPL with an annualized return of 5.70%, while AAPL has yielded a comparatively higher 25.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
9.07%
24.27%
FDKVX
AAPL

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Risk-Adjusted Performance

FDKVX vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2060 Fund (FDKVX) and Apple Inc (AAPL). 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.


FDKVX
Sharpe ratio
The chart of Sharpe ratio for FDKVX, currently valued at 2.55, compared to the broader market0.002.004.002.55
Sortino ratio
The chart of Sortino ratio for FDKVX, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for FDKVX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for FDKVX, currently valued at 1.27, compared to the broader market0.005.0010.0015.0020.0025.001.27
Martin ratio
The chart of Martin ratio for FDKVX, currently valued at 16.57, compared to the broader market0.0020.0040.0060.0080.00100.0016.57
AAPL
Sharpe ratio
The chart of Sharpe ratio for AAPL, currently valued at 1.10, compared to the broader market0.002.004.001.10
Sortino ratio
The chart of Sortino ratio for AAPL, currently valued at 1.70, compared to the broader market0.005.0010.001.70
Omega ratio
The chart of Omega ratio for AAPL, currently valued at 1.21, compared to the broader market1.002.003.004.001.21
Calmar ratio
The chart of Calmar ratio for AAPL, currently valued at 1.50, compared to the broader market0.005.0010.0015.0020.0025.001.50
Martin ratio
The chart of Martin ratio for AAPL, currently valued at 3.53, compared to the broader market0.0020.0040.0060.0080.00100.003.53

FDKVX vs. AAPL - Sharpe Ratio Comparison

The current FDKVX Sharpe Ratio is 2.55, which is higher than the AAPL Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FDKVX and AAPL, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.55
1.10
FDKVX
AAPL

Dividends

FDKVX vs. AAPL - Dividend Comparison

FDKVX's dividend yield for the trailing twelve months is around 1.06%, more than AAPL's 0.54% yield.


TTM20232022202120202019201820172016201520142013
FDKVX
Fidelity Freedom 2060 Fund
1.06%1.25%2.10%2.23%1.03%1.49%1.53%1.08%1.28%1.96%2.68%0.00%
AAPL
Apple Inc
0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

FDKVX vs. AAPL - Drawdown Comparison

The maximum FDKVX drawdown since its inception was -34.53%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for FDKVX and AAPL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.33%
-3.92%
FDKVX
AAPL

Volatility

FDKVX vs. AAPL - Volatility Comparison

The current volatility for Fidelity Freedom 2060 Fund (FDKVX) is 3.22%, while Apple Inc (AAPL) has a volatility of 5.17%. This indicates that FDKVX experiences smaller price fluctuations and is considered to be less risky than AAPL 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%JuneJulyAugustSeptemberOctoberNovember
3.22%
5.17%
FDKVX
AAPL