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

Correlation

The correlation between FDKVX and FFSDX is 0.93, 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

FDKVX vs. FFSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2060 Fund (FDKVX) and Fidelity Freedom 2065 Fund Class K (FFSDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDKVX:

0.50

FFSDX:

0.50

Sortino Ratio

FDKVX:

0.85

FFSDX:

0.85

Omega Ratio

FDKVX:

1.12

FFSDX:

1.12

Calmar Ratio

FDKVX:

0.56

FFSDX:

0.57

Martin Ratio

FDKVX:

2.39

FFSDX:

2.43

Ulcer Index

FDKVX:

3.61%

FFSDX:

3.61%

Daily Std Dev

FDKVX:

16.48%

FFSDX:

16.51%

Max Drawdown

FDKVX:

-30.95%

FFSDX:

-31.03%

Current Drawdown

FDKVX:

-3.37%

FFSDX:

-3.35%

Returns By Period

The year-to-date returns for both investments are quite close, with FDKVX having a 2.54% return and FFSDX slightly higher at 2.57%.


FDKVX

YTD

2.54%

1M

9.22%

6M

-0.88%

1Y

8.11%

5Y*

12.68%

10Y*

8.57%

FFSDX

YTD

2.57%

1M

9.27%

6M

-0.81%

1Y

8.17%

5Y*

12.78%

10Y*

N/A

*Annualized

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FDKVX vs. FFSDX - Expense Ratio Comparison

FDKVX has a 0.75% expense ratio, which is higher than FFSDX's 0.65% expense ratio.


Risk-Adjusted Performance

FDKVX vs. FFSDX — Risk-Adjusted Performance Rank

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

FDKVX
The Risk-Adjusted Performance Rank of FDKVX is 6363
Overall Rank
The Sharpe Ratio Rank of FDKVX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FDKVX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FDKVX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FDKVX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FDKVX is 6767
Martin Ratio Rank

FFSDX
The Risk-Adjusted Performance Rank of FFSDX is 6363
Overall Rank
The Sharpe Ratio Rank of FFSDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSDX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FFSDX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FFSDX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FFSDX is 6868
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.

FDKVX vs. FFSDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2060 Fund (FDKVX) and Fidelity Freedom 2065 Fund Class K (FFSDX). 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 FDKVX Sharpe Ratio is 0.50, which is comparable to the FFSDX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FDKVX and FFSDX, 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

FDKVX vs. FFSDX - Dividend Comparison

FDKVX's dividend yield for the trailing twelve months is around 1.01%, less than FFSDX's 1.46% yield.


TTM20242023202220212020201920182017201620152014
FDKVX
Fidelity Freedom 2060 Fund
1.01%1.03%1.25%2.10%2.23%1.03%1.49%1.53%1.08%1.28%1.96%2.68%
FFSDX
Fidelity Freedom 2065 Fund Class K
1.46%1.50%1.39%2.06%2.17%1.06%1.22%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDKVX vs. FFSDX - Drawdown Comparison

The maximum FDKVX drawdown since its inception was -30.95%, roughly equal to the maximum FFSDX drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for FDKVX and FFSDX. For additional features, visit the drawdowns tool.


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Volatility

FDKVX vs. FFSDX - Volatility Comparison

Fidelity Freedom 2060 Fund (FDKVX) and Fidelity Freedom 2065 Fund Class K (FFSDX) have volatilities of 5.17% and 5.17%, 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.


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