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FDTKX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FDTKX and ^GSPC is 0.88, 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

FDTKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund Class K6 (FDTKX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDTKX:

0.43

^GSPC:

0.59

Sortino Ratio

FDTKX:

0.86

^GSPC:

1.07

Omega Ratio

FDTKX:

1.12

^GSPC:

1.16

Calmar Ratio

FDTKX:

0.43

^GSPC:

0.70

Martin Ratio

FDTKX:

2.44

^GSPC:

2.69

Ulcer Index

FDTKX:

2.47%

^GSPC:

4.95%

Daily Std Dev

FDTKX:

10.59%

^GSPC:

19.64%

Max Drawdown

FDTKX:

-30.38%

^GSPC:

-56.78%

Current Drawdown

FDTKX:

-6.89%

^GSPC:

-3.70%

Returns By Period

In the year-to-date period, FDTKX achieves a 2.48% return, which is significantly higher than ^GSPC's 0.60% return.


FDTKX

YTD

2.48%

1M

3.40%

6M

0.55%

1Y

4.54%

5Y*

4.24%

10Y*

N/A

^GSPC

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

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Risk-Adjusted Performance

FDTKX vs. ^GSPC — Risk-Adjusted Performance Rank

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

FDTKX
The Risk-Adjusted Performance Rank of FDTKX is 5353
Overall Rank
The Sharpe Ratio Rank of FDTKX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FDTKX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FDTKX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FDTKX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FDTKX is 6464
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7575
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8383
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.

FDTKX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund Class K6 (FDTKX) and S&P 500 (^GSPC). 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 FDTKX Sharpe Ratio is 0.43, which is comparable to the ^GSPC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FDTKX and ^GSPC, 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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Drawdowns

FDTKX vs. ^GSPC - Drawdown Comparison

The maximum FDTKX drawdown since its inception was -30.38%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FDTKX and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

FDTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund Class K6 (FDTKX) is 3.57%, while S&P 500 (^GSPC) has a volatility of 6.12%. This indicates that FDTKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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