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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.


-0.50.00.51.00.9

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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.19%
8.81%
FDTKX
^GSPC

Key characteristics

Sharpe Ratio

FDTKX:

1.14

^GSPC:

2.12

Sortino Ratio

FDTKX:

1.63

^GSPC:

2.83

Omega Ratio

FDTKX:

1.20

^GSPC:

1.39

Calmar Ratio

FDTKX:

1.16

^GSPC:

3.13

Martin Ratio

FDTKX:

6.57

^GSPC:

13.67

Ulcer Index

FDTKX:

1.37%

^GSPC:

1.94%

Daily Std Dev

FDTKX:

7.95%

^GSPC:

12.54%

Max Drawdown

FDTKX:

-23.54%

^GSPC:

-56.78%

Current Drawdown

FDTKX:

-3.78%

^GSPC:

-2.37%

Returns By Period

In the year-to-date period, FDTKX achieves a 8.31% return, which is significantly lower than ^GSPC's 24.66% return.


FDTKX

YTD

8.31%

1M

-1.27%

6M

1.97%

1Y

9.60%

5Y*

5.62%

10Y*

N/A

^GSPC

YTD

24.66%

1M

0.49%

6M

8.64%

1Y

26.56%

5Y*

13.06%

10Y*

11.10%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FDTKX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.212.12
The chart of Sortino ratio for FDTKX, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.001.732.83
The chart of Omega ratio for FDTKX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.39
The chart of Calmar ratio for FDTKX, currently valued at 1.24, compared to the broader market0.002.004.006.008.0010.0012.0014.001.243.13
The chart of Martin ratio for FDTKX, currently valued at 6.89, compared to the broader market0.0020.0040.0060.006.8913.67
FDTKX
^GSPC

The current FDTKX Sharpe Ratio is 1.14, which is lower than the ^GSPC Sharpe Ratio of 2.12. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.21
2.12
FDTKX
^GSPC

Drawdowns

FDTKX vs. ^GSPC - Drawdown Comparison

The maximum FDTKX drawdown since its inception was -23.54%, 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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.78%
-2.37%
FDTKX
^GSPC

Volatility

FDTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund Class K6 (FDTKX) is 2.44%, while S&P 500 (^GSPC) has a volatility of 3.87%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.44%
3.87%
FDTKX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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