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FFBQX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFBQX and FXAIX 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

FFBQX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2065 Fund Class K6 (FFBQX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFBQX:

0.72

FXAIX:

0.75

Sortino Ratio

FFBQX:

0.99

FXAIX:

1.07

Omega Ratio

FFBQX:

1.14

FXAIX:

1.15

Calmar Ratio

FFBQX:

0.68

FXAIX:

0.72

Martin Ratio

FFBQX:

2.91

FXAIX:

2.73

Ulcer Index

FFBQX:

3.60%

FXAIX:

4.85%

Daily Std Dev

FFBQX:

16.64%

FXAIX:

19.78%

Max Drawdown

FFBQX:

-31.34%

FXAIX:

-33.79%

Current Drawdown

FFBQX:

-0.43%

FXAIX:

-3.14%

Returns By Period

In the year-to-date period, FFBQX achieves a 6.01% return, which is significantly higher than FXAIX's 1.34% return.


FFBQX

YTD

6.01%

1M

5.13%

6M

2.46%

1Y

11.96%

3Y*

10.89%

5Y*

12.21%

10Y*

N/A

FXAIX

YTD

1.34%

1M

5.62%

6M

-1.07%

1Y

13.84%

3Y*

14.51%

5Y*

16.00%

10Y*

12.68%

*Annualized

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Fidelity 500 Index Fund

FFBQX vs. FXAIX - Expense Ratio Comparison

FFBQX has a 0.29% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FFBQX vs. FXAIX — Risk-Adjusted Performance Rank

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

FFBQX
The Risk-Adjusted Performance Rank of FFBQX is 5656
Overall Rank
The Sharpe Ratio Rank of FFBQX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FFBQX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FFBQX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FFBQX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FFBQX is 6464
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 5959
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6060
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.

FFBQX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2065 Fund Class K6 (FFBQX) and Fidelity 500 Index Fund (FXAIX). 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 FFBQX Sharpe Ratio is 0.72, which is comparable to the FXAIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FFBQX and FXAIX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FFBQX vs. FXAIX - Dividend Comparison

FFBQX's dividend yield for the trailing twelve months is around 3.12%, more than FXAIX's 1.55% yield.


TTM20242023202220212020201920182017201620152014
FFBQX
Fidelity Freedom Blend 2065 Fund Class K6
3.12%2.98%2.07%5.40%6.98%3.62%2.96%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.55%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.08%

Drawdowns

FFBQX vs. FXAIX - Drawdown Comparison

The maximum FFBQX drawdown since its inception was -31.34%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FFBQX and FXAIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FFBQX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Freedom Blend 2065 Fund Class K6 (FFBQX) is 3.46%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.77%. This indicates that FFBQX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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