PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.00.9

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.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.72%
10.80%
FFBQX
FXAIX

Key characteristics

Sharpe Ratio

FFBQX:

1.50

FXAIX:

1.97

Sortino Ratio

FFBQX:

2.08

FXAIX:

2.64

Omega Ratio

FFBQX:

1.27

FXAIX:

1.36

Calmar Ratio

FFBQX:

2.15

FXAIX:

2.98

Martin Ratio

FFBQX:

7.85

FXAIX:

12.34

Ulcer Index

FFBQX:

2.24%

FXAIX:

2.04%

Daily Std Dev

FFBQX:

11.72%

FXAIX:

12.79%

Max Drawdown

FFBQX:

-31.54%

FXAIX:

-33.79%

Current Drawdown

FFBQX:

-0.24%

FXAIX:

0.00%

Returns By Period

In the year-to-date period, FFBQX achieves a 5.45% return, which is significantly higher than FXAIX's 4.11% return.


FFBQX

YTD

5.45%

1M

4.27%

6M

5.72%

1Y

15.30%

5Y*

7.06%

10Y*

N/A

FXAIX

YTD

4.11%

1M

2.86%

6M

10.80%

1Y

23.21%

5Y*

14.39%

10Y*

13.13%

*Annualized

Compare stocks, funds, or ETFs

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


FFBQX vs. FXAIX - Expense Ratio Comparison

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


FFBQX
Fidelity Freedom Blend 2065 Fund Class K6
Expense ratio chart for FFBQX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

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 7878
Overall Rank
The Sharpe Ratio Rank of FFBQX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FFBQX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FFBQX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FFBQX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FFBQX is 8080
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 8888
Overall Rank
The Sharpe Ratio Rank of FXAIX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9191
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.


Sharpe ratio
The chart of Sharpe ratio for FFBQX, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.501.97
The chart of Sortino ratio for FFBQX, currently valued at 2.08, compared to the broader market0.002.004.006.008.0010.0012.002.082.64
The chart of Omega ratio for FFBQX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.36
The chart of Calmar ratio for FFBQX, currently valued at 2.15, compared to the broader market0.005.0010.0015.0020.002.152.98
The chart of Martin ratio for FFBQX, currently valued at 7.85, compared to the broader market0.0020.0040.0060.0080.007.8512.34
FFBQX
FXAIX

The current FFBQX Sharpe Ratio is 1.50, which is comparable to the FXAIX Sharpe Ratio of 1.97. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.50
1.97
FFBQX
FXAIX

Dividends

FFBQX vs. FXAIX - Dividend Comparison

FFBQX's dividend yield for the trailing twelve months is around 1.66%, more than FXAIX's 1.20% yield.


TTM20242023202220212020201920182017201620152014
FFBQX
Fidelity Freedom Blend 2065 Fund Class K6
1.66%1.75%1.69%2.38%2.29%1.21%1.69%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.20%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FFBQX vs. FXAIX - Drawdown Comparison

The maximum FFBQX drawdown since its inception was -31.54%, 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. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.24%
0
FFBQX
FXAIX

Volatility

FFBQX vs. FXAIX - Volatility Comparison

Fidelity Freedom Blend 2065 Fund Class K6 (FFBQX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 3.06% and 3.21%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.06%
3.21%
FFBQX
FXAIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab