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FFBSX vs. FFSFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFBSX and FFSFX is 0.99, 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.


-0.50.00.51.01.0

Performance

FFBSX vs. FFSFX - Performance Comparison

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

35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
47.79%
45.95%
FFBSX
FFSFX

Key characteristics

Sharpe Ratio

FFBSX:

1.39

FFSFX:

1.41

Sortino Ratio

FFBSX:

1.94

FFSFX:

1.96

Omega Ratio

FFBSX:

1.25

FFSFX:

1.25

Calmar Ratio

FFBSX:

1.29

FFSFX:

1.10

Martin Ratio

FFBSX:

8.45

FFSFX:

8.51

Ulcer Index

FFBSX:

1.89%

FFSFX:

1.90%

Daily Std Dev

FFBSX:

11.50%

FFSFX:

11.51%

Max Drawdown

FFBSX:

-31.65%

FFSFX:

-33.17%

Current Drawdown

FFBSX:

-3.96%

FFSFX:

-4.04%

Returns By Period

The year-to-date returns for both investments are quite close, with FFBSX having a 13.93% return and FFSFX slightly higher at 13.96%.


FFBSX

YTD

13.93%

1M

-0.88%

6M

4.22%

1Y

14.63%

5Y*

6.37%

10Y*

N/A

FFSFX

YTD

13.96%

1M

-0.88%

6M

3.99%

1Y

14.90%

5Y*

6.10%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FFBSX vs. FFSFX - Expense Ratio Comparison

FFBSX has a 0.49% expense ratio, which is lower than FFSFX's 0.75% expense ratio.


FFSFX
Fidelity Freedom 2065 Fund
Expense ratio chart for FFSFX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FFBSX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

FFBSX vs. FFSFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2065 Fund (FFBSX) and Fidelity Freedom 2065 Fund (FFSFX). 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 FFBSX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.001.391.41
The chart of Sortino ratio for FFBSX, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.001.941.96
The chart of Omega ratio for FFBSX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.25
The chart of Calmar ratio for FFBSX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.0014.001.291.10
The chart of Martin ratio for FFBSX, currently valued at 8.45, compared to the broader market0.0020.0040.0060.008.458.51
FFBSX
FFSFX

The current FFBSX Sharpe Ratio is 1.39, which is comparable to the FFSFX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FFBSX and FFSFX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.39
1.41
FFBSX
FFSFX

Dividends

FFBSX vs. FFSFX - Dividend Comparison

FFBSX's dividend yield for the trailing twelve months is around 1.36%, more than FFSFX's 1.10% yield.


TTM20232022202120202019
FFBSX
Fidelity Freedom Blend 2065 Fund
1.36%1.55%2.24%2.20%1.06%1.59%
FFSFX
Fidelity Freedom 2065 Fund
1.10%1.25%2.03%2.12%1.02%1.15%

Drawdowns

FFBSX vs. FFSFX - Drawdown Comparison

The maximum FFBSX drawdown since its inception was -31.65%, roughly equal to the maximum FFSFX drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for FFBSX and FFSFX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.96%
-4.04%
FFBSX
FFSFX

Volatility

FFBSX vs. FFSFX - Volatility Comparison

Fidelity Freedom Blend 2065 Fund (FFBSX) and Fidelity Freedom 2065 Fund (FFSFX) have volatilities of 3.44% and 3.37%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.44%
3.37%
FFBSX
FFSFX
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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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