FFEDX vs. CFR
Compare and contrast key facts about Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) and Cullen/Frost Bankers, Inc. (CFR).
FFEDX is managed by Fidelity. It was launched on Oct 2, 2009.
Performance
FFEDX vs. CFR - Performance Comparison
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FFEDX vs. CFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFEDX Fidelity Freedom Index 2025 Fund Institutional Premium Class | -2.31% | 14.93% | 8.54% | 13.94% | -16.55% | 9.63% | 13.60% | 19.68% | -4.46% | 15.20% |
CFR Cullen/Frost Bankers, Inc. | 9.01% | -2.76% | 27.86% | -16.06% | 8.66% | 48.17% | -7.58% | 14.60% | -4.84% | 9.93% |
Returns By Period
In the year-to-date period, FFEDX achieves a -2.31% return, which is significantly lower than CFR's 9.01% return. Over the past 10 years, FFEDX has underperformed CFR with an annualized return of 7.26%, while CFR has yielded a comparatively higher 12.92% annualized return.
FFEDX
- 1D
- 0.20%
- 1M
- -5.65%
- YTD
- -2.31%
- 6M
- -0.35%
- 1Y
- 10.96%
- 3Y*
- 9.53%
- 5Y*
- 4.59%
- 10Y*
- 7.26%
CFR
- 1D
- 1.30%
- 1M
- -0.82%
- YTD
- 9.01%
- 6M
- 9.77%
- 1Y
- 12.88%
- 3Y*
- 12.78%
- 5Y*
- 7.59%
- 10Y*
- 12.92%
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Return for Risk
FFEDX vs. CFR — Risk / Return Rank
FFEDX
CFR
FFEDX vs. CFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) and Cullen/Frost Bankers, Inc. (CFR). 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.
| FFEDX | CFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.47 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.75 | 0.81 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.11 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 0.88 | +0.67 |
Martin ratioReturn relative to average drawdown | 6.82 | 1.93 | +4.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFEDX | CFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.47 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.25 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.39 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.47 | +0.20 |
Correlation
The correlation between FFEDX and CFR is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FFEDX vs. CFR - Dividend Comparison
FFEDX's dividend yield for the trailing twelve months is around 5.07%, more than CFR's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFEDX Fidelity Freedom Index 2025 Fund Institutional Premium Class | 5.07% | 4.95% | 3.40% | 2.42% | 2.69% | 2.21% | 2.40% | 13.80% | 2.37% | 1.88% | 1.94% | 1.89% |
CFR Cullen/Frost Bankers, Inc. | 2.92% | 3.12% | 2.79% | 3.30% | 2.42% | 2.33% | 3.27% | 2.86% | 2.93% | 2.38% | 2.44% | 3.50% |
Drawdowns
FFEDX vs. CFR - Drawdown Comparison
The maximum FFEDX drawdown since its inception was -22.60%, smaller than the maximum CFR drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for FFEDX and CFR.
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Drawdown Indicators
| FFEDX | CFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.60% | -56.86% | +34.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -15.20% | +8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | -45.62% | +23.02% |
Max Drawdown (10Y)Largest decline over 10 years | -22.60% | -56.86% | +34.26% |
Current DrawdownCurrent decline from peak | -5.74% | -6.16% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -11.86% | +7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 7.02% | -5.48% |
Volatility
FFEDX vs. CFR - Volatility Comparison
The current volatility for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) is 3.30%, while Cullen/Frost Bankers, Inc. (CFR) has a volatility of 4.62%. This indicates that FFEDX experiences smaller price fluctuations and is considered to be less risky than CFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFEDX | CFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 4.62% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 5.31% | 15.83% | -10.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.12% | 27.45% | -18.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.47% | 30.38% | -20.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.85% | 33.45% | -23.60% |