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FFEDX vs. CFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFEDX and CFR is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FFEDX vs. CFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) and Cullen/Frost Bankers, Inc. (CFR). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
45.10%
77.97%
FFEDX
CFR

Key characteristics

Sharpe Ratio

FFEDX:

0.08

CFR:

-0.02

Sortino Ratio

FFEDX:

0.15

CFR:

0.19

Omega Ratio

FFEDX:

1.02

CFR:

1.02

Calmar Ratio

FFEDX:

0.08

CFR:

-0.01

Martin Ratio

FFEDX:

0.34

CFR:

-0.06

Ulcer Index

FFEDX:

1.90%

CFR:

8.74%

Daily Std Dev

FFEDX:

8.45%

CFR:

30.21%

Max Drawdown

FFEDX:

-27.45%

CFR:

-56.86%

Current Drawdown

FFEDX:

-8.02%

CFR:

-27.52%

Returns By Period

In the year-to-date period, FFEDX achieves a -4.14% return, which is significantly higher than CFR's -20.38% return.


FFEDX

YTD

-4.14%

1M

-6.21%

6M

-6.28%

1Y

0.49%

5Y*

5.70%

10Y*

N/A

CFR

YTD

-20.38%

1M

-17.80%

6M

-5.09%

1Y

-0.80%

5Y*

13.35%

10Y*

7.58%

*Annualized

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

FFEDX vs. CFR — Risk-Adjusted Performance Rank

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

FFEDX
The Risk-Adjusted Performance Rank of FFEDX is 5858
Overall Rank
The Sharpe Ratio Rank of FFEDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FFEDX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FFEDX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FFEDX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FFEDX is 5858
Martin Ratio Rank

CFR
The Risk-Adjusted Performance Rank of CFR is 5555
Overall Rank
The Sharpe Ratio Rank of CFR is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of CFR is 5151
Sortino Ratio Rank
The Omega Ratio Rank of CFR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CFR is 5858
Calmar Ratio Rank
The Martin Ratio Rank of CFR is 5858
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.

FFEDX vs. CFR - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FFEDX, currently valued at 0.08, compared to the broader market-1.000.001.002.003.00
FFEDX: 0.08
CFR: -0.02
The chart of Sortino ratio for FFEDX, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.0010.00
FFEDX: 0.15
CFR: 0.19
The chart of Omega ratio for FFEDX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
FFEDX: 1.02
CFR: 1.02
The chart of Calmar ratio for FFEDX, currently valued at 0.08, compared to the broader market0.005.0010.0015.00
FFEDX: 0.08
CFR: -0.01
The chart of Martin ratio for FFEDX, currently valued at 0.34, compared to the broader market0.0020.0040.0060.00
FFEDX: 0.34
CFR: -0.06

The current FFEDX Sharpe Ratio is 0.08, which is higher than the CFR Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FFEDX and CFR, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.08
-0.02
FFEDX
CFR

Dividends

FFEDX vs. CFR - Dividend Comparison

FFEDX's dividend yield for the trailing twelve months is around 2.71%, less than CFR's 3.55% yield.


TTM20242023202220212020201920182017201620152014
FFEDX
Fidelity Freedom Index 2025 Fund Institutional Premium Class
2.71%2.60%2.42%2.51%1.61%1.40%1.92%2.20%1.77%1.89%1.89%0.00%
CFR
Cullen/Frost Bankers, Inc.
3.55%2.79%3.30%2.42%2.33%3.27%2.86%2.93%2.38%2.44%3.50%2.87%

Drawdowns

FFEDX vs. CFR - Drawdown Comparison

The maximum FFEDX drawdown since its inception was -27.45%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.02%
-27.52%
FFEDX
CFR

Volatility

FFEDX vs. CFR - Volatility Comparison

The current volatility for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) is 4.12%, while Cullen/Frost Bankers, Inc. (CFR) has a volatility of 13.60%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
4.12%
13.60%
FFEDX
CFR
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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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