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

Performance

FFEDX vs. FDRR - 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 Fidelity Dividend ETF for Rising Rates (FDRR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.77%
13.92%
FFEDX
FDRR

Returns By Period

In the year-to-date period, FFEDX achieves a 9.95% return, which is significantly lower than FDRR's 23.57% return.


FFEDX

YTD

9.95%

1M

0.47%

6M

5.77%

1Y

15.85%

5Y (annualized)

5.92%

10Y (annualized)

N/A

FDRR

YTD

23.57%

1M

1.87%

6M

13.92%

1Y

31.25%

5Y (annualized)

12.59%

10Y (annualized)

N/A

Key characteristics


FFEDXFDRR
Sharpe Ratio2.162.76
Sortino Ratio3.143.77
Omega Ratio1.401.51
Calmar Ratio1.524.08
Martin Ratio12.7218.05
Ulcer Index1.25%1.73%
Daily Std Dev7.33%11.31%
Max Drawdown-22.60%-36.52%
Current Drawdown-1.37%0.00%

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FFEDX vs. FDRR - Expense Ratio Comparison

FFEDX has a 0.08% expense ratio, which is lower than FDRR's 0.29% expense ratio.


FDRR
Fidelity Dividend ETF for Rising Rates
Expense ratio chart for FDRR: 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 FFEDX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Correlation

-0.50.00.51.00.9

The correlation between FFEDX and FDRR is 0.87, 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.

Risk-Adjusted Performance

FFEDX vs. FDRR - 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 Fidelity Dividend ETF for Rising Rates (FDRR). 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 2.16, compared to the broader market-1.000.001.002.003.004.005.002.162.76
The chart of Sortino ratio for FFEDX, currently valued at 3.14, compared to the broader market0.005.0010.003.143.77
The chart of Omega ratio for FFEDX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.51
The chart of Calmar ratio for FFEDX, currently valued at 1.52, compared to the broader market0.005.0010.0015.0020.001.524.08
The chart of Martin ratio for FFEDX, currently valued at 12.72, compared to the broader market0.0020.0040.0060.0080.00100.0012.7218.05
FFEDX
FDRR

The current FFEDX Sharpe Ratio is 2.16, which is comparable to the FDRR Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of FFEDX and FDRR, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.16
2.76
FFEDX
FDRR

Dividends

FFEDX vs. FDRR - Dividend Comparison

FFEDX's dividend yield for the trailing twelve months is around 2.23%, more than FDRR's 2.15% yield.


TTM202320222021202020192018201720162015
FFEDX
Fidelity Freedom Index 2025 Fund Institutional Premium Class
2.23%2.42%2.51%1.61%1.40%1.92%2.20%1.77%1.89%1.89%
FDRR
Fidelity Dividend ETF for Rising Rates
2.15%2.93%2.75%2.09%2.85%2.89%3.20%2.89%0.61%0.00%

Drawdowns

FFEDX vs. FDRR - Drawdown Comparison

The maximum FFEDX drawdown since its inception was -22.60%, smaller than the maximum FDRR drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for FFEDX and FDRR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.37%
0
FFEDX
FDRR

Volatility

FFEDX vs. FDRR - Volatility Comparison

The current volatility for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) is 1.91%, while Fidelity Dividend ETF for Rising Rates (FDRR) has a volatility of 3.25%. This indicates that FFEDX experiences smaller price fluctuations and is considered to be less risky than FDRR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.91%
3.25%
FFEDX
FDRR