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FFEGX vs. FHASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFEGX vs. FHASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) and Fidelity Freedom Blend 2035 Fund (FHASX). The values are adjusted to include any dividend payments, if applicable.

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FFEGX vs. FHASX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FFEGX
Fidelity Freedom Index 2030 Fund Institutional Premium Class
-2.61%15.93%9.55%15.16%-16.81%10.94%14.38%22.10%-9.26%
FHASX
Fidelity Freedom Blend 2035 Fund
-2.51%18.32%13.29%17.57%-18.33%14.11%16.71%25.44%-13.80%

Returns By Period

The year-to-date returns for both investments are quite close, with FFEGX having a -2.61% return and FHASX slightly higher at -2.51%.


FFEGX

1D
0.14%
1M
-6.14%
YTD
-2.61%
6M
-0.50%
1Y
11.91%
3Y*
10.39%
5Y*
5.21%
10Y*
8.20%

FHASX

1D
-0.08%
1M
-7.17%
YTD
-2.51%
6M
0.06%
1Y
14.67%
3Y*
12.97%
5Y*
6.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFEGX vs. FHASX - Expense Ratio Comparison

FFEGX has a 0.08% expense ratio, which is lower than FHASX's 0.48% expense ratio.


Return for Risk

FFEGX vs. FHASX — Risk / Return Rank

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

FFEGX
FFEGX Risk / Return Rank: 6969
Overall Rank
FFEGX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FFEGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FFEGX Omega Ratio Rank: 6969
Omega Ratio Rank
FFEGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FFEGX Martin Ratio Rank: 7272
Martin Ratio Rank

FHASX
FHASX Risk / Return Rank: 7070
Overall Rank
FHASX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FHASX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FHASX Omega Ratio Rank: 7070
Omega Ratio Rank
FHASX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FHASX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFEGX vs. FHASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) and Fidelity Freedom Blend 2035 Fund (FHASX). 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.


FFEGXFHASXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.21

-0.01

Sortino ratio

Return per unit of downside risk

1.72

1.74

-0.01

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

1.52

1.53

-0.01

Martin ratio

Return relative to average drawdown

6.76

6.90

-0.14

FFEGX vs. FHASX - Sharpe Ratio Comparison

The current FFEGX Sharpe Ratio is 1.20, which is comparable to the FHASX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FFEGX and FHASX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFEGXFHASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.21

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.53

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.56

+0.09

Correlation

The correlation between FFEGX and FHASX is 0.98, 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.


Dividends

FFEGX vs. FHASX - Dividend Comparison

FFEGX's dividend yield for the trailing twelve months is around 3.46%, more than FHASX's 3.03% yield.


TTM20252024202320222021202020192018201720162015
FFEGX
Fidelity Freedom Index 2030 Fund Institutional Premium Class
3.46%3.37%2.71%2.31%2.45%2.22%2.43%16.77%2.18%1.88%2.00%2.00%
FHASX
Fidelity Freedom Blend 2035 Fund
3.03%2.95%4.66%2.04%5.70%7.94%4.87%3.48%0.00%0.00%0.00%0.00%

Drawdowns

FFEGX vs. FHASX - Drawdown Comparison

The maximum FFEGX drawdown since its inception was -23.85%, smaller than the maximum FHASX drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for FFEGX and FHASX.


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Drawdown Indicators


FFEGXFHASXDifference

Max Drawdown

Largest peak-to-trough decline

-23.85%

-29.13%

+5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-8.86%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-26.40%

+3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-23.85%

Current Drawdown

Current decline from peak

-6.30%

-7.43%

+1.13%

Average Drawdown

Average peak-to-trough decline

-4.21%

-5.90%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.96%

-0.30%

Volatility

FFEGX vs. FHASX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) is 3.53%, while Fidelity Freedom Blend 2035 Fund (FHASX) has a volatility of 4.26%. This indicates that FFEGX experiences smaller price fluctuations and is considered to be less risky than FHASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFEGXFHASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

4.26%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

7.07%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

12.07%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.24%

12.42%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.20%

14.77%

-3.57%