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FFEZX vs. FFTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFEZX and FFTHX is 0.97, 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

FFEZX vs. FFTHX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember
2.10%
0.97%
FFEZX
FFTHX

Key characteristics

Sharpe Ratio

FFEZX:

0.95

FFTHX:

0.82

Sortino Ratio

FFEZX:

1.32

FFTHX:

1.17

Omega Ratio

FFEZX:

1.18

FFTHX:

1.15

Calmar Ratio

FFEZX:

1.46

FFTHX:

0.44

Martin Ratio

FFEZX:

5.83

FFTHX:

4.93

Ulcer Index

FFEZX:

1.50%

FFTHX:

1.64%

Daily Std Dev

FFEZX:

9.23%

FFTHX:

9.80%

Max Drawdown

FFEZX:

-28.46%

FFTHX:

-50.94%

Current Drawdown

FFEZX:

-5.46%

FFTHX:

-9.60%

Returns By Period

In the year-to-date period, FFEZX achieves a 9.02% return, which is significantly higher than FFTHX's 8.29% return.


FFEZX

YTD

9.02%

1M

-4.57%

6M

2.10%

1Y

9.02%

5Y*

6.78%

10Y*

N/A

FFTHX

YTD

8.29%

1M

-4.96%

6M

0.96%

1Y

8.29%

5Y*

2.26%

10Y*

3.46%

*Annualized

Compare stocks, funds, or ETFs

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


FFEZX vs. FFTHX - Expense Ratio Comparison

FFEZX has a 0.08% expense ratio, which is lower than FFTHX's 0.71% expense ratio.


FFTHX
Fidelity Freedom 2035 Fund
Expense ratio chart for FFTHX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for FFEZX: 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%

Risk-Adjusted Performance

FFEZX vs. FFTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2035 Fund Institutional Premium Class (FFEZX) and Fidelity Freedom 2035 Fund (FFTHX). 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 FFEZX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.000.950.82
The chart of Sortino ratio for FFEZX, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.001.321.17
The chart of Omega ratio for FFEZX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.15
The chart of Calmar ratio for FFEZX, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.0012.001.460.44
The chart of Martin ratio for FFEZX, currently valued at 5.83, compared to the broader market0.0010.0020.0030.0040.0050.005.834.93
FFEZX
FFTHX

The current FFEZX Sharpe Ratio is 0.95, which is comparable to the FFTHX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FFEZX and FFTHX, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
0.95
0.82
FFEZX
FFTHX

Dividends

FFEZX vs. FFTHX - Dividend Comparison

FFEZX's dividend yield for the trailing twelve months is around 0.20%, more than FFTHX's 0.09% yield.


TTM20232022202120202019201820172016201520142013
FFEZX
Fidelity Freedom Index 2035 Fund Institutional Premium Class
0.20%2.13%1.98%1.57%1.43%1.86%2.21%1.76%1.96%2.04%0.00%0.00%
FFTHX
Fidelity Freedom 2035 Fund
0.09%1.60%2.27%2.30%1.06%1.53%1.67%1.12%1.40%4.20%9.03%7.08%

Drawdowns

FFEZX vs. FFTHX - Drawdown Comparison

The maximum FFEZX drawdown since its inception was -28.46%, smaller than the maximum FFTHX drawdown of -50.94%. Use the drawdown chart below to compare losses from any high point for FFEZX and FFTHX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-5.46%
-9.60%
FFEZX
FFTHX

Volatility

FFEZX vs. FFTHX - Volatility Comparison

Fidelity Freedom Index 2035 Fund Institutional Premium Class (FFEZX) and Fidelity Freedom 2035 Fund (FFTHX) have volatilities of 3.84% and 3.89%, 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.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember
3.84%
3.89%
FFEZX
FFTHX
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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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