PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFFAX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFFAX and SCHD is 0.58, 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.


-0.50.00.51.00.6

Performance

FFFAX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Income Fund (FFFAX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
0.94%
4.26%
FFFAX
SCHD

Key characteristics

Sharpe Ratio

FFFAX:

1.54

SCHD:

1.19

Sortino Ratio

FFFAX:

2.27

SCHD:

1.76

Omega Ratio

FFFAX:

1.28

SCHD:

1.21

Calmar Ratio

FFFAX:

0.73

SCHD:

1.70

Martin Ratio

FFFAX:

5.84

SCHD:

4.36

Ulcer Index

FFFAX:

1.20%

SCHD:

3.10%

Daily Std Dev

FFFAX:

4.55%

SCHD:

11.38%

Max Drawdown

FFFAX:

-19.26%

SCHD:

-33.37%

Current Drawdown

FFFAX:

-2.96%

SCHD:

-3.68%

Returns By Period

In the year-to-date period, FFFAX achieves a 2.09% return, which is significantly lower than SCHD's 3.15% return. Over the past 10 years, FFFAX has underperformed SCHD with an annualized return of 1.46%, while SCHD has yielded a comparatively higher 11.18% annualized return.


FFFAX

YTD

2.09%

1M

1.52%

6M

0.94%

1Y

7.03%

5Y*

0.68%

10Y*

1.46%

SCHD

YTD

3.15%

1M

0.68%

6M

4.27%

1Y

13.92%

5Y*

11.66%

10Y*

11.18%

*Annualized

Compare stocks, funds, or ETFs

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


FFFAX vs. SCHD - Expense Ratio Comparison

FFFAX has a 0.47% expense ratio, which is higher than SCHD's 0.06% expense ratio.


FFFAX
Fidelity Freedom Income Fund
Expense ratio chart for FFFAX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FFFAX vs. SCHD — Risk-Adjusted Performance Rank

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

FFFAX
The Risk-Adjusted Performance Rank of FFFAX is 6969
Overall Rank
The Sharpe Ratio Rank of FFFAX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFAX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FFFAX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FFFAX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FFFAX is 6767
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4848
Overall Rank
The Sharpe Ratio Rank of SCHD is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4444
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.

FFFAX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Income Fund (FFFAX) and Schwab US Dividend Equity ETF (SCHD). 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 FFFAX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.541.22
The chart of Sortino ratio for FFFAX, currently valued at 2.27, compared to the broader market0.002.004.006.008.0010.0012.002.271.80
The chart of Omega ratio for FFFAX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.21
The chart of Calmar ratio for FFFAX, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.731.75
The chart of Martin ratio for FFFAX, currently valued at 5.84, compared to the broader market0.0020.0040.0060.0080.005.844.49
FFFAX
SCHD

The current FFFAX Sharpe Ratio is 1.54, which is comparable to the SCHD Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FFFAX and SCHD, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.54
1.22
FFFAX
SCHD

Dividends

FFFAX vs. SCHD - Dividend Comparison

FFFAX's dividend yield for the trailing twelve months is around 3.07%, less than SCHD's 3.53% yield.


TTM20242023202220212020201920182017201620152014
FFFAX
Fidelity Freedom Income Fund
3.07%3.11%2.92%3.44%2.43%1.18%1.97%2.05%1.63%1.74%2.83%5.89%
SCHD
Schwab US Dividend Equity ETF
3.53%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

FFFAX vs. SCHD - Drawdown Comparison

The maximum FFFAX drawdown since its inception was -19.26%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FFFAX and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.96%
-3.68%
FFFAX
SCHD

Volatility

FFFAX vs. SCHD - Volatility Comparison

The current volatility for Fidelity Freedom Income Fund (FFFAX) is 1.21%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.33%. This indicates that FFFAX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
1.21%
3.33%
FFFAX
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab