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FFFCX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFFCX and QQQ is 0.88, 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.


Performance

FFFCX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2010 Fund (FFFCX) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFFCX:

0.98

QQQ:

0.64

Sortino Ratio

FFFCX:

1.36

QQQ:

1.04

Omega Ratio

FFFCX:

1.18

QQQ:

1.15

Calmar Ratio

FFFCX:

0.51

QQQ:

0.70

Martin Ratio

FFFCX:

4.24

QQQ:

2.29

Ulcer Index

FFFCX:

1.32%

QQQ:

6.99%

Daily Std Dev

FFFCX:

5.96%

QQQ:

25.51%

Max Drawdown

FFFCX:

-33.54%

QQQ:

-82.98%

Current Drawdown

FFFCX:

-4.73%

QQQ:

-3.10%

Returns By Period

In the year-to-date period, FFFCX achieves a 3.02% return, which is significantly higher than QQQ's 2.26% return. Over the past 10 years, FFFCX has underperformed QQQ with an annualized return of 1.23%, while QQQ has yielded a comparatively higher 17.72% annualized return.


FFFCX

YTD

3.02%

1M

2.44%

6M

2.56%

1Y

5.80%

3Y*

4.74%

5Y*

1.89%

10Y*

1.23%

QQQ

YTD

2.26%

1M

17.54%

6M

4.72%

1Y

16.26%

3Y*

22.66%

5Y*

18.41%

10Y*

17.72%

*Annualized

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Fidelity Freedom 2010 Fund

Invesco QQQ

FFFCX vs. QQQ - Expense Ratio Comparison

FFFCX has a 0.49% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

FFFCX vs. QQQ — Risk-Adjusted Performance Rank

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

FFFCX
The Risk-Adjusted Performance Rank of FFFCX is 7575
Overall Rank
The Sharpe Ratio Rank of FFFCX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFCX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FFFCX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FFFCX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FFFCX is 8282
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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.

FFFCX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) and Invesco QQQ (QQQ). 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.


The current FFFCX Sharpe Ratio is 0.98, which is higher than the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FFFCX and QQQ, 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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Dividends

FFFCX vs. QQQ - Dividend Comparison

FFFCX's dividend yield for the trailing twelve months is around 2.99%, more than QQQ's 0.57% yield.


TTM20242023202220212020201920182017201620152014
FFFCX
Fidelity Freedom 2010 Fund
2.99%2.99%2.72%3.34%2.50%1.20%1.97%2.06%1.46%1.75%4.05%6.17%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FFFCX vs. QQQ - Drawdown Comparison

The maximum FFFCX drawdown since its inception was -33.54%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FFFCX and QQQ. For additional features, visit the drawdowns tool.


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Volatility

FFFCX vs. QQQ - Volatility Comparison

The current volatility for Fidelity Freedom 2010 Fund (FFFCX) is 1.65%, while Invesco QQQ (QQQ) has a volatility of 6.48%. This indicates that FFFCX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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