PortfoliosLab logoPortfoliosLab logo
FFFDX vs. FSUTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFDX vs. FSUTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2020 Fund (FFFDX) and Fidelity Select Utilities Portfolio (FSUTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFFDX vs. FSUTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFDX
Fidelity Freedom 2020 Fund
-1.37%14.87%7.32%12.85%-16.06%8.97%13.81%17.97%-5.30%13.88%
FSUTX
Fidelity Select Utilities Portfolio
6.77%16.19%28.76%-1.12%5.20%17.64%0.75%22.68%8.41%17.94%

Returns By Period

In the year-to-date period, FFFDX achieves a -1.37% return, which is significantly lower than FSUTX's 6.77% return. Over the past 10 years, FFFDX has underperformed FSUTX with an annualized return of 6.79%, while FSUTX has yielded a comparatively higher 12.04% annualized return.


FFFDX

1D
0.13%
1M
-5.32%
YTD
-1.37%
6M
0.71%
1Y
11.44%
3Y*
9.21%
5Y*
4.20%
10Y*
6.79%

FSUTX

1D
-0.14%
1M
-4.57%
YTD
6.77%
6M
6.04%
1Y
21.04%
3Y*
17.73%
5Y*
13.73%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FFFDX vs. FSUTX - Expense Ratio Comparison

FFFDX has a 0.58% expense ratio, which is lower than FSUTX's 0.74% expense ratio.


Return for Risk

FFFDX vs. FSUTX — Risk / Return Rank

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

FFFDX
FFFDX Risk / Return Rank: 7878
Overall Rank
FFFDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FFFDX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FFFDX Omega Ratio Rank: 7878
Omega Ratio Rank
FFFDX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FFFDX Martin Ratio Rank: 7979
Martin Ratio Rank

FSUTX
FSUTX Risk / Return Rank: 7575
Overall Rank
FSUTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FSUTX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FSUTX Omega Ratio Rank: 6666
Omega Ratio Rank
FSUTX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSUTX Martin Ratio Rank: 6666
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.

FFFDX vs. FSUTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2020 Fund (FFFDX) and Fidelity Select Utilities Portfolio (FSUTX). 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.


FFFDXFSUTXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.38

+0.03

Sortino ratio

Return per unit of downside risk

1.97

1.88

+0.08

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

1.79

2.48

-0.69

Martin ratio

Return relative to average drawdown

7.70

6.24

+1.45

FFFDX vs. FSUTX - Sharpe Ratio Comparison

The current FFFDX Sharpe Ratio is 1.40, which is comparable to the FSUTX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FFFDX and FSUTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFFDXFSUTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.38

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.80

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.63

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.68

-0.14

Correlation

The correlation between FFFDX and FSUTX is 0.63, 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.


Dividends

FFFDX vs. FSUTX - Dividend Comparison

FFFDX's dividend yield for the trailing twelve months is around 7.46%, more than FSUTX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
FFFDX
Fidelity Freedom 2020 Fund
7.46%7.36%4.67%2.63%9.81%12.06%6.88%6.54%7.10%2.95%3.62%3.92%
FSUTX
Fidelity Select Utilities Portfolio
6.19%6.61%6.50%3.52%4.67%2.68%4.86%2.29%8.37%5.61%2.51%4.47%

Drawdowns

FFFDX vs. FSUTX - Drawdown Comparison

The maximum FFFDX drawdown since its inception was -45.53%, smaller than the maximum FSUTX drawdown of -66.73%. Use the drawdown chart below to compare losses from any high point for FFFDX and FSUTX.


Loading graphics...

Drawdown Indicators


FFFDXFSUTXDifference

Max Drawdown

Largest peak-to-trough decline

-45.53%

-66.73%

+21.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.12%

-9.21%

+3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-20.15%

-2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-22.58%

-37.61%

+15.03%

Current Drawdown

Current decline from peak

-5.38%

-4.57%

-0.81%

Average Drawdown

Average peak-to-trough decline

-7.10%

-11.29%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

3.66%

-2.23%

Volatility

FFFDX vs. FSUTX - Volatility Comparison

The current volatility for Fidelity Freedom 2020 Fund (FFFDX) is 3.26%, while Fidelity Select Utilities Portfolio (FSUTX) has a volatility of 6.05%. This indicates that FFFDX experiences smaller price fluctuations and is considered to be less risky than FSUTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFFDXFSUTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

6.05%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

5.01%

12.18%

-7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

8.26%

16.24%

-7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.81%

17.20%

-8.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.95%

19.30%

-10.35%