FFFEX vs. SPHQ
Compare and contrast key facts about Fidelity Freedom 2030 Fund (FFFEX) and Invesco S&P 500 Quality ETF (SPHQ).
FFFEX is managed by Fidelity. It was launched on Oct 17, 1996. SPHQ is a passively managed fund by Invesco that tracks the performance of the S&P 500 Quality Index. It was launched on Dec 6, 2005.
Performance
FFFEX vs. SPHQ - Performance Comparison
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FFFEX vs. SPHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFFEX Fidelity Freedom 2030 Fund | -0.15% | 17.68% | 9.22% | 15.37% | -16.97% | 11.53% | 15.64% | 21.82% | -7.02% | 19.83% |
SPHQ Invesco S&P 500 Quality ETF | 1.46% | 13.25% | 25.44% | 24.83% | -15.76% | 28.03% | 17.36% | 33.64% | -7.10% | 19.10% |
Returns By Period
In the year-to-date period, FFFEX achieves a -0.15% return, which is significantly lower than SPHQ's 1.46% return. Over the past 10 years, FFFEX has underperformed SPHQ with an annualized return of 8.80%, while SPHQ has yielded a comparatively higher 13.63% annualized return.
FFFEX
- 1D
- 1.98%
- 1M
- -4.26%
- YTD
- -0.15%
- 6M
- 2.22%
- 1Y
- 15.66%
- 3Y*
- 11.83%
- 5Y*
- 5.60%
- 10Y*
- 8.80%
SPHQ
- 1D
- 0.89%
- 1M
- -5.57%
- YTD
- 1.46%
- 6M
- 3.57%
- 1Y
- 16.02%
- 3Y*
- 18.54%
- 5Y*
- 12.70%
- 10Y*
- 13.63%
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FFFEX vs. SPHQ - Expense Ratio Comparison
FFFEX has a 0.66% expense ratio, which is higher than SPHQ's 0.15% expense ratio.
Return for Risk
FFFEX vs. SPHQ — Risk / Return Rank
FFFEX
SPHQ
FFFEX vs. SPHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2030 Fund (FFFEX) and Invesco S&P 500 Quality ETF (SPHQ). 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.
| FFFEX | SPHQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.94 | +0.56 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.44 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.20 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.45 | +0.61 |
Martin ratioReturn relative to average drawdown | 8.87 | 6.35 | +2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFFEX | SPHQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.94 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.78 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.77 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.50 | 0.00 |
Correlation
The correlation between FFFEX and SPHQ is 0.86, 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
FFFEX vs. SPHQ - Dividend Comparison
FFFEX's dividend yield for the trailing twelve months is around 5.45%, more than SPHQ's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFFEX Fidelity Freedom 2030 Fund | 5.45% | 5.44% | 2.94% | 1.87% | 10.06% | 10.92% | 6.24% | 6.79% | 7.32% | 4.60% | 3.86% | 4.52% |
SPHQ Invesco S&P 500 Quality ETF | 1.18% | 1.09% | 1.15% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% |
Drawdowns
FFFEX vs. SPHQ - Drawdown Comparison
The maximum FFFEX drawdown since its inception was -51.83%, smaller than the maximum SPHQ drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for FFFEX and SPHQ.
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Drawdown Indicators
| FFFEX | SPHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.83% | -57.83% | +6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -10.84% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -25.04% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -24.64% | -31.60% | +6.96% |
Current DrawdownCurrent decline from peak | -5.01% | -5.92% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -10.78% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.48% | -0.66% |
Volatility
FFFEX vs. SPHQ - Volatility Comparison
The current volatility for Fidelity Freedom 2030 Fund (FFFEX) is 4.58%, while Invesco S&P 500 Quality ETF (SPHQ) has a volatility of 5.32%. This indicates that FFFEX experiences smaller price fluctuations and is considered to be less risky than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFFEX | SPHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 5.32% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 9.67% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.80% | 17.13% | -6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.69% | 16.40% | -5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.38% | 17.81% | -6.43% |