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FFFEX vs. SPHQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFFEX and SPHQ is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FFFEX vs. SPHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2030 Fund (FFFEX) and Invesco S&P 500® Quality ETF (SPHQ). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
155.68%
441.64%
FFFEX
SPHQ

Key characteristics

Sharpe Ratio

FFFEX:

0.61

SPHQ:

0.72

Sortino Ratio

FFFEX:

0.93

SPHQ:

1.12

Omega Ratio

FFFEX:

1.12

SPHQ:

1.16

Calmar Ratio

FFFEX:

0.49

SPHQ:

0.76

Martin Ratio

FFFEX:

2.84

SPHQ:

3.27

Ulcer Index

FFFEX:

2.44%

SPHQ:

3.82%

Daily Std Dev

FFFEX:

11.33%

SPHQ:

17.41%

Max Drawdown

FFFEX:

-49.70%

SPHQ:

-57.83%

Current Drawdown

FFFEX:

-7.53%

SPHQ:

-8.15%

Returns By Period

In the year-to-date period, FFFEX achieves a 1.08% return, which is significantly higher than SPHQ's -2.41% return. Over the past 10 years, FFFEX has underperformed SPHQ with an annualized return of 2.43%, while SPHQ has yielded a comparatively higher 12.59% annualized return.


FFFEX

YTD

1.08%

1M

-1.00%

6M

-0.89%

1Y

7.63%

5Y*

4.43%

10Y*

2.43%

SPHQ

YTD

-2.41%

1M

-2.58%

6M

-1.59%

1Y

12.68%

5Y*

16.45%

10Y*

12.59%

*Annualized

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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.


Expense ratio chart for FFFEX: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFFEX: 0.66%
Expense ratio chart for SPHQ: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPHQ: 0.15%

Risk-Adjusted Performance

FFFEX vs. SPHQ — Risk-Adjusted Performance Rank

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

FFFEX
The Risk-Adjusted Performance Rank of FFFEX is 6363
Overall Rank
The Sharpe Ratio Rank of FFFEX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFEX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FFFEX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FFFEX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FFFEX is 7070
Martin Ratio Rank

SPHQ
The Risk-Adjusted Performance Rank of SPHQ is 7272
Overall Rank
The Sharpe Ratio Rank of SPHQ is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPHQ is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPHQ is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPHQ is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SPHQ is 7575
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.

FFFEX vs. SPHQ - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FFFEX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.00
FFFEX: 0.61
SPHQ: 0.72
The chart of Sortino ratio for FFFEX, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.00
FFFEX: 0.93
SPHQ: 1.12
The chart of Omega ratio for FFFEX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
FFFEX: 1.12
SPHQ: 1.16
The chart of Calmar ratio for FFFEX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.00
FFFEX: 0.49
SPHQ: 0.76
The chart of Martin ratio for FFFEX, currently valued at 2.84, compared to the broader market0.0010.0020.0030.0040.0050.00
FFFEX: 2.84
SPHQ: 3.27

The current FFFEX Sharpe Ratio is 0.61, which is comparable to the SPHQ Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FFFEX and SPHQ, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.61
0.72
FFFEX
SPHQ

Dividends

FFFEX vs. SPHQ - Dividend Comparison

FFFEX's dividend yield for the trailing twelve months is around 2.05%, more than SPHQ's 1.17% yield.


TTM20242023202220212020201920182017201620152014
FFFEX
Fidelity Freedom 2030 Fund
2.05%2.08%1.83%2.59%2.40%1.07%1.65%1.76%1.23%1.55%4.36%8.39%
SPHQ
Invesco S&P 500® Quality ETF
1.17%1.15%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%1.66%

Drawdowns

FFFEX vs. SPHQ - Drawdown Comparison

The maximum FFFEX drawdown since its inception was -49.70%, 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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.53%
-8.15%
FFFEX
SPHQ

Volatility

FFFEX vs. SPHQ - Volatility Comparison

The current volatility for Fidelity Freedom 2030 Fund (FFFEX) is 7.57%, while Invesco S&P 500® Quality ETF (SPHQ) has a volatility of 12.52%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.57%
12.52%
FFFEX
SPHQ