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FFFEX vs. STLDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFEX vs. STLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2030 Fund (FFFEX) and BlackRock LifePath Dynamic 2030 Fund (STLDX). The values are adjusted to include any dividend payments, if applicable.

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FFFEX vs. STLDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
STLDX
BlackRock LifePath Dynamic 2030 Fund
0.07%13.59%3.65%15.65%-15.85%11.43%13.06%22.09%-5.41%15.48%

Returns By Period

In the year-to-date period, FFFEX achieves a -0.15% return, which is significantly lower than STLDX's 0.07% return. Over the past 10 years, FFFEX has outperformed STLDX with an annualized return of 8.80%, while STLDX has yielded a comparatively lower 7.48% 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%

STLDX

1D
1.88%
1M
-3.25%
YTD
0.07%
6M
1.24%
1Y
12.75%
3Y*
8.78%
5Y*
4.27%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFEX vs. STLDX - Expense Ratio Comparison

FFFEX has a 0.66% expense ratio, which is higher than STLDX's 0.49% expense ratio.


Return for Risk

FFFEX vs. STLDX — Risk / Return Rank

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

FFFEX
FFFEX Risk / Return Rank: 8181
Overall Rank
FFFEX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FFFEX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FFFEX Omega Ratio Rank: 7979
Omega Ratio Rank
FFFEX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFFEX Martin Ratio Rank: 8585
Martin Ratio Rank

STLDX
STLDX Risk / Return Rank: 6969
Overall Rank
STLDX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
STLDX Sortino Ratio Rank: 6767
Sortino Ratio Rank
STLDX Omega Ratio Rank: 6666
Omega Ratio Rank
STLDX Calmar Ratio Rank: 6969
Calmar Ratio Rank
STLDX Martin Ratio Rank: 7979
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.

FFFEX vs. STLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2030 Fund (FFFEX) and BlackRock LifePath Dynamic 2030 Fund (STLDX). 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.


FFFEXSTLDXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.26

+0.23

Sortino ratio

Return per unit of downside risk

2.12

1.82

+0.29

Omega ratio

Gain probability vs. loss probability

1.32

1.27

+0.04

Calmar ratio

Return relative to maximum drawdown

2.06

1.81

+0.25

Martin ratio

Return relative to average drawdown

8.87

8.55

+0.31

FFFEX vs. STLDX - Sharpe Ratio Comparison

The current FFFEX Sharpe Ratio is 1.50, which is comparable to the STLDX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FFFEX and STLDX, 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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Sharpe Ratios by Period


FFFEXSTLDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.26

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.38

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.66

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.50

0.00

Correlation

The correlation between FFFEX and STLDX is 0.96, 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. STLDX - Dividend Comparison

FFFEX's dividend yield for the trailing twelve months is around 5.45%, more than STLDX's 4.09% yield.


TTM20252024202320222021202020192018201720162015
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%
STLDX
BlackRock LifePath Dynamic 2030 Fund
4.09%4.09%0.96%3.16%2.04%16.80%3.86%6.33%13.50%12.92%2.00%9.25%

Drawdowns

FFFEX vs. STLDX - Drawdown Comparison

The maximum FFFEX drawdown since its inception was -51.83%, which is greater than STLDX's maximum drawdown of -48.43%. Use the drawdown chart below to compare losses from any high point for FFFEX and STLDX.


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Drawdown Indicators


FFFEXSTLDXDifference

Max Drawdown

Largest peak-to-trough decline

-51.83%

-48.43%

-3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-7.32%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-22.56%

-1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-24.64%

-26.95%

+2.31%

Current Drawdown

Current decline from peak

-5.01%

-3.82%

-1.19%

Average Drawdown

Average peak-to-trough decline

-9.06%

-8.27%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.55%

+0.27%

Volatility

FFFEX vs. STLDX - Volatility Comparison

Fidelity Freedom 2030 Fund (FFFEX) has a higher volatility of 4.58% compared to BlackRock LifePath Dynamic 2030 Fund (STLDX) at 4.05%. This indicates that FFFEX's price experiences larger fluctuations and is considered to be riskier than STLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFEXSTLDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

4.05%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

6.13%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.80%

10.39%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.69%

11.21%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.38%

11.29%

+0.09%