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FFFFX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FFFFX and ^GSPC is 0.94, 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.


-0.50.00.51.00.9

Performance

FFFFX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2040 Fund (FFFFX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.86%
6.47%
FFFFX
^GSPC

Key characteristics

Sharpe Ratio

FFFFX:

1.31

^GSPC:

1.90

Sortino Ratio

FFFFX:

1.86

^GSPC:

2.54

Omega Ratio

FFFFX:

1.24

^GSPC:

1.35

Calmar Ratio

FFFFX:

0.78

^GSPC:

2.87

Martin Ratio

FFFFX:

7.22

^GSPC:

11.84

Ulcer Index

FFFFX:

2.00%

^GSPC:

2.06%

Daily Std Dev

FFFFX:

11.01%

^GSPC:

12.86%

Max Drawdown

FFFFX:

-53.24%

^GSPC:

-56.78%

Current Drawdown

FFFFX:

-5.35%

^GSPC:

-2.30%

Returns By Period

In the year-to-date period, FFFFX achieves a 0.95% return, which is significantly lower than ^GSPC's 1.16% return. Over the past 10 years, FFFFX has underperformed ^GSPC with an annualized return of 4.31%, while ^GSPC has yielded a comparatively higher 11.44% annualized return.


FFFFX

YTD

0.95%

1M

-1.98%

6M

1.86%

1Y

15.57%

5Y*

3.33%

10Y*

4.31%

^GSPC

YTD

1.16%

1M

-2.04%

6M

6.47%

1Y

24.84%

5Y*

12.36%

10Y*

11.44%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FFFFX vs. ^GSPC — Risk-Adjusted Performance Rank

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

FFFFX
The Risk-Adjusted Performance Rank of FFFFX is 7676
Overall Rank
The Sharpe Ratio Rank of FFFFX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFFX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FFFFX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FFFFX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FFFFX is 8181
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9393
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.

FFFFX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2040 Fund (FFFFX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for FFFFX, currently valued at 1.31, compared to the broader market-1.000.001.002.003.004.001.311.90
The chart of Sortino ratio for FFFFX, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.001.862.54
The chart of Omega ratio for FFFFX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.35
The chart of Calmar ratio for FFFFX, currently valued at 0.78, compared to the broader market0.005.0010.0015.0020.000.782.87
The chart of Martin ratio for FFFFX, currently valued at 7.22, compared to the broader market0.0020.0040.0060.0080.007.2211.84
FFFFX
^GSPC

The current FFFFX Sharpe Ratio is 1.31, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FFFFX and ^GSPC, 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.31
1.90
FFFFX
^GSPC

Drawdowns

FFFFX vs. ^GSPC - Drawdown Comparison

The maximum FFFFX drawdown since its inception was -53.24%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FFFFX and ^GSPC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.35%
-2.30%
FFFFX
^GSPC

Volatility

FFFFX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2040 Fund (FFFFX) is 3.82%, while S&P 500 (^GSPC) has a volatility of 4.97%. This indicates that FFFFX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.82%
4.97%
FFFFX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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