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FFFHX vs. DGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFHX vs. DGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2050 Fund (FFFHX) and State Street SPDR Global Dow ETF (DGT). The values are adjusted to include any dividend payments, if applicable.

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FFFHX vs. DGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFHX
Fidelity Freedom 2050 Fund
-0.49%23.72%14.11%20.45%-18.29%16.59%18.25%25.33%-8.90%22.29%
DGT
State Street SPDR Global Dow ETF
2.98%30.04%14.15%20.95%-8.00%21.50%9.67%22.19%-9.65%24.87%

Returns By Period

In the year-to-date period, FFFHX achieves a -0.49% return, which is significantly lower than DGT's 2.98% return. Over the past 10 years, FFFHX has underperformed DGT with an annualized return of 11.22%, while DGT has yielded a comparatively higher 13.29% annualized return.


FFFHX

1D
3.07%
1M
-5.79%
YTD
-0.49%
6M
2.98%
1Y
22.49%
3Y*
16.48%
5Y*
8.51%
10Y*
11.22%

DGT

1D
0.93%
1M
-4.07%
YTD
2.98%
6M
7.13%
1Y
26.23%
3Y*
20.06%
5Y*
13.20%
10Y*
13.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFHX vs. DGT - Expense Ratio Comparison

FFFHX has a 0.75% expense ratio, which is higher than DGT's 0.50% expense ratio.


Return for Risk

FFFHX vs. DGT — Risk / Return Rank

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

FFFHX
FFFHX Risk / Return Rank: 8080
Overall Rank
FFFHX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FFFHX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FFFHX Omega Ratio Rank: 7878
Omega Ratio Rank
FFFHX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFFHX Martin Ratio Rank: 8686
Martin Ratio Rank

DGT
DGT Risk / Return Rank: 8282
Overall Rank
DGT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DGT Sortino Ratio Rank: 8282
Sortino Ratio Rank
DGT Omega Ratio Rank: 8686
Omega Ratio Rank
DGT Calmar Ratio Rank: 7676
Calmar Ratio Rank
DGT Martin Ratio Rank: 8484
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.

FFFHX vs. DGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund (FFFHX) and State Street SPDR Global Dow ETF (DGT). 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.


FFFHXDGTDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.60

-0.17

Sortino ratio

Return per unit of downside risk

2.04

2.22

-0.18

Omega ratio

Gain probability vs. loss probability

1.31

1.35

-0.05

Calmar ratio

Return relative to maximum drawdown

2.06

2.09

-0.03

Martin ratio

Return relative to average drawdown

9.08

10.12

-1.03

FFFHX vs. DGT - Sharpe Ratio Comparison

The current FFFHX Sharpe Ratio is 1.44, which is comparable to the DGT Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FFFHX and DGT, 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


FFFHXDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.60

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.88

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.79

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.28

+0.16

Correlation

The correlation between FFFHX and DGT is 0.87, 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

FFFHX vs. DGT - Dividend Comparison

FFFHX's dividend yield for the trailing twelve months is around 4.16%, more than DGT's 2.76% yield.


TTM20252024202320222021202020192018201720162015
FFFHX
Fidelity Freedom 2050 Fund
4.16%4.14%1.86%1.78%11.83%11.76%4.93%6.48%7.69%3.98%4.12%4.16%
DGT
State Street SPDR Global Dow ETF
2.76%2.78%2.83%2.53%3.15%2.66%1.97%2.76%2.50%1.93%2.31%2.37%

Drawdowns

FFFHX vs. DGT - Drawdown Comparison

The maximum FFFHX drawdown since its inception was -56.38%, roughly equal to the maximum DGT drawdown of -55.36%. Use the drawdown chart below to compare losses from any high point for FFFHX and DGT.


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Drawdown Indicators


FFFHXDGTDifference

Max Drawdown

Largest peak-to-trough decline

-56.38%

-55.36%

-1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-12.45%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.39%

-25.18%

-2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-34.40%

+3.49%

Current Drawdown

Current decline from peak

-6.93%

-5.00%

-1.93%

Average Drawdown

Average peak-to-trough decline

-8.89%

-13.92%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.58%

-0.05%

Volatility

FFFHX vs. DGT - Volatility Comparison

Fidelity Freedom 2050 Fund (FFFHX) has a higher volatility of 6.66% compared to State Street SPDR Global Dow ETF (DGT) at 5.57%. This indicates that FFFHX's price experiences larger fluctuations and is considered to be riskier than DGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFHXDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

5.57%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

9.11%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

16.42%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.88%

15.10%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

16.94%

-1.63%