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FFFHX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFFHX and FAGIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FFFHX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2050 Fund (FFFHX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFFHX:

0.48

FAGIX:

1.17

Sortino Ratio

FFFHX:

0.78

FAGIX:

1.59

Omega Ratio

FFFHX:

1.11

FAGIX:

1.23

Calmar Ratio

FFFHX:

0.52

FAGIX:

1.11

Martin Ratio

FFFHX:

2.18

FAGIX:

4.17

Ulcer Index

FFFHX:

3.68%

FAGIX:

1.93%

Daily Std Dev

FFFHX:

16.85%

FAGIX:

7.04%

Max Drawdown

FFFHX:

-55.81%

FAGIX:

-37.80%

Current Drawdown

FFFHX:

-2.89%

FAGIX:

-0.74%

Returns By Period

In the year-to-date period, FFFHX achieves a 2.99% return, which is significantly higher than FAGIX's 1.70% return. Over the past 10 years, FFFHX has underperformed FAGIX with an annualized return of 4.03%, while FAGIX has yielded a comparatively higher 4.76% annualized return.


FFFHX

YTD

2.99%

1M

7.63%

6M

-0.01%

1Y

8.10%

5Y*

8.66%

10Y*

4.03%

FAGIX

YTD

1.70%

1M

5.15%

6M

1.20%

1Y

8.28%

5Y*

7.55%

10Y*

4.76%

*Annualized

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FFFHX vs. FAGIX - Expense Ratio Comparison

FFFHX has a 0.75% expense ratio, which is higher than FAGIX's 0.67% expense ratio.


Risk-Adjusted Performance

FFFHX vs. FAGIX — Risk-Adjusted Performance Rank

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

FFFHX
The Risk-Adjusted Performance Rank of FFFHX is 5353
Overall Rank
The Sharpe Ratio Rank of FFFHX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFHX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FFFHX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FFFHX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FFFHX is 5959
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 8484
Overall Rank
The Sharpe Ratio Rank of FAGIX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 8282
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.

FFFHX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund (FFFHX) and Fidelity Capital & Income Fund (FAGIX). 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 current FFFHX Sharpe Ratio is 0.48, which is lower than the FAGIX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FFFHX and FAGIX, 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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Dividends

FFFHX vs. FAGIX - Dividend Comparison

FFFHX's dividend yield for the trailing twelve months is around 1.18%, less than FAGIX's 4.89% yield.


TTM20242023202220212020201920182017201620152014
FFFHX
Fidelity Freedom 2050 Fund
1.18%1.21%1.27%2.12%2.26%1.04%1.49%1.64%1.11%1.42%4.26%11.75%
FAGIX
Fidelity Capital & Income Fund
4.89%5.03%5.29%4.85%3.41%3.78%4.25%5.28%4.01%4.12%5.01%8.08%

Drawdowns

FFFHX vs. FAGIX - Drawdown Comparison

The maximum FFFHX drawdown since its inception was -55.81%, which is greater than FAGIX's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FFFHX and FAGIX. For additional features, visit the drawdowns tool.


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Volatility

FFFHX vs. FAGIX - Volatility Comparison

Fidelity Freedom 2050 Fund (FFFHX) has a higher volatility of 5.15% compared to Fidelity Capital & Income Fund (FAGIX) at 2.21%. This indicates that FFFHX's price experiences larger fluctuations and is considered to be riskier than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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