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

Correlation

The correlation between FFFHX and FFSFX is 0.99, 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.


-0.50.00.51.01.0

Performance

FFFHX vs. FFSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2050 Fund (FFFHX) and Fidelity Freedom 2065 Fund (FFSFX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.86%
3.91%
FFFHX
FFSFX

Key characteristics

Sharpe Ratio

FFFHX:

1.45

FFSFX:

1.41

Sortino Ratio

FFFHX:

2.02

FFSFX:

1.96

Omega Ratio

FFFHX:

1.26

FFSFX:

1.25

Calmar Ratio

FFFHX:

0.93

FFSFX:

1.10

Martin Ratio

FFFHX:

8.78

FFSFX:

8.51

Ulcer Index

FFFHX:

1.90%

FFSFX:

1.90%

Daily Std Dev

FFFHX:

11.53%

FFSFX:

11.51%

Max Drawdown

FFFHX:

-55.81%

FFSFX:

-33.17%

Current Drawdown

FFFHX:

-4.05%

FFSFX:

-4.04%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFFHX having a 14.48% return and FFSFX slightly lower at 13.96%.


FFFHX

YTD

14.48%

1M

-0.92%

6M

4.01%

1Y

15.37%

5Y*

4.11%

10Y*

4.62%

FFSFX

YTD

13.96%

1M

-0.88%

6M

3.99%

1Y

14.90%

5Y*

6.10%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FFFHX vs. FFSFX - Expense Ratio Comparison

Both FFFHX and FFSFX have an expense ratio of 0.75%.


FFFHX
Fidelity Freedom 2050 Fund
Expense ratio chart for FFFHX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FFSFX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

FFFHX vs. FFSFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund (FFFHX) and Fidelity Freedom 2065 Fund (FFSFX). 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 FFFHX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.451.41
The chart of Sortino ratio for FFFHX, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.002.021.96
The chart of Omega ratio for FFFHX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.25
The chart of Calmar ratio for FFFHX, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.0012.0014.000.931.10
The chart of Martin ratio for FFFHX, currently valued at 8.78, compared to the broader market0.0020.0040.0060.008.788.51
FFFHX
FFSFX

The current FFFHX Sharpe Ratio is 1.45, which is comparable to the FFSFX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FFFHX and FFSFX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
1.41
FFFHX
FFSFX

Dividends

FFFHX vs. FFSFX - Dividend Comparison

FFFHX's dividend yield for the trailing twelve months is around 1.11%, which matches FFSFX's 1.10% yield.


TTM20232022202120202019201820172016201520142013
FFFHX
Fidelity Freedom 2050 Fund
1.11%1.27%2.12%2.26%1.04%1.49%1.64%1.11%1.42%4.26%11.75%7.62%
FFSFX
Fidelity Freedom 2065 Fund
1.10%1.25%2.03%2.12%1.02%1.15%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFFHX vs. FFSFX - Drawdown Comparison

The maximum FFFHX drawdown since its inception was -55.81%, which is greater than FFSFX's maximum drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for FFFHX and FFSFX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.05%
-4.04%
FFFHX
FFSFX

Volatility

FFFHX vs. FFSFX - Volatility Comparison

Fidelity Freedom 2050 Fund (FFFHX) and Fidelity Freedom 2065 Fund (FFSFX) have volatilities of 3.35% and 3.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.35%
3.37%
FFFHX
FFSFX
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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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