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

Key characteristics


FFFHXFFSFX
YTD Return16.20%15.64%
1Y Return24.61%23.97%
3Y Return (Ann)-0.81%0.34%
5Y Return (Ann)5.17%7.17%
Sharpe Ratio2.382.33
Sortino Ratio3.323.27
Omega Ratio1.431.42
Calmar Ratio1.251.44
Martin Ratio15.3115.00
Ulcer Index1.79%1.79%
Daily Std Dev11.50%11.49%
Max Drawdown-55.81%-33.17%
Current Drawdown-2.60%-1.72%

Correlation

-0.50.00.51.01.0

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.

Performance

FFFHX vs. FFSFX - Performance Comparison

The year-to-date returns for both stocks are quite close, with FFFHX having a 16.20% return and FFSFX slightly lower at 15.64%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.73%
5.77%
FFFHX
FFSFX

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.


FFFHX
Sharpe ratio
The chart of Sharpe ratio for FFFHX, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for FFFHX, currently valued at 3.32, compared to the broader market0.005.0010.003.32
Omega ratio
The chart of Omega ratio for FFFHX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for FFFHX, currently valued at 1.25, compared to the broader market0.005.0010.0015.0020.001.25
Martin ratio
The chart of Martin ratio for FFFHX, currently valued at 15.31, compared to the broader market0.0020.0040.0060.0080.00100.0015.31
FFSFX
Sharpe ratio
The chart of Sharpe ratio for FFSFX, currently valued at 2.33, compared to the broader market0.002.004.002.33
Sortino ratio
The chart of Sortino ratio for FFSFX, currently valued at 3.27, compared to the broader market0.005.0010.003.27
Omega ratio
The chart of Omega ratio for FFSFX, currently valued at 1.42, compared to the broader market1.002.003.004.001.42
Calmar ratio
The chart of Calmar ratio for FFSFX, currently valued at 1.44, compared to the broader market0.005.0010.0015.0020.001.44
Martin ratio
The chart of Martin ratio for FFSFX, currently valued at 15.00, compared to the broader market0.0020.0040.0060.0080.00100.0015.00

FFFHX vs. FFSFX - Sharpe Ratio Comparison

The current FFFHX Sharpe Ratio is 2.38, which is comparable to the FFSFX Sharpe Ratio of 2.33. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.38
2.33
FFFHX
FFSFX

Dividends

FFFHX vs. FFSFX - Dividend Comparison

FFFHX's dividend yield for the trailing twelve months is around 1.09%, which matches FFSFX's 1.08% yield.


TTM20232022202120202019201820172016201520142013
FFFHX
Fidelity Freedom 2050 Fund
1.09%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
1.08%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%JuneJulyAugustSeptemberOctoberNovember
-2.60%
-1.72%
FFFHX
FFSFX

Volatility

FFFHX vs. FFSFX - Volatility Comparison

Fidelity Freedom 2050 Fund (FFFHX) and Fidelity Freedom 2065 Fund (FFSFX) have volatilities of 3.12% and 3.06%, 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%JuneJulyAugustSeptemberOctoberNovember
3.12%
3.06%
FFFHX
FFSFX