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

Correlation

The correlation between FFFHX and FFSFX is 0.92, 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 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.

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Key characteristics

Sharpe Ratio

FFFHX:

0.61

FFSFX:

0.50

Sortino Ratio

FFFHX:

0.99

FFSFX:

0.85

Omega Ratio

FFFHX:

1.14

FFSFX:

1.12

Calmar Ratio

FFFHX:

0.69

FFSFX:

0.57

Martin Ratio

FFFHX:

2.89

FFSFX:

2.42

Ulcer Index

FFFHX:

3.65%

FFSFX:

3.64%

Daily Std Dev

FFFHX:

16.63%

FFSFX:

16.74%

Max Drawdown

FFFHX:

-55.81%

FFSFX:

-31.03%

Current Drawdown

FFFHX:

-0.61%

FFSFX:

-2.70%

Returns By Period

In the year-to-date period, FFFHX achieves a 5.41% return, which is significantly higher than FFSFX's 3.25% return.


FFFHX

YTD

5.41%

1M

9.16%

6M

2.84%

1Y

10.05%

5Y*

11.89%

10Y*

6.61%

FFSFX

YTD

3.25%

1M

6.88%

6M

1.22%

1Y

8.30%

5Y*

13.32%

10Y*

N/A

*Annualized

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FFFHX vs. FFSFX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FFFHX vs. FFSFX — 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 6565
Overall Rank
The Sharpe Ratio Rank of FFFHX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFHX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FFFHX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FFFHX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FFFHX is 7272
Martin Ratio Rank

FFSFX
The Risk-Adjusted Performance Rank of FFSFX is 5656
Overall Rank
The Sharpe Ratio Rank of FFSFX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSFX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FFSFX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FFSFX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FFSFX is 6464
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. 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.


The current FFFHX Sharpe Ratio is 0.61, which is comparable to the FFSFX Sharpe Ratio of 0.50. 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.


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Dividends

FFFHX vs. FFSFX - Dividend Comparison

FFFHX's dividend yield for the trailing twelve months is around 3.53%, more than FFSFX's 1.70% yield.


TTM20242023202220212020201920182017201620152014
FFFHX
Fidelity Freedom 2050 Fund
3.53%1.36%1.72%10.29%6.98%3.27%5.35%4.73%1.11%1.42%4.26%11.75%
FFSFX
Fidelity Freedom 2065 Fund
1.70%2.29%2.01%8.77%7.81%2.25%1.40%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 -31.03%. Use the drawdown chart below to compare losses from any high point for FFFHX and FFSFX. For additional features, visit the drawdowns tool.


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Volatility

FFFHX vs. FFSFX - Volatility Comparison

The current volatility for Fidelity Freedom 2050 Fund (FFFHX) is 4.12%, while Fidelity Freedom 2065 Fund (FFSFX) has a volatility of 4.74%. This indicates that FFFHX experiences smaller price fluctuations and is considered to be less risky than FFSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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