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FFFHX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FFFHX and ^GSPC is 0.93, 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.


-0.50.00.51.00.9

Performance

FFFHX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2050 Fund (FFFHX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.70%
10.59%
FFFHX
^GSPC

Key characteristics

Sharpe Ratio

FFFHX:

1.41

^GSPC:

1.82

Sortino Ratio

FFFHX:

1.97

^GSPC:

2.44

Omega Ratio

FFFHX:

1.25

^GSPC:

1.33

Calmar Ratio

FFFHX:

1.04

^GSPC:

2.77

Martin Ratio

FFFHX:

7.63

^GSPC:

11.35

Ulcer Index

FFFHX:

2.19%

^GSPC:

2.07%

Daily Std Dev

FFFHX:

11.85%

^GSPC:

12.98%

Max Drawdown

FFFHX:

-54.88%

^GSPC:

-56.78%

Current Drawdown

FFFHX:

-2.21%

^GSPC:

-1.74%

Returns By Period

In the year-to-date period, FFFHX achieves a 2.92% return, which is significantly higher than ^GSPC's 2.22% return. Over the past 10 years, FFFHX has underperformed ^GSPC with an annualized return of 4.87%, while ^GSPC has yielded a comparatively higher 11.70% annualized return.


FFFHX

YTD

2.92%

1M

1.48%

6M

5.46%

1Y

16.02%

5Y*

4.69%

10Y*

4.87%

^GSPC

YTD

2.22%

1M

0.69%

6M

10.04%

1Y

22.93%

5Y*

12.98%

10Y*

11.70%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FFFHX vs. ^GSPC — 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 6868
Overall Rank
The Sharpe Ratio Rank of FFFHX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFHX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FFFHX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FFFHX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FFFHX is 7575
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8585
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9191
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund (FFFHX) and S&P 500 (^GSPC). 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 1.41, compared to the broader market-1.000.001.002.003.004.001.411.82
The chart of Sortino ratio for FFFHX, currently valued at 1.97, compared to the broader market0.005.0010.001.972.44
The chart of Omega ratio for FFFHX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.33
The chart of Calmar ratio for FFFHX, currently valued at 1.04, compared to the broader market0.005.0010.0015.0020.001.042.77
The chart of Martin ratio for FFFHX, currently valued at 7.63, compared to the broader market0.0020.0040.0060.0080.007.6311.35
FFFHX
^GSPC

The current FFFHX Sharpe Ratio is 1.41, which is comparable to the ^GSPC Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of FFFHX and ^GSPC, 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.41
1.82
FFFHX
^GSPC

Drawdowns

FFFHX vs. ^GSPC - Drawdown Comparison

The maximum FFFHX drawdown since its inception was -54.88%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FFFHX and ^GSPC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.21%
-1.74%
FFFHX
^GSPC

Volatility

FFFHX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2050 Fund (FFFHX) is 3.81%, while S&P 500 (^GSPC) has a volatility of 4.27%. This indicates that FFFHX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.81%
4.27%
FFFHX
^GSPC
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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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