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FFGZX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFGZX and BND is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FFGZX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFGZX:

1.24

BND:

0.72

Sortino Ratio

FFGZX:

1.82

BND:

1.07

Omega Ratio

FFGZX:

1.24

BND:

1.13

Calmar Ratio

FFGZX:

1.43

BND:

0.31

Martin Ratio

FFGZX:

5.90

BND:

1.86

Ulcer Index

FFGZX:

0.97%

BND:

2.10%

Daily Std Dev

FFGZX:

4.58%

BND:

5.32%

Max Drawdown

FFGZX:

-15.28%

BND:

-18.84%

Current Drawdown

FFGZX:

-0.67%

BND:

-8.23%

Returns By Period

In the year-to-date period, FFGZX achieves a 2.21% return, which is significantly higher than BND's 1.24% return.


FFGZX

YTD

2.21%

1M

2.01%

6M

1.97%

1Y

5.65%

3Y*

4.10%

5Y*

2.33%

10Y*

N/A

BND

YTD

1.24%

1M

-0.19%

6M

0.91%

1Y

3.79%

3Y*

1.26%

5Y*

-1.19%

10Y*

1.39%

*Annualized

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FFGZX vs. BND - Expense Ratio Comparison

FFGZX has a 0.08% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FFGZX vs. BND — Risk-Adjusted Performance Rank

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

FFGZX
The Risk-Adjusted Performance Rank of FFGZX is 8888
Overall Rank
The Sharpe Ratio Rank of FFGZX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FFGZX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FFGZX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FFGZX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FFGZX is 8989
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 5555
Overall Rank
The Sharpe Ratio Rank of BND is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BND is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BND is 3838
Calmar Ratio Rank
The Martin Ratio Rank of BND is 5252
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.

FFGZX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) and Vanguard Total Bond Market ETF (BND). 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 FFGZX Sharpe Ratio is 1.24, which is higher than the BND Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FFGZX and BND, 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

FFGZX vs. BND - Dividend Comparison

FFGZX's dividend yield for the trailing twelve months is around 3.18%, less than BND's 3.79% yield.


TTM20242023202220212020201920182017201620152014
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.18%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.69%1.17%0.00%
BND
Vanguard Total Bond Market ETF
3.79%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

FFGZX vs. BND - Drawdown Comparison

The maximum FFGZX drawdown since its inception was -15.28%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FFGZX and BND. For additional features, visit the drawdowns tool.


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Volatility

FFGZX vs. BND - Volatility Comparison

The current volatility for Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) is 1.18%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.55%. This indicates that FFGZX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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