PortfoliosLab logo
FFIJX vs. FFSFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFIJX 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

FFIJX vs. FFSFX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FFIJX:

0.73

FFSFX:

0.65

Sortino Ratio

FFIJX:

1.19

FFSFX:

1.09

Omega Ratio

FFIJX:

1.17

FFSFX:

1.15

Calmar Ratio

FFIJX:

0.84

FFSFX:

0.76

Martin Ratio

FFIJX:

3.69

FFSFX:

3.23

Ulcer Index

FFIJX:

3.33%

FFSFX:

3.61%

Daily Std Dev

FFIJX:

15.69%

FFSFX:

16.60%

Max Drawdown

FFIJX:

-30.68%

FFSFX:

-31.03%

Current Drawdown

FFIJX:

0.00%

FFSFX:

0.00%

Returns By Period

In the year-to-date period, FFIJX achieves a 5.65% return, which is significantly lower than FFSFX's 6.44% return.


FFIJX

YTD

5.65%

1M

10.48%

6M

5.38%

1Y

11.33%

5Y*

12.87%

10Y*

N/A

FFSFX

YTD

6.44%

1M

11.23%

6M

5.74%

1Y

10.71%

5Y*

13.99%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FFIJX vs. FFSFX - Expense Ratio Comparison

FFIJX has a 0.12% expense ratio, which is lower than FFSFX's 0.75% expense ratio.


Risk-Adjusted Performance

FFIJX vs. FFSFX — Risk-Adjusted Performance Rank

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

FFIJX
The Risk-Adjusted Performance Rank of FFIJX is 7474
Overall Rank
The Sharpe Ratio Rank of FFIJX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIJX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FFIJX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FFIJX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FFIJX is 7878
Martin Ratio Rank

FFSFX
The Risk-Adjusted Performance Rank of FFSFX is 6969
Overall Rank
The Sharpe Ratio Rank of FFSFX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSFX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FFSFX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FFSFX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FFSFX is 7474
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.

FFIJX vs. FFSFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) 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 FFIJX Sharpe Ratio is 0.73, which is comparable to the FFSFX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FFIJX 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.


Loading data...

Dividends

FFIJX vs. FFSFX - Dividend Comparison

FFIJX's dividend yield for the trailing twelve months is around 1.82%, less than FFSFX's 3.73% yield.


TTM202420232022202120202019
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.82%1.88%1.87%1.89%1.46%1.20%1.81%
FFSFX
Fidelity Freedom 2065 Fund
3.73%2.29%2.01%8.77%7.81%2.25%1.40%

Drawdowns

FFIJX vs. FFSFX - Drawdown Comparison

The maximum FFIJX drawdown since its inception was -30.68%, roughly equal to the maximum FFSFX drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for FFIJX and FFSFX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FFIJX vs. FFSFX - Volatility Comparison

Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) and Fidelity Freedom 2065 Fund (FFSFX) have volatilities of 3.75% and 3.73%, 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.


Loading data...