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FFIJX vs. FXNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFIJX and FXNAX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

FFIJX vs. FXNAX - 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 U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
62.69%
-0.60%
FFIJX
FXNAX

Key characteristics

Sharpe Ratio

FFIJX:

1.56

FXNAX:

0.22

Sortino Ratio

FFIJX:

2.15

FXNAX:

0.35

Omega Ratio

FFIJX:

1.28

FXNAX:

1.04

Calmar Ratio

FFIJX:

2.42

FXNAX:

0.08

Martin Ratio

FFIJX:

9.68

FXNAX:

0.62

Ulcer Index

FFIJX:

1.74%

FXNAX:

1.97%

Daily Std Dev

FFIJX:

10.76%

FXNAX:

5.43%

Max Drawdown

FFIJX:

-30.68%

FXNAX:

-19.64%

Current Drawdown

FFIJX:

-3.48%

FXNAX:

-10.27%

Returns By Period

In the year-to-date period, FFIJX achieves a 14.62% return, which is significantly higher than FXNAX's 1.41% return.


FFIJX

YTD

14.62%

1M

-0.53%

6M

5.19%

1Y

15.59%

5Y*

8.51%

10Y*

N/A

FXNAX

YTD

1.41%

1M

-0.21%

6M

1.31%

1Y

1.61%

5Y*

-0.55%

10Y*

1.24%

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. FXNAX - Expense Ratio Comparison

FFIJX has a 0.12% expense ratio, which is higher than FXNAX'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%.


FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
Expense ratio chart for FFIJX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for FXNAX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FFIJX vs. FXNAX - 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 U.S. Bond Index Fund (FXNAX). 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 FFIJX, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.001.340.22
The chart of Sortino ratio for FFIJX, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.0010.001.860.35
The chart of Omega ratio for FFIJX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.04
The chart of Calmar ratio for FFIJX, currently valued at 2.06, compared to the broader market0.002.004.006.008.0010.0012.0014.002.060.08
The chart of Martin ratio for FFIJX, currently valued at 8.31, compared to the broader market0.0020.0040.0060.008.310.62
FFIJX
FXNAX

The current FFIJX Sharpe Ratio is 1.56, which is higher than the FXNAX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of FFIJX and FXNAX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.34
0.22
FFIJX
FXNAX

Dividends

FFIJX vs. FXNAX - Dividend Comparison

FFIJX's dividend yield for the trailing twelve months is around 1.63%, less than FXNAX's 3.36% yield.


TTM20232022202120202019201820172016201520142013
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.63%1.87%1.89%1.46%1.20%1.81%0.00%0.00%0.00%0.00%0.00%0.00%
FXNAX
Fidelity U.S. Bond Index Fund
3.36%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%2.39%

Drawdowns

FFIJX vs. FXNAX - Drawdown Comparison

The maximum FFIJX drawdown since its inception was -30.68%, which is greater than FXNAX's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for FFIJX and FXNAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.48%
-10.27%
FFIJX
FXNAX

Volatility

FFIJX vs. FXNAX - Volatility Comparison

Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) has a higher volatility of 3.22% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.54%. This indicates that FFIJX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.22%
1.54%
FFIJX
FXNAX
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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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