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FFIKX vs. FDRR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFIKX and FDRR is 0.94, 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

FFIKX vs. FDRR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2065 Fund Institutional Premium Class (FFIKX) and Fidelity Dividend ETF for Rising Rates (FDRR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFIKX:

0.60

FDRR:

0.54

Sortino Ratio

FFIKX:

0.98

FDRR:

0.94

Omega Ratio

FFIKX:

1.14

FDRR:

1.14

Calmar Ratio

FFIKX:

0.66

FDRR:

0.58

Martin Ratio

FFIKX:

2.93

FDRR:

2.35

Ulcer Index

FFIKX:

3.33%

FDRR:

4.47%

Daily Std Dev

FFIKX:

15.61%

FDRR:

18.07%

Max Drawdown

FFIKX:

-30.69%

FDRR:

-36.52%

Current Drawdown

FFIKX:

-3.24%

FDRR:

-7.80%

Returns By Period

In the year-to-date period, FFIKX achieves a 1.98% return, which is significantly higher than FDRR's -3.14% return.


FFIKX

YTD

1.98%

1M

5.73%

6M

-0.65%

1Y

9.30%

5Y*

11.48%

10Y*

N/A

FDRR

YTD

-3.14%

1M

3.12%

6M

-5.63%

1Y

9.61%

5Y*

14.01%

10Y*

N/A

*Annualized

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FFIKX vs. FDRR - Expense Ratio Comparison

FFIKX has a 0.08% expense ratio, which is lower than FDRR's 0.29% expense ratio.


Risk-Adjusted Performance

FFIKX vs. FDRR — Risk-Adjusted Performance Rank

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

FFIKX
The Risk-Adjusted Performance Rank of FFIKX is 7070
Overall Rank
The Sharpe Ratio Rank of FFIKX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIKX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FFIKX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FFIKX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FFIKX is 7575
Martin Ratio Rank

FDRR
The Risk-Adjusted Performance Rank of FDRR is 6565
Overall Rank
The Sharpe Ratio Rank of FDRR is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FDRR is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FDRR is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FDRR is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FDRR is 6767
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.

FFIKX vs. FDRR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2065 Fund Institutional Premium Class (FFIKX) and Fidelity Dividend ETF for Rising Rates (FDRR). 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 FFIKX Sharpe Ratio is 0.60, which is comparable to the FDRR Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FFIKX and FDRR, 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

FFIKX vs. FDRR - Dividend Comparison

FFIKX's dividend yield for the trailing twelve months is around 1.89%, less than FDRR's 2.72% yield.


TTM202420232022202120202019201820172016
FFIKX
Fidelity Freedom Index 2065 Fund Institutional Premium Class
1.89%1.92%1.91%1.94%1.52%1.23%1.82%0.00%0.00%0.00%
FDRR
Fidelity Dividend ETF for Rising Rates
2.72%2.61%2.93%2.75%2.09%2.85%2.89%3.20%2.89%0.61%

Drawdowns

FFIKX vs. FDRR - Drawdown Comparison

The maximum FFIKX drawdown since its inception was -30.69%, smaller than the maximum FDRR drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for FFIKX and FDRR. For additional features, visit the drawdowns tool.


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Volatility

FFIKX vs. FDRR - Volatility Comparison


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