PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFIKX vs. FFLDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFIKX and FFLDX is 0.99, 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.


-0.50.00.51.01.0

Performance

FFIKX vs. FFLDX - 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 Freedom Index 2055 Fund (FFLDX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.31%
6.34%
FFIKX
FFLDX

Key characteristics

Sharpe Ratio

FFIKX:

1.57

FFLDX:

1.59

Sortino Ratio

FFIKX:

2.15

FFLDX:

2.20

Omega Ratio

FFIKX:

1.28

FFLDX:

1.29

Calmar Ratio

FFIKX:

2.42

FFLDX:

2.51

Martin Ratio

FFIKX:

9.60

FFLDX:

9.82

Ulcer Index

FFIKX:

1.76%

FFLDX:

1.72%

Daily Std Dev

FFIKX:

10.76%

FFLDX:

10.63%

Max Drawdown

FFIKX:

-30.69%

FFLDX:

-30.72%

Current Drawdown

FFIKX:

-2.38%

FFLDX:

-2.34%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFIKX having a 16.10% return and FFLDX slightly lower at 16.09%.


FFIKX

YTD

16.10%

1M

-0.13%

6M

6.08%

1Y

16.85%

5Y*

8.72%

10Y*

N/A

FFLDX

YTD

16.09%

1M

-0.14%

6M

6.08%

1Y

16.87%

5Y*

9.21%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FFIKX vs. FFLDX - Expense Ratio Comparison

Both FFIKX and FFLDX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


FFIKX
Fidelity Freedom Index 2065 Fund Institutional Premium Class
Expense ratio chart for FFIKX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FFLDX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FFIKX vs. FFLDX - 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 Freedom Index 2055 Fund (FFLDX). 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 FFIKX, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.001.571.59
The chart of Sortino ratio for FFIKX, currently valued at 2.15, compared to the broader market-2.000.002.004.006.008.0010.002.152.20
The chart of Omega ratio for FFIKX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.29
The chart of Calmar ratio for FFIKX, currently valued at 2.42, compared to the broader market0.002.004.006.008.0010.0012.0014.002.422.51
The chart of Martin ratio for FFIKX, currently valued at 9.60, compared to the broader market0.0020.0040.0060.009.609.82
FFIKX
FFLDX

The current FFIKX Sharpe Ratio is 1.57, which is comparable to the FFLDX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FFIKX and FFLDX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.57
1.59
FFIKX
FFLDX

Dividends

FFIKX vs. FFLDX - Dividend Comparison

FFIKX's dividend yield for the trailing twelve months is around 1.65%, less than FFLDX's 1.72% yield.


TTM202320222021202020192018201720162015
FFIKX
Fidelity Freedom Index 2065 Fund Institutional Premium Class
1.65%1.91%1.94%1.52%1.23%1.82%0.00%0.00%0.00%0.00%
FFLDX
Fidelity Freedom Index 2055 Fund
1.72%1.96%1.98%1.61%1.39%1.71%2.20%1.73%2.26%2.30%

Drawdowns

FFIKX vs. FFLDX - Drawdown Comparison

The maximum FFIKX drawdown since its inception was -30.69%, roughly equal to the maximum FFLDX drawdown of -30.72%. Use the drawdown chart below to compare losses from any high point for FFIKX and FFLDX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.38%
-2.34%
FFIKX
FFLDX

Volatility

FFIKX vs. FFLDX - Volatility Comparison

Fidelity Freedom Index 2065 Fund Institutional Premium Class (FFIKX) and Fidelity Freedom Index 2055 Fund (FFLDX) have volatilities of 3.34% and 3.32%, 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.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.34%
3.32%
FFIKX
FFLDX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab