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FFIZX vs. FIIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFIZX and FIIIX is 0.90, 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.


-0.50.00.51.00.9

Performance

FFIZX vs. FIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) and Fidelity Advisor International Growth Fund Class I (FIIIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.28%
-1.95%
FFIZX
FIIIX

Key characteristics

Sharpe Ratio

FFIZX:

1.50

FIIIX:

0.46

Sortino Ratio

FFIZX:

2.08

FIIIX:

0.72

Omega Ratio

FFIZX:

1.27

FIIIX:

1.08

Calmar Ratio

FFIZX:

2.42

FIIIX:

0.55

Martin Ratio

FFIZX:

9.27

FIIIX:

1.91

Ulcer Index

FFIZX:

1.65%

FIIIX:

3.27%

Daily Std Dev

FFIZX:

10.16%

FIIIX:

13.70%

Max Drawdown

FFIZX:

-30.69%

FIIIX:

-55.48%

Current Drawdown

FFIZX:

-2.99%

FIIIX:

-7.03%

Returns By Period

In the year-to-date period, FFIZX achieves a 14.31% return, which is significantly higher than FIIIX's 5.18% return.


FFIZX

YTD

14.31%

1M

-0.82%

6M

5.28%

1Y

15.10%

5Y*

8.64%

10Y*

N/A

FIIIX

YTD

5.18%

1M

-1.95%

6M

-1.95%

1Y

6.13%

5Y*

5.74%

10Y*

7.32%

Compare stocks, funds, or ETFs

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


FFIZX vs. FIIIX - Expense Ratio Comparison

FFIZX has a 0.08% expense ratio, which is lower than FIIIX's 1.00% expense ratio.


FIIIX
Fidelity Advisor International Growth Fund Class I
Expense ratio chart for FIIIX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FFIZX: 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

FFIZX vs. FIIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) and Fidelity Advisor International Growth Fund Class I (FIIIX). 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 FFIZX, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.500.46
The chart of Sortino ratio for FFIZX, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.002.080.72
The chart of Omega ratio for FFIZX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.08
The chart of Calmar ratio for FFIZX, currently valued at 2.42, compared to the broader market0.002.004.006.008.0010.0012.002.420.55
The chart of Martin ratio for FFIZX, currently valued at 9.27, compared to the broader market0.0020.0040.0060.009.271.91
FFIZX
FIIIX

The current FFIZX Sharpe Ratio is 1.50, which is higher than the FIIIX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FFIZX and FIIIX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.50
0.46
FFIZX
FIIIX

Dividends

FFIZX vs. FIIIX - Dividend Comparison

FFIZX's dividend yield for the trailing twelve months is around 1.82%, while FIIIX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FFIZX
Fidelity Freedom Index 2040 Fund Institutional Premium Class
1.82%2.00%2.01%1.62%1.43%1.87%2.25%1.77%1.99%2.04%0.00%0.00%
FIIIX
Fidelity Advisor International Growth Fund Class I
0.00%0.47%0.20%0.42%0.12%1.00%0.91%0.65%1.28%1.47%0.89%1.10%

Drawdowns

FFIZX vs. FIIIX - Drawdown Comparison

The maximum FFIZX drawdown since its inception was -30.69%, smaller than the maximum FIIIX drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for FFIZX and FIIIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.99%
-7.03%
FFIZX
FIIIX

Volatility

FFIZX vs. FIIIX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) is 3.08%, while Fidelity Advisor International Growth Fund Class I (FIIIX) has a volatility of 3.75%. This indicates that FFIZX experiences smaller price fluctuations and is considered to be less risky than FIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.08%
3.75%
FFIZX
FIIIX
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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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