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

Correlation

The correlation between FFLDX and FNSDX is 0.97, 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

FFLDX vs. FNSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2055 Fund (FFLDX) and Fidelity Freedom 2055 Fund Class K (FNSDX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
93.39%
38.03%
FFLDX
FNSDX

Key characteristics

Sharpe Ratio

FFLDX:

1.58

FNSDX:

1.46

Sortino Ratio

FFLDX:

2.20

FNSDX:

2.03

Omega Ratio

FFLDX:

1.29

FNSDX:

1.26

Calmar Ratio

FFLDX:

2.51

FNSDX:

0.96

Martin Ratio

FFLDX:

9.89

FNSDX:

8.83

Ulcer Index

FFLDX:

1.70%

FNSDX:

1.90%

Daily Std Dev

FFLDX:

10.64%

FNSDX:

11.48%

Max Drawdown

FFLDX:

-30.72%

FNSDX:

-35.11%

Current Drawdown

FFLDX:

-3.53%

FNSDX:

-4.03%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFLDX having a 14.68% return and FNSDX slightly lower at 14.57%.


FFLDX

YTD

14.68%

1M

-0.55%

6M

5.14%

1Y

15.62%

5Y*

9.04%

10Y*

N/A

FNSDX

YTD

14.57%

1M

-0.92%

6M

4.05%

1Y

15.44%

5Y*

4.52%

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.


FFLDX vs. FNSDX - Expense Ratio Comparison

FFLDX has a 0.08% expense ratio, which is lower than FNSDX's 0.65% expense ratio.


FNSDX
Fidelity Freedom 2055 Fund Class K
Expense ratio chart for FNSDX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
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

FFLDX vs. FNSDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2055 Fund (FFLDX) and Fidelity Freedom 2055 Fund Class K (FNSDX). 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 FFLDX, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.581.46
The chart of Sortino ratio for FFLDX, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.0010.002.202.03
The chart of Omega ratio for FFLDX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.26
The chart of Calmar ratio for FFLDX, currently valued at 2.51, compared to the broader market0.002.004.006.008.0010.0012.0014.002.510.96
The chart of Martin ratio for FFLDX, currently valued at 9.89, compared to the broader market0.0020.0040.0060.009.898.83
FFLDX
FNSDX

The current FFLDX Sharpe Ratio is 1.58, which is comparable to the FNSDX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FFLDX and FNSDX, 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
1.58
1.46
FFLDX
FNSDX

Dividends

FFLDX vs. FNSDX - Dividend Comparison

FFLDX's dividend yield for the trailing twelve months is around 1.74%, more than FNSDX's 1.23% yield.


TTM202320222021202020192018201720162015
FFLDX
Fidelity Freedom Index 2055 Fund
1.74%1.96%1.98%1.61%1.39%1.71%2.20%1.73%2.26%2.30%
FNSDX
Fidelity Freedom 2055 Fund Class K
1.23%1.41%2.16%2.31%1.07%1.54%1.69%1.25%0.00%0.00%

Drawdowns

FFLDX vs. FNSDX - Drawdown Comparison

The maximum FFLDX drawdown since its inception was -30.72%, smaller than the maximum FNSDX drawdown of -35.11%. Use the drawdown chart below to compare losses from any high point for FFLDX and FNSDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.53%
-4.03%
FFLDX
FNSDX

Volatility

FFLDX vs. FNSDX - Volatility Comparison

Fidelity Freedom Index 2055 Fund (FFLDX) and Fidelity Freedom 2055 Fund Class K (FNSDX) have volatilities of 3.25% and 3.33%, 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
3.33%
FFLDX
FNSDX
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