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FFOPX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFOPX and FAGIX is 0.81, 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.


-0.50.00.51.00.8

Performance

FFOPX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX) and Fidelity Capital & Income Fund (FAGIX). 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
5.61%
4.75%
FFOPX
FAGIX

Key characteristics

Sharpe Ratio

FFOPX:

1.51

FAGIX:

2.21

Sortino Ratio

FFOPX:

2.08

FAGIX:

3.20

Omega Ratio

FFOPX:

1.28

FAGIX:

1.45

Calmar Ratio

FFOPX:

2.35

FAGIX:

1.45

Martin Ratio

FFOPX:

9.32

FAGIX:

14.42

Ulcer Index

FFOPX:

1.74%

FAGIX:

0.76%

Daily Std Dev

FFOPX:

10.74%

FAGIX:

4.89%

Max Drawdown

FFOPX:

-30.71%

FAGIX:

-37.80%

Current Drawdown

FFOPX:

-3.05%

FAGIX:

-2.21%

Returns By Period

In the year-to-date period, FFOPX achieves a 15.28% return, which is significantly higher than FAGIX's 10.90% return.


FFOPX

YTD

15.28%

1M

-0.85%

6M

5.61%

1Y

16.07%

5Y*

8.91%

10Y*

N/A

FAGIX

YTD

10.90%

1M

-1.09%

6M

4.75%

1Y

11.13%

5Y*

4.42%

10Y*

5.09%

Compare stocks, funds, or ETFs

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


FFOPX vs. FAGIX - Expense Ratio Comparison

FFOPX has a 0.08% expense ratio, which is lower than FAGIX's 0.67% expense ratio.


FAGIX
Fidelity Capital & Income Fund
Expense ratio chart for FAGIX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for FFOPX: 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

FFOPX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX) and Fidelity Capital & Income Fund (FAGIX). 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 FFOPX, currently valued at 1.43, compared to the broader market-1.000.001.002.003.004.001.432.21
The chart of Sortino ratio for FFOPX, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.001.983.20
The chart of Omega ratio for FFOPX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.45
The chart of Calmar ratio for FFOPX, currently valued at 2.22, compared to the broader market0.002.004.006.008.0010.0012.0014.002.221.45
The chart of Martin ratio for FFOPX, currently valued at 8.83, compared to the broader market0.0020.0040.0060.008.8314.42
FFOPX
FAGIX

The current FFOPX Sharpe Ratio is 1.51, which is lower than the FAGIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FFOPX and FAGIX, 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 Ratio1.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.43
2.21
FFOPX
FAGIX

Dividends

FFOPX vs. FAGIX - Dividend Comparison

FFOPX's dividend yield for the trailing twelve months is around 1.74%, less than FAGIX's 4.77% yield.


TTM20232022202120202019201820172016201520142013
FFOPX
Fidelity Freedom Index 2050 Fund Institutional Premium Class
1.74%1.98%2.01%1.62%1.41%1.81%2.24%1.76%2.09%2.01%0.00%0.00%
FAGIX
Fidelity Capital & Income Fund
4.77%5.29%4.85%3.41%3.78%4.25%5.27%4.01%4.12%5.00%8.04%5.47%

Drawdowns

FFOPX vs. FAGIX - Drawdown Comparison

The maximum FFOPX drawdown since its inception was -30.71%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FFOPX and FAGIX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.05%
-2.21%
FFOPX
FAGIX

Volatility

FFOPX vs. FAGIX - Volatility Comparison

Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX) has a higher volatility of 3.22% compared to Fidelity Capital & Income Fund (FAGIX) at 1.73%. This indicates that FFOPX's price experiences larger fluctuations and is considered to be riskier than FAGIX 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%
1.73%
FFOPX
FAGIX
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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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