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FFSDX vs. FDKVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFSDX and FDKVX is 0.93, 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

FFSDX vs. FDKVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2065 Fund Class K (FFSDX) and Fidelity Freedom 2060 Fund (FDKVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFSDX:

0.50

FDKVX:

0.36

Sortino Ratio

FFSDX:

0.85

FDKVX:

0.65

Omega Ratio

FFSDX:

1.12

FDKVX:

1.09

Calmar Ratio

FFSDX:

0.57

FDKVX:

0.41

Martin Ratio

FFSDX:

2.43

FDKVX:

1.76

Ulcer Index

FFSDX:

3.61%

FDKVX:

3.62%

Daily Std Dev

FFSDX:

16.50%

FDKVX:

16.62%

Max Drawdown

FFSDX:

-31.03%

FDKVX:

-30.95%

Current Drawdown

FFSDX:

-3.35%

FDKVX:

-5.38%

Returns By Period

In the year-to-date period, FFSDX achieves a 2.57% return, which is significantly higher than FDKVX's 0.41% return.


FFSDX

YTD

2.57%

1M

6.35%

6M

-0.81%

1Y

8.27%

5Y*

12.75%

10Y*

N/A

FDKVX

YTD

0.41%

1M

4.13%

6M

-2.94%

1Y

5.93%

5Y*

12.15%

10Y*

8.37%

*Annualized

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FFSDX vs. FDKVX - Expense Ratio Comparison

FFSDX has a 0.65% expense ratio, which is lower than FDKVX's 0.75% expense ratio.


Risk-Adjusted Performance

FFSDX vs. FDKVX — Risk-Adjusted Performance Rank

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

FFSDX
The Risk-Adjusted Performance Rank of FFSDX is 6363
Overall Rank
The Sharpe Ratio Rank of FFSDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSDX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FFSDX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FFSDX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FFSDX is 6868
Martin Ratio Rank

FDKVX
The Risk-Adjusted Performance Rank of FDKVX is 5151
Overall Rank
The Sharpe Ratio Rank of FDKVX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FDKVX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FDKVX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FDKVX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FDKVX is 5656
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.

FFSDX vs. FDKVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund Class K (FFSDX) and Fidelity Freedom 2060 Fund (FDKVX). 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 FFSDX Sharpe Ratio is 0.50, which is higher than the FDKVX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FFSDX and FDKVX, 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

FFSDX vs. FDKVX - Dividend Comparison

FFSDX's dividend yield for the trailing twelve months is around 1.46%, more than FDKVX's 1.03% yield.


TTM20242023202220212020201920182017201620152014
FFSDX
Fidelity Freedom 2065 Fund Class K
1.46%1.50%1.39%2.06%2.17%1.06%1.22%0.00%0.00%0.00%0.00%0.00%
FDKVX
Fidelity Freedom 2060 Fund
1.03%1.03%1.25%2.10%2.23%1.03%1.49%1.53%1.08%1.28%1.96%2.68%

Drawdowns

FFSDX vs. FDKVX - Drawdown Comparison

The maximum FFSDX drawdown since its inception was -31.03%, roughly equal to the maximum FDKVX drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for FFSDX and FDKVX. For additional features, visit the drawdowns tool.


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Volatility

FFSDX vs. FDKVX - Volatility Comparison


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