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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:

0.74

FDKVX:

0.73

Sortino Ratio

FFSDX:

1.01

FDKVX:

1.00

Omega Ratio

FFSDX:

1.14

FDKVX:

1.14

Calmar Ratio

FFSDX:

0.70

FDKVX:

0.69

Martin Ratio

FFSDX:

2.97

FDKVX:

2.94

Ulcer Index

FFSDX:

3.61%

FDKVX:

3.61%

Daily Std Dev

FFSDX:

16.64%

FDKVX:

16.61%

Max Drawdown

FFSDX:

-31.03%

FDKVX:

-30.95%

Current Drawdown

FFSDX:

-0.43%

FDKVX:

-0.39%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFSDX having a 6.46% return and FDKVX slightly lower at 6.41%.


FFSDX

YTD

6.46%

1M

3.56%

6M

3.09%

1Y

11.49%

3Y*

11.20%

5Y*

12.63%

10Y*

N/A

FDKVX

YTD

6.41%

1M

3.49%

6M

2.99%

1Y

11.39%

3Y*

11.08%

5Y*

12.51%

10Y*

8.92%

*Annualized

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Fidelity Freedom 2060 Fund

FFSDX vs. FDKVX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 5757
Overall Rank
The Sharpe Ratio Rank of FFSDX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSDX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FFSDX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FFSDX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FFSDX is 6464
Martin Ratio Rank

FDKVX
The Risk-Adjusted Performance Rank of FDKVX is 5656
Overall Rank
The Sharpe Ratio Rank of FDKVX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FDKVX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDKVX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDKVX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FDKVX is 6464
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 0.74, which is comparable to the FDKVX Sharpe Ratio of 0.73. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FFSDX vs. FDKVX - Dividend Comparison

FFSDX's dividend yield for the trailing twelve months is around 4.17%, more than FDKVX's 3.58% yield.


TTM20242023202220212020201920182017201620152014
FFSDX
Fidelity Freedom 2065 Fund Class K
4.17%2.75%2.15%8.83%7.86%2.31%1.47%0.00%0.00%0.00%0.00%0.00%
FDKVX
Fidelity Freedom 2060 Fund
3.58%1.86%1.98%10.62%10.17%3.81%5.90%5.83%3.23%2.90%3.00%1.67%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FFSDX vs. FDKVX - Volatility Comparison

Fidelity Freedom 2065 Fund Class K (FFSDX) and Fidelity Freedom 2060 Fund (FDKVX) have volatilities of 3.43% and 3.42%, 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.


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