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

Correlation

The correlation between FFSDX and FOKFX is 0.84, 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

FFSDX vs. FOKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2065 Fund Class K (FFSDX) and Fidelity OTC K6 Portfolio (FOKFX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.13%
5.86%
FFSDX
FOKFX

Key characteristics

Sharpe Ratio

FFSDX:

1.40

FOKFX:

1.77

Sortino Ratio

FFSDX:

1.96

FOKFX:

2.34

Omega Ratio

FFSDX:

1.25

FOKFX:

1.32

Calmar Ratio

FFSDX:

1.11

FOKFX:

2.29

Martin Ratio

FFSDX:

8.41

FOKFX:

6.78

Ulcer Index

FFSDX:

1.93%

FOKFX:

4.92%

Daily Std Dev

FFSDX:

11.54%

FOKFX:

18.84%

Max Drawdown

FFSDX:

-33.16%

FOKFX:

-37.76%

Current Drawdown

FFSDX:

-2.90%

FOKFX:

-1.18%

Returns By Period

In the year-to-date period, FFSDX achieves a 15.38% return, which is significantly lower than FOKFX's 33.17% return.


FFSDX

YTD

15.38%

1M

-0.58%

6M

4.89%

1Y

16.20%

5Y*

6.30%

10Y*

N/A

FOKFX

YTD

33.17%

1M

5.40%

6M

6.28%

1Y

33.37%

5Y*

18.07%

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.


FFSDX vs. FOKFX - Expense Ratio Comparison

FFSDX has a 0.65% expense ratio, which is higher than FOKFX's 0.50% expense ratio.


FFSDX
Fidelity Freedom 2065 Fund Class K
Expense ratio chart for FFSDX: 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 FOKFX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

FFSDX vs. FOKFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund Class K (FFSDX) and Fidelity OTC K6 Portfolio (FOKFX). 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 FFSDX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.001.401.77
The chart of Sortino ratio for FFSDX, currently valued at 1.96, compared to the broader market-2.000.002.004.006.008.0010.001.962.34
The chart of Omega ratio for FFSDX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.32
The chart of Calmar ratio for FFSDX, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.0012.0014.001.112.29
The chart of Martin ratio for FFSDX, currently valued at 8.41, compared to the broader market0.0020.0040.0060.008.416.78
FFSDX
FOKFX

The current FFSDX Sharpe Ratio is 1.40, which is comparable to the FOKFX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of FFSDX and FOKFX, 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
1.40
1.77
FFSDX
FOKFX

Dividends

FFSDX vs. FOKFX - Dividend Comparison

FFSDX's dividend yield for the trailing twelve months is around 1.21%, more than FOKFX's 0.15% yield.


TTM20232022202120202019
FFSDX
Fidelity Freedom 2065 Fund Class K
1.21%1.39%2.06%2.17%1.06%1.22%
FOKFX
Fidelity OTC K6 Portfolio
0.15%0.24%0.08%0.00%0.07%0.11%

Drawdowns

FFSDX vs. FOKFX - Drawdown Comparison

The maximum FFSDX drawdown since its inception was -33.16%, smaller than the maximum FOKFX drawdown of -37.76%. Use the drawdown chart below to compare losses from any high point for FFSDX and FOKFX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.90%
-1.18%
FFSDX
FOKFX

Volatility

FFSDX vs. FOKFX - Volatility Comparison

The current volatility for Fidelity Freedom 2065 Fund Class K (FFSDX) is 3.41%, while Fidelity OTC K6 Portfolio (FOKFX) has a volatility of 5.53%. This indicates that FFSDX experiences smaller price fluctuations and is considered to be less risky than FOKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.41%
5.53%
FFSDX
FOKFX
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