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

Correlation

The correlation between FFSDX and FXAIX is 0.92, 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.


-0.50.00.51.00.9

Performance

FFSDX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2065 Fund Class K (FFSDX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.51%
10.00%
FFSDX
FXAIX

Key characteristics

Sharpe Ratio

FFSDX:

1.36

FXAIX:

2.17

Sortino Ratio

FFSDX:

1.90

FXAIX:

2.89

Omega Ratio

FFSDX:

1.24

FXAIX:

1.41

Calmar Ratio

FFSDX:

1.07

FXAIX:

3.21

Martin Ratio

FFSDX:

8.15

FXAIX:

14.15

Ulcer Index

FFSDX:

1.92%

FXAIX:

1.92%

Daily Std Dev

FFSDX:

11.55%

FXAIX:

12.50%

Max Drawdown

FFSDX:

-33.16%

FXAIX:

-33.79%

Current Drawdown

FFSDX:

-3.47%

FXAIX:

-2.20%

Returns By Period

In the year-to-date period, FFSDX achieves a 14.71% return, which is significantly lower than FXAIX's 26.49% return.


FFSDX

YTD

14.71%

1M

-1.16%

6M

4.52%

1Y

15.52%

5Y*

6.27%

10Y*

N/A

FXAIX

YTD

26.49%

1M

-0.16%

6M

9.99%

1Y

26.93%

5Y*

14.89%

10Y*

12.91%

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. FXAIX - Expense Ratio Comparison

FFSDX has a 0.65% expense ratio, which is higher than FXAIX's 0.02% 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 FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

FFSDX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund Class K (FFSDX) and Fidelity 500 Index Fund (FXAIX). 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 1.36, compared to the broader market-1.000.001.002.003.004.001.362.17
The chart of Sortino ratio for FFSDX, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.902.89
The chart of Omega ratio for FFSDX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.41
The chart of Calmar ratio for FFSDX, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.0014.001.073.21
The chart of Martin ratio for FFSDX, currently valued at 8.15, compared to the broader market0.0020.0040.0060.008.1514.15
FFSDX
FXAIX

The current FFSDX Sharpe Ratio is 1.36, which is lower than the FXAIX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of FFSDX and FXAIX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.36
2.17
FFSDX
FXAIX

Dividends

FFSDX vs. FXAIX - Dividend Comparison

FFSDX's dividend yield for the trailing twelve months is around 1.22%, more than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
FFSDX
Fidelity Freedom 2065 Fund Class K
1.22%1.39%2.06%2.17%1.06%1.22%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

FFSDX vs. FXAIX - Drawdown Comparison

The maximum FFSDX drawdown since its inception was -33.16%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FFSDX and FXAIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.47%
-2.20%
FFSDX
FXAIX

Volatility

FFSDX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Freedom 2065 Fund Class K (FFSDX) is 3.38%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.74%. This indicates that FFSDX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.38%
3.74%
FFSDX
FXAIX
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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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