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FFSFX vs. FFFHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FFSFXFFFHX
YTD Return13.59%13.67%
1Y Return22.17%22.18%
3Y Return (Ann)4.54%4.55%
5Y Return (Ann)10.78%10.84%
Sharpe Ratio1.881.89
Daily Std Dev11.87%11.86%
Max Drawdown-31.03%-55.81%
Current Drawdown-0.96%-1.00%

Correlation

-0.50.00.51.01.0

The correlation between FFSFX and FFFHX is 0.99, 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

FFSFX vs. FFFHX - Performance Comparison

The year-to-date returns for both investments are quite close, with FFSFX having a 13.59% return and FFFHX slightly higher at 13.67%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.85%
6.86%
FFSFX
FFFHX

Compare stocks, funds, or ETFs

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


FFSFX vs. FFFHX - Expense Ratio Comparison

Both FFSFX and FFFHX have an expense ratio of 0.75%.


FFSFX
Fidelity Freedom 2065 Fund
Expense ratio chart for FFSFX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FFFHX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

FFSFX vs. FFFHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund (FFSFX) and Fidelity Freedom 2050 Fund (FFFHX). 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.


FFSFX
Sharpe ratio
The chart of Sharpe ratio for FFSFX, currently valued at 1.88, compared to the broader market-1.000.001.002.003.004.005.001.88
Sortino ratio
The chart of Sortino ratio for FFSFX, currently valued at 2.62, compared to the broader market0.005.0010.002.62
Omega ratio
The chart of Omega ratio for FFSFX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for FFSFX, currently valued at 1.32, compared to the broader market0.005.0010.0015.0020.001.32
Martin ratio
The chart of Martin ratio for FFSFX, currently valued at 8.87, compared to the broader market0.0020.0040.0060.0080.00100.008.87
FFFHX
Sharpe ratio
The chart of Sharpe ratio for FFFHX, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for FFFHX, currently valued at 2.63, compared to the broader market0.005.0010.002.63
Omega ratio
The chart of Omega ratio for FFFHX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for FFFHX, currently valued at 1.33, compared to the broader market0.005.0010.0015.0020.001.33
Martin ratio
The chart of Martin ratio for FFFHX, currently valued at 8.91, compared to the broader market0.0020.0040.0060.0080.00100.008.91

FFSFX vs. FFFHX - Sharpe Ratio Comparison

The current FFSFX Sharpe Ratio is 1.88, which roughly equals the FFFHX Sharpe Ratio of 1.89. The chart below compares the 12-month rolling Sharpe Ratio of FFSFX and FFFHX.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
1.88
1.89
FFSFX
FFFHX

Dividends

FFSFX vs. FFFHX - Dividend Comparison

FFSFX's dividend yield for the trailing twelve months is around 1.71%, more than FFFHX's 1.31% yield.


TTM20232022202120202019201820172016201520142013
FFSFX
Fidelity Freedom 2065 Fund
1.71%2.01%8.77%7.81%2.25%1.40%0.00%0.00%0.00%0.00%0.00%0.00%
FFFHX
Fidelity Freedom 2050 Fund
1.31%1.78%11.83%11.76%4.93%6.48%7.69%3.98%4.12%4.26%11.75%7.62%

Drawdowns

FFSFX vs. FFFHX - Drawdown Comparison

The maximum FFSFX drawdown since its inception was -31.03%, smaller than the maximum FFFHX drawdown of -55.81%. Use the drawdown chart below to compare losses from any high point for FFSFX and FFFHX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.96%
-1.00%
FFSFX
FFFHX

Volatility

FFSFX vs. FFFHX - Volatility Comparison

Fidelity Freedom 2065 Fund (FFSFX) and Fidelity Freedom 2050 Fund (FFFHX) have volatilities of 4.14% and 4.12%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.14%
4.12%
FFSFX
FFFHX