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

Correlation

The correlation between FFSFX and FFIJX is 0.98, 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.


-0.50.00.51.01.0

Performance

FFSFX vs. FFIJX - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
45.95%
62.69%
FFSFX
FFIJX

Key characteristics

Sharpe Ratio

FFSFX:

1.41

FFIJX:

1.56

Sortino Ratio

FFSFX:

1.96

FFIJX:

2.15

Omega Ratio

FFSFX:

1.25

FFIJX:

1.28

Calmar Ratio

FFSFX:

1.10

FFIJX:

2.42

Martin Ratio

FFSFX:

8.51

FFIJX:

9.68

Ulcer Index

FFSFX:

1.90%

FFIJX:

1.74%

Daily Std Dev

FFSFX:

11.51%

FFIJX:

10.76%

Max Drawdown

FFSFX:

-33.17%

FFIJX:

-30.68%

Current Drawdown

FFSFX:

-4.04%

FFIJX:

-3.48%

Returns By Period

The year-to-date returns for both investments are quite close, with FFSFX having a 13.96% return and FFIJX slightly higher at 14.62%.


FFSFX

YTD

13.96%

1M

-0.88%

6M

3.99%

1Y

14.90%

5Y*

6.10%

10Y*

N/A

FFIJX

YTD

14.62%

1M

-0.53%

6M

5.19%

1Y

15.59%

5Y*

8.51%

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.


FFSFX vs. FFIJX - Expense Ratio Comparison

FFSFX has a 0.75% expense ratio, which is higher than FFIJX's 0.12% expense ratio.


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 FFIJX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

FFSFX vs. FFIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund (FFSFX) and Fidelity Freedom Index 2065 Fund Investor Class (FFIJX). 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 FFSFX, currently valued at 1.41, compared to the broader market-1.000.001.002.003.004.001.411.56
The chart of Sortino ratio for FFSFX, currently valued at 1.96, compared to the broader market-2.000.002.004.006.008.0010.001.962.15
The chart of Omega ratio for FFSFX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.28
The chart of Calmar ratio for FFSFX, currently valued at 1.10, compared to the broader market0.002.004.006.008.0010.0012.0014.001.102.42
The chart of Martin ratio for FFSFX, currently valued at 8.51, compared to the broader market0.0020.0040.0060.008.519.68
FFSFX
FFIJX

The current FFSFX Sharpe Ratio is 1.41, which is comparable to the FFIJX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FFSFX and FFIJX, 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
1.41
1.56
FFSFX
FFIJX

Dividends

FFSFX vs. FFIJX - Dividend Comparison

FFSFX's dividend yield for the trailing twelve months is around 1.10%, less than FFIJX's 1.63% yield.


TTM20232022202120202019
FFSFX
Fidelity Freedom 2065 Fund
1.10%1.25%2.03%2.12%1.02%1.15%
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.63%1.87%1.89%1.46%1.20%1.81%

Drawdowns

FFSFX vs. FFIJX - Drawdown Comparison

The maximum FFSFX drawdown since its inception was -33.17%, which is greater than FFIJX's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for FFSFX and FFIJX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.04%
-3.48%
FFSFX
FFIJX

Volatility

FFSFX vs. FFIJX - Volatility Comparison

Fidelity Freedom 2065 Fund (FFSFX) and Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) have volatilities of 3.37% and 3.26%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.37%
3.26%
FFSFX
FFIJX
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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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