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

Correlation

The correlation between FFSZX 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.


Performance

FFSZX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2065 Fund Class K6 (FFSZX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFSZX:

0.40

FXAIX:

0.70

Sortino Ratio

FFSZX:

0.68

FXAIX:

1.12

Omega Ratio

FFSZX:

1.09

FXAIX:

1.16

Calmar Ratio

FFSZX:

0.44

FXAIX:

0.76

Martin Ratio

FFSZX:

1.85

FXAIX:

2.91

Ulcer Index

FFSZX:

3.67%

FXAIX:

4.81%

Daily Std Dev

FFSZX:

16.81%

FXAIX:

19.63%

Max Drawdown

FFSZX:

-33.08%

FXAIX:

-33.79%

Current Drawdown

FFSZX:

-2.56%

FXAIX:

-2.70%

Returns By Period

In the year-to-date period, FFSZX achieves a 3.40% return, which is significantly higher than FXAIX's 1.81% return.


FFSZX

YTD

3.40%

1M

8.99%

6M

1.27%

1Y

6.70%

3Y*

10.76%

5Y*

9.60%

10Y*

N/A

FXAIX

YTD

1.81%

1M

15.30%

6M

1.36%

1Y

13.45%

3Y*

16.92%

5Y*

16.86%

10Y*

12.65%

*Annualized

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Fidelity 500 Index Fund

FFSZX vs. FXAIX - Expense Ratio Comparison

FFSZX has a 0.50% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Risk-Adjusted Performance

FFSZX vs. FXAIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFSZX
The Risk-Adjusted Performance Rank of FFSZX is 5050
Overall Rank
The Sharpe Ratio Rank of FFSZX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSZX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FFSZX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FFSZX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FFSZX is 5757
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7171
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7272
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.

FFSZX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund Class K6 (FFSZX) 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.


The current FFSZX Sharpe Ratio is 0.40, which is lower than the FXAIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FFSZX 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.


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Dividends

FFSZX vs. FXAIX - Dividend Comparison

FFSZX's dividend yield for the trailing twelve months is around 1.61%, more than FXAIX's 1.54% yield.


TTM20242023202220212020201920182017201620152014
FFSZX
Fidelity Freedom 2065 Fund Class K6
1.61%1.67%1.50%2.19%2.30%1.13%1.24%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.54%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FFSZX vs. FXAIX - Drawdown Comparison

The maximum FFSZX drawdown since its inception was -33.08%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FFSZX and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

FFSZX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Freedom 2065 Fund Class K6 (FFSZX) is 4.11%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.58%. This indicates that FFSZX 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.


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