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FFTHX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFTHX and FAGIX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FFTHX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2035 Fund (FFTHX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFTHX:

0.63

FAGIX:

1.03

Sortino Ratio

FFTHX:

0.98

FAGIX:

1.47

Omega Ratio

FFTHX:

1.13

FAGIX:

1.21

Calmar Ratio

FFTHX:

0.70

FAGIX:

1.02

Martin Ratio

FFTHX:

2.99

FAGIX:

3.87

Ulcer Index

FFTHX:

2.71%

FAGIX:

1.92%

Daily Std Dev

FFTHX:

12.75%

FAGIX:

7.03%

Max Drawdown

FFTHX:

-50.94%

FAGIX:

-37.80%

Current Drawdown

FFTHX:

-1.11%

FAGIX:

-0.94%

Returns By Period

In the year-to-date period, FFTHX achieves a 4.54% return, which is significantly higher than FAGIX's 1.50% return. Over the past 10 years, FFTHX has outperformed FAGIX with an annualized return of 7.84%, while FAGIX has yielded a comparatively lower 4.72% annualized return.


FFTHX

YTD

4.54%

1M

8.34%

6M

3.34%

1Y

7.99%

3Y*

9.96%

5Y*

10.98%

10Y*

7.84%

FAGIX

YTD

1.50%

1M

5.49%

6M

1.19%

1Y

7.31%

3Y*

6.19%

5Y*

6.83%

10Y*

4.72%

*Annualized

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Fidelity Freedom 2035 Fund

Fidelity Capital & Income Fund

FFTHX vs. FAGIX - Expense Ratio Comparison

FFTHX has a 0.71% expense ratio, which is higher than FAGIX's 0.67% expense ratio.


Risk-Adjusted Performance

FFTHX vs. FAGIX — Risk-Adjusted Performance Rank

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

FFTHX
The Risk-Adjusted Performance Rank of FFTHX is 6666
Overall Rank
The Sharpe Ratio Rank of FFTHX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTHX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FFTHX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FFTHX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FFTHX is 7373
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 8282
Overall Rank
The Sharpe Ratio Rank of FAGIX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 8181
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.

FFTHX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2035 Fund (FFTHX) and Fidelity Capital & Income Fund (FAGIX). 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 FFTHX Sharpe Ratio is 0.63, which is lower than the FAGIX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FFTHX and FAGIX, 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

FFTHX vs. FAGIX - Dividend Comparison

FFTHX's dividend yield for the trailing twelve months is around 1.70%, less than FAGIX's 4.91% yield.


TTM20242023202220212020201920182017201620152014
FFTHX
Fidelity Freedom 2035 Fund
1.70%1.74%1.60%2.27%2.30%1.06%1.53%1.67%1.12%1.40%4.20%9.03%
FAGIX
Fidelity Capital & Income Fund
4.91%5.03%5.29%11.37%6.55%4.88%5.00%7.39%5.05%4.12%5.01%8.08%

Drawdowns

FFTHX vs. FAGIX - Drawdown Comparison

The maximum FFTHX drawdown since its inception was -50.94%, which is greater than FAGIX's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FFTHX and FAGIX. For additional features, visit the drawdowns tool.


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Volatility

FFTHX vs. FAGIX - Volatility Comparison

Fidelity Freedom 2035 Fund (FFTHX) has a higher volatility of 2.64% compared to Fidelity Capital & Income Fund (FAGIX) at 1.91%. This indicates that FFTHX's price experiences larger fluctuations and is considered to be riskier than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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