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FFTHX vs. FFEZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFTHX vs. FFEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2035 Fund (FFTHX) and Fidelity Freedom Index 2035 Fund Institutional Premium Class (FFEZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFTHX achieves a 10.57% return, which is significantly higher than FFEZX's 8.47% return. Both investments have delivered pretty close results over the past 10 years, with FFTHX having a 11.18% annualized return and FFEZX not far behind at 10.72%.


FFTHX

1D
-0.26%
1M
2.36%
YTD
10.57%
6M
10.24%
1Y
23.12%
3Y*
16.39%
5Y*
7.94%
10Y*
11.18%

FFEZX

1D
-0.21%
1M
1.41%
YTD
8.47%
6M
8.08%
1Y
20.02%
3Y*
15.07%
5Y*
7.45%
10Y*
10.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFTHX vs. FFEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTHX
Fidelity Freedom 2035 Fund
10.57%19.16%11.03%17.67%-17.67%14.44%17.14%24.49%-8.40%20.73%
FFEZX
Fidelity Freedom Index 2035 Fund Institutional Premium Class
8.47%17.36%11.27%17.31%-17.55%13.80%15.58%24.92%-6.72%20.40%

Correlation

The correlation between FFTHX and FFEZX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2015

0.99

The correlation between FFTHX and FFEZX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

FFTHX vs. FFEZX — Risk / Return Rank

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

FFTHX
FFTHX Risk / Return Rank: 7575
Overall Rank
FFTHX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FFTHX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FFTHX Omega Ratio Rank: 7575
Omega Ratio Rank
FFTHX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FFTHX Martin Ratio Rank: 7979
Martin Ratio Rank

FFEZX
FFEZX Risk / Return Rank: 6969
Overall Rank
FFEZX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FFEZX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FFEZX Omega Ratio Rank: 6868
Omega Ratio Rank
FFEZX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FFEZX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFTHX vs. FFEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2035 Fund (FFTHX) and Fidelity Freedom Index 2035 Fund Institutional Premium Class (FFEZX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FFTHXFFEZXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.44

1.42

+0.02

Calmar ratioReturn relative to maximum drawdown

3.19

3.00

+0.19

Martin ratioReturn relative to average drawdown

13.69

12.82

+0.87

FFTHX vs. FFEZX - Sharpe Ratio Comparison

The current FFTHX Sharpe Ratio is 2.31, which is comparable to the FFEZX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FFTHX and FFEZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FFTHX vs. FFEZX - Drawdown Comparison

The maximum FFTHX drawdown since its inception was -52.86%, which is greater than FFEZX's maximum drawdown of -28.46%. Use the drawdown chart below to compare losses from any high point for FFTHX and FFEZX.


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Drawdown Indicators


FFTHXFFEZXDifference

Max Drawdown

Largest peak-to-trough decline

-52.86%

-28.46%

-24.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.52%

-6.95%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-11.60%

-11.02%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-25.94%

-24.83%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-28.81%

-28.46%

-0.35%

Current Drawdown

Current decline from peak

-0.26%

-0.48%

+0.22%

Average Drawdown

Average peak-to-trough decline

-6.94%

-4.49%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.63%

+0.12%

Volatility

FFTHX vs. FFEZX - Volatility Comparison

Fidelity Freedom 2035 Fund (FFTHX) has a higher volatility of 4.23% compared to Fidelity Freedom Index 2035 Fund Institutional Premium Class (FFEZX) at 3.77%. This indicates that FFTHX's price experiences larger fluctuations and is considered to be riskier than FFEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTHXFFEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

3.77%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

7.84%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.38%

9.40%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.51%

11.99%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.55%

13.39%

+0.16%

FFTHX vs. FFEZX - Expense Ratio Comparison

FFTHX has a 0.63% expense ratio, which is higher than FFEZX's 0.08% expense ratio.


Dividends

FFTHX vs. FFEZX - Dividend Comparison

FFTHX's dividend yield for the trailing twelve months is around 5.83%, more than FFEZX's 2.60% yield.


PositionTTM20252024202320222021202020192018201720162015
FFEZX
Fidelity Freedom Index 2035 Fund Institutional Premium Class
2.60%2.80%2.54%2.13%2.08%2.04%2.18%16.18%2.27%1.85%2.01%2.04%
FFTHX
Fidelity Freedom 2035 Fund
5.83%5.03%2.75%1.86%11.21%11.62%5.93%6.75%7.66%3.17%4.00%5.97%

Frequently Asked Questions


With a correlation of 0.99, FFTHX and FFEZX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FFTHX has higher volatility (4.23%) compared to FFEZX (3.77%). In terms of maximum drawdown, FFTHX dropped -52.86% vs FFEZX's -28.46%.

FFTHX currently has the higher Sharpe Ratio (2.31 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FFTHX and FFEZX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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