PortfoliosLab logoPortfoliosLab logo
FFTHX vs. FJLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTHX vs. FJLSX - Performance Comparison

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

Loading graphics...

FFTHX vs. FJLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTHX
Fidelity Freedom 2035 Fund
-2.36%19.16%11.03%17.67%-17.67%14.44%17.14%24.49%-8.40%9.01%
FJLSX
Fidelity Flex Freedom Blend 2035 Fund
-2.40%18.76%15.81%18.20%-17.92%14.72%17.19%25.04%-7.75%9.89%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFTHX having a -2.36% return and FJLSX slightly lower at -2.40%.


FFTHX

1D
-0.06%
1M
-7.22%
YTD
-2.36%
6M
0.40%
1Y
15.46%
3Y*
12.61%
5Y*
6.45%
10Y*
9.67%

FJLSX

1D
-0.08%
1M
-7.13%
YTD
-2.40%
6M
0.27%
1Y
14.96%
3Y*
14.14%
5Y*
7.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FFTHX vs. FJLSX - Expense Ratio Comparison

FFTHX has a 0.71% expense ratio, which is higher than FJLSX's 0.00% expense ratio.


Return for Risk

FFTHX vs. FJLSX — Risk / Return Rank

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

FFTHX
FFTHX Risk / Return Rank: 7474
Overall Rank
FFTHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FFTHX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FFTHX Omega Ratio Rank: 7373
Omega Ratio Rank
FFTHX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FFTHX Martin Ratio Rank: 7676
Martin Ratio Rank

FJLSX
FJLSX Risk / Return Rank: 7070
Overall Rank
FJLSX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FJLSX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FJLSX Omega Ratio Rank: 7171
Omega Ratio Rank
FJLSX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FJLSX 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. FJLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2035 Fund (FFTHX) and Fidelity Flex Freedom Blend 2035 Fund (FJLSX). 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.


FFTHXFJLSXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.25

+0.04

Sortino ratio

Return per unit of downside risk

1.83

1.79

+0.04

Omega ratio

Gain probability vs. loss probability

1.27

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.63

1.51

+0.12

Martin ratio

Return relative to average drawdown

7.29

6.89

+0.39

FFTHX vs. FJLSX - Sharpe Ratio Comparison

The current FFTHX Sharpe Ratio is 1.29, which is comparable to the FJLSX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FFTHX and FJLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFTHXFJLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.25

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.60

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.68

-0.21

Correlation

The correlation between FFTHX and FJLSX 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.


Dividends

FFTHX vs. FJLSX - Dividend Comparison

FFTHX's dividend yield for the trailing twelve months is around 5.15%, less than FJLSX's 7.26% yield.


TTM20252024202320222021202020192018201720162015
FFTHX
Fidelity Freedom 2035 Fund
5.15%5.03%2.75%1.86%11.21%11.62%5.93%6.75%7.66%3.17%4.00%5.97%
FJLSX
Fidelity Flex Freedom Blend 2035 Fund
7.26%7.08%8.84%2.51%5.30%6.04%5.68%7.16%8.02%3.08%0.00%0.00%

Drawdowns

FFTHX vs. FJLSX - Drawdown Comparison

The maximum FFTHX drawdown since its inception was -52.86%, which is greater than FJLSX's maximum drawdown of -29.14%. Use the drawdown chart below to compare losses from any high point for FFTHX and FJLSX.


Loading graphics...

Drawdown Indicators


FFTHXFJLSXDifference

Max Drawdown

Largest peak-to-trough decline

-52.86%

-29.14%

-23.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-8.89%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.94%

-25.99%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-28.81%

Current Drawdown

Current decline from peak

-7.52%

-7.40%

-0.12%

Average Drawdown

Average peak-to-trough decline

-7.00%

-5.30%

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.98%

-0.02%

Volatility

FFTHX vs. FJLSX - Volatility Comparison

Fidelity Freedom 2035 Fund (FFTHX) and Fidelity Flex Freedom Blend 2035 Fund (FJLSX) have volatilities of 4.39% and 4.24%, 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.


Loading graphics...

Volatility by Period


FFTHXFJLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.24%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

7.05%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

12.09%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

12.54%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.48%

14.12%

-0.64%