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

Performance

FFTHX vs. FTABX - Performance Comparison

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

Loading graphics...

FFTHX vs. FTABX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTHX
Fidelity Freedom 2035 Fund
-0.17%19.16%11.03%17.67%-17.67%14.44%17.14%24.49%-8.40%20.73%
FTABX
Fidelity Tax-Free Bond Fund
-0.50%5.60%1.54%7.51%-10.74%2.20%4.80%8.58%0.67%6.45%

Returns By Period

In the year-to-date period, FFTHX achieves a -0.17% return, which is significantly higher than FTABX's -0.50% return. Over the past 10 years, FFTHX has outperformed FTABX with an annualized return of 9.91%, while FTABX has yielded a comparatively lower 2.32% annualized return.


FFTHX

1D
2.25%
1M
-4.57%
YTD
-0.17%
6M
2.43%
1Y
17.54%
3Y*
13.45%
5Y*
6.67%
10Y*
9.91%

FTABX

1D
0.27%
1M
-2.32%
YTD
-0.50%
6M
1.06%
1Y
4.23%
3Y*
3.59%
5Y*
0.97%
10Y*
2.32%
*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. FTABX - Expense Ratio Comparison

FFTHX has a 0.71% expense ratio, which is higher than FTABX's 0.25% expense ratio.


Return for Risk

FFTHX vs. FTABX — Risk / Return Rank

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

FFTHX
FFTHX Risk / Return Rank: 8282
Overall Rank
FFTHX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FFTHX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FFTHX Omega Ratio Rank: 7979
Omega Ratio Rank
FFTHX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FFTHX Martin Ratio Rank: 8686
Martin Ratio Rank

FTABX
FTABX Risk / Return Rank: 4848
Overall Rank
FTABX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FTABX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FTABX Omega Ratio Rank: 6969
Omega Ratio Rank
FTABX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FTABX Martin Ratio Rank: 3737
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. FTABX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2035 Fund (FFTHX) and Fidelity Tax-Free Bond Fund (FTABX). 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.


FFTHXFTABXDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.97

+0.52

Sortino ratio

Return per unit of downside risk

2.11

1.31

+0.81

Omega ratio

Gain probability vs. loss probability

1.32

1.27

+0.05

Calmar ratio

Return relative to maximum drawdown

2.05

1.15

+0.89

Martin ratio

Return relative to average drawdown

9.02

4.00

+5.02

FFTHX vs. FTABX - Sharpe Ratio Comparison

The current FFTHX Sharpe Ratio is 1.49, which is higher than the FTABX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FFTHX and FTABX, 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


FFTHXFTABXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.97

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.24

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.54

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.04

-0.57

Correlation

The correlation between FFTHX and FTABX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FFTHX vs. FTABX - Dividend Comparison

FFTHX's dividend yield for the trailing twelve months is around 5.04%, more than FTABX's 3.20% yield.


TTM20252024202320222021202020192018201720162015
FFTHX
Fidelity Freedom 2035 Fund
5.04%5.03%2.75%1.86%11.21%11.62%5.93%6.75%7.66%3.17%4.00%5.97%
FTABX
Fidelity Tax-Free Bond Fund
3.20%4.18%2.81%2.90%2.16%2.27%2.64%2.94%3.01%3.49%4.22%3.29%

Drawdowns

FFTHX vs. FTABX - Drawdown Comparison

The maximum FFTHX drawdown since its inception was -52.86%, which is greater than FTABX's maximum drawdown of -16.14%. Use the drawdown chart below to compare losses from any high point for FFTHX and FTABX.


Loading graphics...

Drawdown Indicators


FFTHXFTABXDifference

Max Drawdown

Largest peak-to-trough decline

-52.86%

-16.14%

-36.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-4.74%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.94%

-16.14%

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-28.81%

-16.14%

-12.67%

Current Drawdown

Current decline from peak

-5.44%

-2.66%

-2.78%

Average Drawdown

Average peak-to-trough decline

-7.00%

-2.13%

-4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.37%

+0.62%

Volatility

FFTHX vs. FTABX - Volatility Comparison

Fidelity Freedom 2035 Fund (FFTHX) has a higher volatility of 5.08% compared to Fidelity Tax-Free Bond Fund (FTABX) at 1.15%. This indicates that FFTHX's price experiences larger fluctuations and is considered to be riskier than FTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFTHXFTABXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

1.15%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.45%

1.79%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

4.84%

+7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.35%

4.12%

+8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

4.27%

+9.23%