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

Key characteristics


FFTHXFTBFX
YTD Return11.70%6.19%
1Y Return19.61%11.60%
3Y Return (Ann)3.24%-0.58%
5Y Return (Ann)9.38%1.81%
10Y Return (Ann)8.33%2.76%
Sharpe Ratio1.991.90
Daily Std Dev9.86%6.18%
Max Drawdown-50.94%-17.61%
Current Drawdown-0.49%-2.08%

Correlation

-0.50.00.51.0-0.0

The correlation between FFTHX and FTBFX is -0.04. 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.

Performance

FFTHX vs. FTBFX - Performance Comparison

In the year-to-date period, FFTHX achieves a 11.70% return, which is significantly higher than FTBFX's 6.19% return. Over the past 10 years, FFTHX has outperformed FTBFX with an annualized return of 8.33%, while FTBFX has yielded a comparatively lower 2.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.85%
7.20%
FFTHX
FTBFX

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FFTHX vs. FTBFX - Expense Ratio Comparison

FFTHX has a 0.71% expense ratio, which is higher than FTBFX's 0.45% expense ratio.


FFTHX
Fidelity Freedom 2035 Fund
Expense ratio chart for FFTHX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for FTBFX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FFTHX vs. FTBFX - Risk-Adjusted Performance Comparison

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


FFTHX
Sharpe ratio
The chart of Sharpe ratio for FFTHX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for FFTHX, currently valued at 2.97, compared to the broader market0.005.0010.002.97
Omega ratio
The chart of Omega ratio for FFTHX, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for FFTHX, currently valued at 1.22, compared to the broader market0.005.0010.0015.0020.001.22
Martin ratio
The chart of Martin ratio for FFTHX, currently valued at 12.90, compared to the broader market0.0020.0040.0060.0080.0012.90
FTBFX
Sharpe ratio
The chart of Sharpe ratio for FTBFX, currently valued at 1.90, compared to the broader market-1.000.001.002.003.004.005.001.90
Sortino ratio
The chart of Sortino ratio for FTBFX, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for FTBFX, currently valued at 1.35, compared to the broader market1.002.003.004.001.35
Calmar ratio
The chart of Calmar ratio for FTBFX, currently valued at 0.76, compared to the broader market0.005.0010.0015.0020.000.76
Martin ratio
The chart of Martin ratio for FTBFX, currently valued at 8.94, compared to the broader market0.0020.0040.0060.0080.008.94

FFTHX vs. FTBFX - Sharpe Ratio Comparison

The current FFTHX Sharpe Ratio is 1.99, which roughly equals the FTBFX Sharpe Ratio of 1.90. The chart below compares the 12-month rolling Sharpe Ratio of FFTHX and FTBFX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
2.10
1.90
FFTHX
FTBFX

Dividends

FFTHX vs. FTBFX - Dividend Comparison

FFTHX's dividend yield for the trailing twelve months is around 1.88%, less than FTBFX's 4.45% yield.


TTM20232022202120202019201820172016201520142013
FFTHX
Fidelity Freedom 2035 Fund
1.88%1.86%11.21%11.62%5.93%6.75%7.66%4.23%4.00%6.07%9.03%7.08%
FTBFX
Fidelity Total Bond Fund
4.45%4.15%3.33%2.24%5.22%3.03%3.18%2.98%3.21%3.71%3.13%3.91%

Drawdowns

FFTHX vs. FTBFX - Drawdown Comparison

The maximum FFTHX drawdown since its inception was -50.94%, which is greater than FTBFX's maximum drawdown of -17.61%. Use the drawdown chart below to compare losses from any high point for FFTHX and FTBFX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.49%
-2.08%
FFTHX
FTBFX

Volatility

FFTHX vs. FTBFX - Volatility Comparison

Fidelity Freedom 2035 Fund (FFTHX) has a higher volatility of 3.02% compared to Fidelity Total Bond Fund (FTBFX) at 1.16%. This indicates that FFTHX's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%AprilMayJuneJulyAugustSeptember
3.02%
1.16%
FFTHX
FTBFX