PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFTHX vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFTHX and FZROX is 0.92, 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.


-0.50.00.51.00.9

Performance

FFTHX vs. FZROX - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
17.02%
122.70%
FFTHX
FZROX

Key characteristics

Sharpe Ratio

FFTHX:

1.37

FZROX:

2.10

Sortino Ratio

FFTHX:

1.95

FZROX:

2.79

Omega Ratio

FFTHX:

1.24

FZROX:

1.39

Calmar Ratio

FFTHX:

0.71

FZROX:

3.15

Martin Ratio

FFTHX:

8.24

FZROX:

13.39

Ulcer Index

FFTHX:

1.56%

FZROX:

2.02%

Daily Std Dev

FFTHX:

9.39%

FZROX:

12.88%

Max Drawdown

FFTHX:

-50.94%

FZROX:

-34.96%

Current Drawdown

FFTHX:

-7.24%

FZROX:

-3.08%

Returns By Period

In the year-to-date period, FFTHX achieves a 11.11% return, which is significantly lower than FZROX's 24.97% return.


FFTHX

YTD

11.11%

1M

-0.74%

6M

3.27%

1Y

11.86%

5Y*

2.56%

10Y*

3.80%

FZROX

YTD

24.97%

1M

0.05%

6M

9.96%

1Y

25.61%

5Y*

14.18%

10Y*

N/A

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. FZROX - Expense Ratio Comparison

FFTHX has a 0.71% expense ratio, which is higher than FZROX's 0.00% 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 FZROX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FFTHX vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2035 Fund (FFTHX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


Sharpe ratio
The chart of Sharpe ratio for FFTHX, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.001.372.10
The chart of Sortino ratio for FFTHX, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.0010.001.952.79
The chart of Omega ratio for FFTHX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.39
The chart of Calmar ratio for FFTHX, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.0012.0014.000.713.15
The chart of Martin ratio for FFTHX, currently valued at 8.24, compared to the broader market0.0020.0040.0060.008.2413.39
FFTHX
FZROX

The current FFTHX Sharpe Ratio is 1.37, which is lower than the FZROX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FFTHX and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.37
2.10
FFTHX
FZROX

Dividends

FFTHX vs. FZROX - Dividend Comparison

FFTHX's dividend yield for the trailing twelve months is around 1.51%, more than FZROX's 1.17% yield.


TTM20232022202120202019201820172016201520142013
FFTHX
Fidelity Freedom 2035 Fund
1.51%1.60%2.27%2.30%1.06%1.53%1.67%1.12%1.40%4.20%9.03%7.08%
FZROX
Fidelity ZERO Total Market Index Fund
1.17%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFTHX vs. FZROX - Drawdown Comparison

The maximum FFTHX drawdown since its inception was -50.94%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FFTHX and FZROX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.24%
-3.08%
FFTHX
FZROX

Volatility

FFTHX vs. FZROX - Volatility Comparison

The current volatility for Fidelity Freedom 2035 Fund (FFTHX) is 2.76%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 4.03%. This indicates that FFTHX experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.76%
4.03%
FFTHX
FZROX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab