FFTWX vs. FFFHX

In the year-to-date period, FFTWX achieves a 0.44% return, which is significantly higher than FFFHX's 0.29% return. Over the past 10 years, FFTWX has underperformed FFFHX with an annualized return of 2.09%, while FFFHX has yielded a comparatively higher 8.18% annualized return.

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FFTWX has a 0.62% expense ratio, which is lower than FFFHX's 0.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and Fidelity Freedom 2050 Fund (FFFHX). 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.

The current FFTWX Sharpe Ratio is 0.30, which is comparable to the FFFHX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FFTWX and FFFHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FFTWX's dividend yield for the trailing twelve months is around 2.29%, more than FFFHX's 1.21% yield.

The maximum FFTWX drawdown since its inception was -44.91%, smaller than the maximum FFFHX drawdown of -55.81%. Use the drawdown chart below to compare losses from any high point for FFTWX and FFFHX. For additional features, visit the drawdowns tool.