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

Correlation

The correlation between FFTWX and FFTHX 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.


Performance

FFTWX vs. FFTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund (FFTWX) and Fidelity Freedom 2035 Fund (FFTHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFTWX:

0.46

FFTHX:

0.52

Sortino Ratio

FFTWX:

0.77

FFTHX:

0.87

Omega Ratio

FFTWX:

1.10

FFTHX:

1.12

Calmar Ratio

FFTWX:

0.36

FFTHX:

0.62

Martin Ratio

FFTWX:

2.15

FFTHX:

2.63

Ulcer Index

FFTWX:

2.44%

FFTHX:

2.74%

Daily Std Dev

FFTWX:

10.48%

FFTHX:

12.91%

Max Drawdown

FFTWX:

-44.91%

FFTHX:

-50.94%

Current Drawdown

FFTWX:

-8.05%

FFTHX:

-2.41%

Returns By Period

In the year-to-date period, FFTWX achieves a 1.88% return, which is significantly lower than FFTHX's 2.32% return. Over the past 10 years, FFTWX has underperformed FFTHX with an annualized return of 2.13%, while FFTHX has yielded a comparatively higher 7.64% annualized return.


FFTWX

YTD

1.88%

1M

3.16%

6M

-0.23%

1Y

4.77%

5Y*

3.93%

10Y*

2.13%

FFTHX

YTD

2.32%

1M

4.58%

6M

0.77%

1Y

6.72%

5Y*

11.18%

10Y*

7.64%

*Annualized

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FFTWX vs. FFTHX - Expense Ratio Comparison

FFTWX has a 0.62% expense ratio, which is lower than FFTHX's 0.71% expense ratio.


Risk-Adjusted Performance

FFTWX vs. FFTHX — Risk-Adjusted Performance Rank

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

FFTWX
The Risk-Adjusted Performance Rank of FFTWX is 4949
Overall Rank
The Sharpe Ratio Rank of FFTWX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTWX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FFTWX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FFTWX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FFTWX is 6060
Martin Ratio Rank

FFTHX
The Risk-Adjusted Performance Rank of FFTHX is 5858
Overall Rank
The Sharpe Ratio Rank of FFTHX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTHX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FFTHX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FFTHX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FFTHX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFTWX vs. FFTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and Fidelity Freedom 2035 Fund (FFTHX). 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 0.46, which is comparable to the FFTHX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FFTWX and FFTHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FFTWX vs. FFTHX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 2.27%, less than FFTHX's 2.36% yield.


TTM20242023202220212020201920182017201620152014
FFTWX
Fidelity Freedom 2025 Fund
2.27%2.30%2.05%2.89%2.42%1.09%1.72%1.84%1.28%1.63%4.17%8.80%
FFTHX
Fidelity Freedom 2035 Fund
2.36%2.75%1.86%11.21%11.62%5.93%6.75%7.66%4.23%4.00%6.07%9.03%

Drawdowns

FFTWX vs. FFTHX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -44.91%, smaller than the maximum FFTHX drawdown of -50.94%. Use the drawdown chart below to compare losses from any high point for FFTWX and FFTHX. For additional features, visit the drawdowns tool.


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Volatility

FFTWX vs. FFTHX - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund (FFTWX) is 3.27%, while Fidelity Freedom 2035 Fund (FFTHX) has a volatility of 3.93%. This indicates that FFTWX experiences smaller price fluctuations and is considered to be less risky than FFTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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