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

Correlation

The correlation between FFTWX and FFTHX is 0.98, 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.


-0.50.00.51.01.0

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.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.47%
3.20%
FFTWX
FFTHX

Key characteristics

Sharpe Ratio

FFTWX:

1.25

FFTHX:

1.37

Sortino Ratio

FFTWX:

1.78

FFTHX:

1.95

Omega Ratio

FFTWX:

1.22

FFTHX:

1.24

Calmar Ratio

FFTWX:

1.20

FFTHX:

0.71

Martin Ratio

FFTWX:

7.02

FFTHX:

8.24

Ulcer Index

FFTWX:

1.40%

FFTHX:

1.56%

Daily Std Dev

FFTWX:

7.88%

FFTHX:

9.39%

Max Drawdown

FFTWX:

-44.91%

FFTHX:

-50.94%

Current Drawdown

FFTWX:

-3.29%

FFTHX:

-7.24%

Returns By Period

In the year-to-date period, FFTWX achieves a 8.57% return, which is significantly lower than FFTHX's 11.11% return. Over the past 10 years, FFTWX has outperformed FFTHX with an annualized return of 6.46%, while FFTHX has yielded a comparatively lower 3.80% annualized return.


FFTWX

YTD

8.57%

1M

-0.70%

6M

2.54%

1Y

9.17%

5Y*

5.52%

10Y*

6.46%

FFTHX

YTD

11.11%

1M

-0.74%

6M

3.27%

1Y

11.86%

5Y*

2.56%

10Y*

3.80%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFTWX vs. FFTHX - Expense Ratio Comparison

FFTWX has a 0.62% expense ratio, which is lower than FFTHX's 0.71% 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 FFTWX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FFTWX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.001.251.37
The chart of Sortino ratio for FFTWX, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.781.95
The chart of Omega ratio for FFTWX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.24
The chart of Calmar ratio for FFTWX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.0014.001.200.71
The chart of Martin ratio for FFTWX, currently valued at 7.02, compared to the broader market0.0020.0040.0060.007.028.24
FFTWX
FFTHX

The current FFTWX Sharpe Ratio is 1.25, which is comparable to the FFTHX Sharpe Ratio of 1.37. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.25
1.37
FFTWX
FFTHX

Dividends

FFTWX vs. FFTHX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 2.03%, more than FFTHX's 1.51% yield.


TTM20232022202120202019201820172016201520142013
FFTWX
Fidelity Freedom 2025 Fund
2.03%2.05%2.89%2.42%1.09%1.72%1.84%1.28%1.63%4.17%8.80%5.88%
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%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.29%
-7.24%
FFTWX
FFTHX

Volatility

FFTWX vs. FFTHX - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund (FFTWX) is 2.49%, while Fidelity Freedom 2035 Fund (FFTHX) has a volatility of 2.76%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.49%
2.76%
FFTWX
FFTHX
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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.

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