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FFTWX vs. FFTHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FFTWX vs. FFTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTWX
Fidelity Freedom 2025 Fund
-1.81%16.46%8.20%14.10%-16.66%10.09%14.70%19.45%-5.93%15.57%
FFTHX
Fidelity Freedom 2035 Fund
-2.36%19.16%11.03%17.67%-17.67%14.44%17.14%24.49%-8.40%20.73%

Returns By Period

In the year-to-date period, FFTWX achieves a -1.81% return, which is significantly higher than FFTHX's -2.36% return. Over the past 10 years, FFTWX has underperformed FFTHX with an annualized return of 7.51%, while FFTHX has yielded a comparatively higher 9.67% annualized return.


FFTWX

1D
0.14%
1M
-6.09%
YTD
-1.81%
6M
0.50%
1Y
12.70%
3Y*
10.15%
5Y*
4.76%
10Y*
7.51%

FFTHX

1D
-0.06%
1M
-7.22%
YTD
-2.36%
6M
0.40%
1Y
15.46%
3Y*
12.61%
5Y*
6.45%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FFTWX vs. FFTHX — Risk / Return Rank

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

FFTWX
FFTWX Risk / Return Rank: 7575
Overall Rank
FFTWX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FFTWX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FFTWX Omega Ratio Rank: 7474
Omega Ratio Rank
FFTWX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FFTWX Martin Ratio Rank: 7676
Martin Ratio Rank

FFTHX
FFTHX Risk / Return Rank: 7474
Overall Rank
FFTHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FFTHX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FFTHX Omega Ratio Rank: 7373
Omega Ratio Rank
FFTHX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FFTHX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFTWX vs. FFTHX - Risk-Adjusted Trends 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.


FFTWXFFTHXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.29

+0.03

Sortino ratio

Return per unit of downside risk

1.86

1.83

+0.03

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.69

1.63

+0.06

Martin ratio

Return relative to average drawdown

7.33

7.29

+0.04

FFTWX vs. FFTHX - Sharpe Ratio Comparison

The current FFTWX Sharpe Ratio is 1.32, which is comparable to the FFTHX Sharpe Ratio of 1.29. 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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Sharpe Ratios by Period


FFTWXFFTHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.29

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.53

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.72

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.46

+0.03

Correlation

The correlation between FFTWX and FFTHX is 0.99, 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.


Dividends

FFTWX vs. FFTHX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 6.56%, more than FFTHX's 5.15% yield.


TTM20252024202320222021202020192018201720162015
FFTWX
Fidelity Freedom 2025 Fund
6.56%6.44%3.74%2.08%9.66%10.38%5.75%6.09%6.39%3.04%3.91%5.60%
FFTHX
Fidelity Freedom 2035 Fund
5.15%5.03%2.75%1.86%11.21%11.62%5.93%6.75%7.66%3.17%4.00%5.97%

Drawdowns

FFTWX vs. FFTHX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -47.51%, smaller than the maximum FFTHX drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for FFTWX and FFTHX.


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Drawdown Indicators


FFTWXFFTHXDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-52.86%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-8.78%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-25.94%

+2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-23.66%

-28.81%

+5.15%

Current Drawdown

Current decline from peak

-6.27%

-7.52%

+1.25%

Average Drawdown

Average peak-to-trough decline

-5.61%

-7.00%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.96%

-0.30%

Volatility

FFTWX vs. FFTHX - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund (FFTWX) is 3.73%, while Fidelity Freedom 2035 Fund (FFTHX) has a volatility of 4.39%. 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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Volatility by Period


FFTWXFFTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

4.39%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

5.84%

7.13%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

12.01%

-2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.84%

12.31%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.04%

13.48%

-3.44%