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

Key characteristics


FFTWXFFTHX
YTD Return9.88%11.70%
1Y Return17.00%19.61%
3Y Return (Ann)1.84%3.24%
5Y Return (Ann)6.90%9.38%
10Y Return (Ann)6.64%8.33%
Sharpe Ratio2.001.99
Daily Std Dev8.44%9.86%
Max Drawdown-44.91%-50.94%
Current Drawdown-0.14%-0.49%

Correlation

-0.50.00.51.01.0

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.

Performance

FFTWX vs. FFTHX - Performance Comparison

In the year-to-date period, FFTWX achieves a 9.88% return, which is significantly lower than FFTHX's 11.70% return. Over the past 10 years, FFTWX has underperformed FFTHX with an annualized return of 6.64%, while FFTHX has yielded a comparatively higher 8.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.86%
6.85%
FFTWX
FFTHX

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.


FFTWX
Sharpe ratio
The chart of Sharpe ratio for FFTWX, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.005.002.00
Sortino ratio
The chart of Sortino ratio for FFTWX, currently valued at 2.90, compared to the broader market0.005.0010.002.90
Omega ratio
The chart of Omega ratio for FFTWX, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for FFTWX, currently valued at 0.99, compared to the broader market0.005.0010.0015.0020.001.00
Martin ratio
The chart of Martin ratio for FFTWX, currently valued at 8.85, compared to the broader market0.0020.0040.0060.0080.008.85
FFTHX
Sharpe ratio
The chart of Sharpe ratio for FFTHX, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.005.001.99
Sortino ratio
The chart of Sortino ratio for FFTHX, currently valued at 2.83, compared to the broader market0.005.0010.002.83
Omega ratio
The chart of Omega ratio for FFTHX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for FFTHX, currently valued at 1.16, compared to the broader market0.005.0010.0015.0020.001.16
Martin ratio
The chart of Martin ratio for FFTHX, currently valued at 9.11, compared to the broader market0.0020.0040.0060.0080.009.11

FFTWX vs. FFTHX - Sharpe Ratio Comparison

The current FFTWX Sharpe Ratio is 2.00, which roughly equals the FFTHX Sharpe Ratio of 1.99. The chart below compares the 12-month rolling Sharpe Ratio of FFTWX and FFTHX.


Rolling 12-month Sharpe Ratio1.001.201.401.601.802.002.20AprilMayJuneJulyAugustSeptember
2.00
1.99
FFTWX
FFTHX

Dividends

FFTWX vs. FFTHX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 2.61%, more than FFTHX's 1.88% yield.


TTM20232022202120202019201820172016201520142013
FFTWX
Fidelity Freedom 2025 Fund
2.61%2.08%9.66%10.38%5.75%6.09%6.47%4.12%3.91%5.82%8.80%5.88%
FFTHX
Fidelity Freedom 2035 Fund
1.88%1.86%11.21%11.62%5.93%6.75%7.66%4.23%4.00%6.07%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-0.14%
-0.49%
FFTWX
FFTHX

Volatility

FFTWX vs. FFTHX - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund (FFTWX) is 2.42%, while Fidelity Freedom 2035 Fund (FFTHX) has a volatility of 3.16%. 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%AprilMayJuneJulyAugustSeptember
2.42%
3.16%
FFTWX
FFTHX