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FFTWX vs. FHAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTWX vs. FHAUX - Performance Comparison

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

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FFTWX vs. FHAUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FFTWX
Fidelity Freedom 2025 Fund
-0.07%16.46%8.20%14.10%-16.66%10.09%14.70%19.45%-8.31%
FHAUX
Fidelity Freedom Blend 2025 Fund
-1.95%15.91%7.88%14.03%-17.27%9.71%14.06%20.01%-9.80%

Returns By Period

In the year-to-date period, FFTWX achieves a -0.07% return, which is significantly higher than FHAUX's -1.95% return.


FFTWX

1D
1.78%
1M
-3.93%
YTD
-0.07%
6M
2.02%
1Y
14.29%
3Y*
10.80%
5Y*
4.93%
10Y*
7.70%

FHAUX

1D
0.08%
1M
-6.08%
YTD
-1.95%
6M
0.21%
1Y
12.10%
3Y*
9.76%
5Y*
4.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFTWX vs. FHAUX - Expense Ratio Comparison

FFTWX has a 0.62% expense ratio, which is higher than FHAUX's 0.45% expense ratio.


Return for Risk

FFTWX vs. FHAUX — Risk / Return Rank

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

FFTWX
FFTWX Risk / Return Rank: 8181
Overall Rank
FFTWX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FFTWX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FFTWX Omega Ratio Rank: 7979
Omega Ratio Rank
FFTWX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFTWX Martin Ratio Rank: 8484
Martin Ratio Rank

FHAUX
FHAUX Risk / Return Rank: 7070
Overall Rank
FHAUX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FHAUX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FHAUX Omega Ratio Rank: 7070
Omega Ratio Rank
FHAUX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FHAUX Martin Ratio Rank: 7272
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. FHAUX - Risk-Adjusted Trends Comparison

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


FFTWXFHAUXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.25

+0.25

Sortino ratio

Return per unit of downside risk

2.12

1.76

+0.35

Omega ratio

Gain probability vs. loss probability

1.32

1.26

+0.05

Calmar ratio

Return relative to maximum drawdown

2.06

1.57

+0.49

Martin ratio

Return relative to average drawdown

8.79

6.90

+1.89

FFTWX vs. FHAUX - Sharpe Ratio Comparison

The current FFTWX Sharpe Ratio is 1.50, which is comparable to the FHAUX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FFTWX and FHAUX, 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


FFTWXFHAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.25

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.45

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.56

-0.06

Correlation

The correlation between FFTWX and FHAUX 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. FHAUX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 6.44%, more than FHAUX's 2.55% yield.


TTM20252024202320222021202020192018201720162015
FFTWX
Fidelity Freedom 2025 Fund
6.44%6.44%3.74%2.08%9.66%10.38%5.75%6.09%6.39%3.04%3.91%5.60%
FHAUX
Fidelity Freedom Blend 2025 Fund
2.55%2.50%2.23%2.30%5.51%6.83%4.21%3.10%0.00%0.00%0.00%0.00%

Drawdowns

FFTWX vs. FHAUX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -47.51%, which is greater than FHAUX's maximum drawdown of -23.99%. Use the drawdown chart below to compare losses from any high point for FFTWX and FHAUX.


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Drawdown Indicators


FFTWXFHAUXDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-23.99%

-23.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-7.30%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-23.99%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-23.66%

Current Drawdown

Current decline from peak

-4.61%

-6.23%

+1.62%

Average Drawdown

Average peak-to-trough decline

-5.61%

-5.30%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.67%

+0.01%

Volatility

FFTWX vs. FHAUX - Volatility Comparison

Fidelity Freedom 2025 Fund (FFTWX) has a higher volatility of 4.25% compared to Fidelity Freedom Blend 2025 Fund (FHAUX) at 3.69%. This indicates that FFTWX's price experiences larger fluctuations and is considered to be riskier than FHAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTWXFHAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.69%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

6.09%

5.81%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.85%

9.76%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.87%

9.91%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.05%

10.94%

-0.89%