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

Key characteristics


FFTWXFSPSX
YTD Return11.03%12.49%
1Y Return19.08%20.77%
3Y Return (Ann)2.55%5.18%
5Y Return (Ann)7.08%8.08%
10Y Return (Ann)6.81%5.57%
Sharpe Ratio2.201.62
Daily Std Dev8.49%12.75%
Max Drawdown-44.91%-33.69%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between FFTWX and FSPSX is 0.87, 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. FSPSX - Performance Comparison

In the year-to-date period, FFTWX achieves a 11.03% return, which is significantly lower than FSPSX's 12.49% return. Over the past 10 years, FFTWX has outperformed FSPSX with an annualized return of 6.81%, while FSPSX has yielded a comparatively lower 5.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%AprilMayJuneJulyAugustSeptember
6.72%
6.27%
FFTWX
FSPSX

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FFTWX vs. FSPSX - Expense Ratio Comparison

FFTWX has a 0.62% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


FFTWX
Fidelity Freedom 2025 Fund
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%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FFTWX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and Fidelity International Index Fund (FSPSX). 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 2.20, compared to the broader market-1.000.001.002.003.004.005.002.20
Sortino ratio
The chart of Sortino ratio for FFTWX, currently valued at 3.18, compared to the broader market0.005.0010.003.18
Omega ratio
The chart of Omega ratio for FFTWX, currently valued at 1.41, compared to the broader market1.002.003.004.001.41
Calmar ratio
The chart of Calmar ratio for FFTWX, currently valued at 1.10, compared to the broader market0.005.0010.0015.0020.001.10
Martin ratio
The chart of Martin ratio for FFTWX, currently valued at 11.56, compared to the broader market0.0020.0040.0060.0080.00100.0011.56
FSPSX
Sharpe ratio
The chart of Sharpe ratio for FSPSX, currently valued at 1.62, compared to the broader market-1.000.001.002.003.004.005.001.62
Sortino ratio
The chart of Sortino ratio for FSPSX, currently valued at 2.31, compared to the broader market0.005.0010.002.31
Omega ratio
The chart of Omega ratio for FSPSX, currently valued at 1.29, compared to the broader market1.002.003.004.001.29
Calmar ratio
The chart of Calmar ratio for FSPSX, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for FSPSX, currently valued at 8.20, compared to the broader market0.0020.0040.0060.0080.00100.008.20

FFTWX vs. FSPSX - Sharpe Ratio Comparison

The current FFTWX Sharpe Ratio is 2.20, which is higher than the FSPSX Sharpe Ratio of 1.62. The chart below compares the 12-month rolling Sharpe Ratio of FFTWX and FSPSX.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
2.20
1.62
FFTWX
FSPSX

Dividends

FFTWX vs. FSPSX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 2.58%, less than FSPSX's 2.83% yield.


TTM20232022202120202019201820172016201520142013
FFTWX
Fidelity Freedom 2025 Fund
2.58%2.08%9.66%10.38%5.75%6.09%6.47%4.12%3.91%5.82%8.80%5.88%
FSPSX
Fidelity International Index Fund
2.83%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%2.59%

Drawdowns

FFTWX vs. FSPSX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -44.91%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FFTWX and FSPSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember00
FFTWX
FSPSX

Volatility

FFTWX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund (FFTWX) is 2.55%, while Fidelity International Index Fund (FSPSX) has a volatility of 4.33%. This indicates that FFTWX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.55%
4.33%
FFTWX
FSPSX