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

Correlation

The correlation between FFTWX and FXAIX is 0.90, 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. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund (FFTWX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFTWX:

0.46

FXAIX:

0.70

Sortino Ratio

FFTWX:

0.77

FXAIX:

1.13

Omega Ratio

FFTWX:

1.10

FXAIX:

1.17

Calmar Ratio

FFTWX:

0.36

FXAIX:

0.76

Martin Ratio

FFTWX:

2.15

FXAIX:

2.94

Ulcer Index

FFTWX:

2.44%

FXAIX:

4.87%

Daily Std Dev

FFTWX:

10.48%

FXAIX:

19.75%

Max Drawdown

FFTWX:

-44.91%

FXAIX:

-33.79%

Current Drawdown

FFTWX:

-8.05%

FXAIX:

-3.85%

Returns By Period

In the year-to-date period, FFTWX achieves a 1.88% return, which is significantly higher than FXAIX's 0.61% return. Over the past 10 years, FFTWX has underperformed FXAIX with an annualized return of 2.13%, while FXAIX has yielded a comparatively higher 12.57% annualized return.


FFTWX

YTD

1.88%

1M

3.16%

6M

-0.23%

1Y

4.77%

5Y*

3.93%

10Y*

2.13%

FXAIX

YTD

0.61%

1M

9.09%

6M

-0.93%

1Y

13.77%

5Y*

17.35%

10Y*

12.57%

*Annualized

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FFTWX vs. FXAIX - Expense Ratio Comparison

FFTWX has a 0.62% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Risk-Adjusted Performance

FFTWX vs. FXAIX — Risk-Adjusted Performance Rank

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

FFTWX
The Risk-Adjusted Performance Rank of FFTWX is 4949
Overall Rank
The Sharpe Ratio Rank of FFTWX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTWX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FFTWX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FFTWX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FFTWX is 6060
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7171
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFTWX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and Fidelity 500 Index Fund (FXAIX). 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.


The current FFTWX Sharpe Ratio is 0.46, which is lower than the FXAIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FFTWX and FXAIX, 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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Dividends

FFTWX vs. FXAIX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 2.27%, more than FXAIX's 1.26% yield.


TTM20242023202220212020201920182017201620152014
FFTWX
Fidelity Freedom 2025 Fund
2.27%2.30%2.05%2.89%2.42%1.09%1.72%1.84%1.28%1.63%4.17%8.80%
FXAIX
Fidelity 500 Index Fund
1.26%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FFTWX vs. FXAIX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -44.91%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FFTWX and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

FFTWX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund (FFTWX) is 3.27%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 6.15%. This indicates that FFTWX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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