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FFTWX vs. HYLS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTWX vs. HYLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund (FFTWX) and First Trust Tactical High Yield ETF (HYLS). The values are adjusted to include any dividend payments, if applicable.

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FFTWX vs. HYLS - 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%
HYLS
First Trust Tactical High Yield ETF
-1.46%8.00%5.85%13.66%-12.83%3.69%5.32%14.66%-2.46%6.39%

Returns By Period

In the year-to-date period, FFTWX achieves a -1.81% return, which is significantly lower than HYLS's -1.46% return. Over the past 10 years, FFTWX has outperformed HYLS with an annualized return of 7.51%, while HYLS has yielded a comparatively lower 4.38% 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%

HYLS

1D
1.20%
1M
-0.72%
YTD
-1.46%
6M
-0.32%
1Y
5.53%
3Y*
7.27%
5Y*
2.66%
10Y*
4.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFTWX vs. HYLS - Expense Ratio Comparison

FFTWX has a 0.62% expense ratio, which is lower than HYLS's 1.01% expense ratio.


Return for Risk

FFTWX vs. HYLS — 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

HYLS
HYLS Risk / Return Rank: 6868
Overall Rank
HYLS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
HYLS Sortino Ratio Rank: 6969
Sortino Ratio Rank
HYLS Omega Ratio Rank: 6969
Omega Ratio Rank
HYLS Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYLS Martin Ratio Rank: 6969
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. HYLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and First Trust Tactical High Yield ETF (HYLS). 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.


FFTWXHYLSDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.17

+0.16

Sortino ratio

Return per unit of downside risk

1.86

1.74

+0.13

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratio

Return relative to maximum drawdown

1.69

1.68

+0.02

Martin ratio

Return relative to average drawdown

7.33

6.97

+0.36

FFTWX vs. HYLS - Sharpe Ratio Comparison

The current FFTWX Sharpe Ratio is 1.32, which is comparable to the HYLS Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FFTWX and HYLS, 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


FFTWXHYLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.17

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.41

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.66

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.67

-0.17

Correlation

The correlation between FFTWX and HYLS is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFTWX vs. HYLS - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 6.56%, less than HYLS's 6.69% 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%
HYLS
First Trust Tactical High Yield ETF
6.69%6.38%6.25%5.98%7.38%5.48%5.09%5.17%5.81%5.53%5.37%6.11%

Drawdowns

FFTWX vs. HYLS - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -47.51%, which is greater than HYLS's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for FFTWX and HYLS.


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Drawdown Indicators


FFTWXHYLSDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-22.99%

-24.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-3.33%

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-15.75%

-7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-23.66%

-22.99%

-0.67%

Current Drawdown

Current decline from peak

-6.27%

-1.93%

-4.34%

Average Drawdown

Average peak-to-trough decline

-5.61%

-2.17%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

0.80%

+0.86%

Volatility

FFTWX vs. HYLS - Volatility Comparison

Fidelity Freedom 2025 Fund (FFTWX) has a higher volatility of 3.73% compared to First Trust Tactical High Yield ETF (HYLS) at 2.11%. This indicates that FFTWX's price experiences larger fluctuations and is considered to be riskier than HYLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTWXHYLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

2.11%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

5.84%

2.67%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

4.75%

+4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.84%

6.59%

+3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.04%

6.70%

+3.34%