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FFWTX vs. JRLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFWTX vs. JRLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2010 Fund Institutional Premium Class (FFWTX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). The values are adjusted to include any dividend payments, if applicable.

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FFWTX vs. JRLVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFWTX
Fidelity Freedom Index 2010 Fund Institutional Premium Class
-0.07%10.16%5.83%9.88%-12.97%5.15%10.45%14.36%-2.58%10.73%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
-0.92%19.25%14.50%18.00%-18.06%18.45%16.23%25.03%-8.29%17.40%

Returns By Period

In the year-to-date period, FFWTX achieves a -0.07% return, which is significantly higher than JRLVX's -0.92% return. Over the past 10 years, FFWTX has underperformed JRLVX with an annualized return of 5.20%, while JRLVX has yielded a comparatively higher 10.19% annualized return.


FFWTX

1D
0.82%
1M
-2.17%
YTD
-0.07%
6M
1.03%
1Y
7.89%
3Y*
7.08%
5Y*
3.13%
10Y*
5.20%

JRLVX

1D
2.59%
1M
-5.31%
YTD
-0.92%
6M
1.47%
1Y
18.74%
3Y*
14.72%
5Y*
7.76%
10Y*
10.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFWTX vs. JRLVX - Expense Ratio Comparison

FFWTX has a 0.08% expense ratio, which is higher than JRLVX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FFWTX vs. JRLVX — Risk / Return Rank

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

FFWTX
FFWTX Risk / Return Rank: 8383
Overall Rank
FFWTX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FFWTX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFWTX Omega Ratio Rank: 8181
Omega Ratio Rank
FFWTX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FFWTX Martin Ratio Rank: 8484
Martin Ratio Rank

JRLVX
JRLVX Risk / Return Rank: 6363
Overall Rank
JRLVX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JRLVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
JRLVX Omega Ratio Rank: 6262
Omega Ratio Rank
JRLVX Calmar Ratio Rank: 6161
Calmar Ratio Rank
JRLVX 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.

FFWTX vs. JRLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2010 Fund Institutional Premium Class (FFWTX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). 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.


FFWTXJRLVXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.24

+0.38

Sortino ratio

Return per unit of downside risk

2.30

1.80

+0.50

Omega ratio

Gain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratio

Return relative to maximum drawdown

2.26

1.72

+0.54

Martin ratio

Return relative to average drawdown

9.11

8.20

+0.92

FFWTX vs. JRLVX - Sharpe Ratio Comparison

The current FFWTX Sharpe Ratio is 1.62, which is higher than the JRLVX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FFWTX and JRLVX, 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


FFWTXJRLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.24

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.53

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.64

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.59

+0.19

Correlation

The correlation between FFWTX and JRLVX 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.


Dividends

FFWTX vs. JRLVX - Dividend Comparison

FFWTX's dividend yield for the trailing twelve months is around 4.56%, more than JRLVX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
FFWTX
Fidelity Freedom Index 2010 Fund Institutional Premium Class
4.56%4.56%5.03%3.32%3.76%3.70%2.59%16.46%4.78%2.64%1.91%1.62%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
3.59%3.55%1.89%2.24%8.03%6.00%4.26%8.99%10.96%4.29%3.40%1.90%

Drawdowns

FFWTX vs. JRLVX - Drawdown Comparison

The maximum FFWTX drawdown since its inception was -17.44%, smaller than the maximum JRLVX drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for FFWTX and JRLVX.


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Drawdown Indicators


FFWTXJRLVXDifference

Max Drawdown

Largest peak-to-trough decline

-17.44%

-32.53%

+15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-11.23%

+7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-17.44%

-25.64%

+8.20%

Max Drawdown (10Y)

Largest decline over 10 years

-17.44%

-32.53%

+15.09%

Current Drawdown

Current decline from peak

-2.60%

-6.13%

+3.53%

Average Drawdown

Average peak-to-trough decline

-2.94%

-4.61%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.36%

-1.45%

Volatility

FFWTX vs. JRLVX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2010 Fund Institutional Premium Class (FFWTX) is 2.22%, while John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) has a volatility of 5.56%. This indicates that FFWTX experiences smaller price fluctuations and is considered to be less risky than JRLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFWTXJRLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

5.56%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

8.84%

-5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

15.49%

-10.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

14.74%

-8.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

15.96%

-9.87%