PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FHABX vs. FPHAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHABX and FPHAX is 0.54, 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.


-0.50.00.51.00.5

Performance

FHABX vs. FPHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2010 Fund Class A (FHABX) and Fidelity Select Pharmaceuticals Portfolio (FPHAX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
1.19%
-13.14%
FHABX
FPHAX

Key characteristics

Sharpe Ratio

FHABX:

1.50

FPHAX:

0.16

Sortino Ratio

FHABX:

2.21

FPHAX:

0.34

Omega Ratio

FHABX:

1.27

FPHAX:

1.04

Calmar Ratio

FHABX:

0.70

FPHAX:

0.13

Martin Ratio

FHABX:

5.83

FPHAX:

0.30

Ulcer Index

FHABX:

1.29%

FPHAX:

9.16%

Daily Std Dev

FHABX:

5.00%

FPHAX:

16.79%

Max Drawdown

FHABX:

-21.66%

FPHAX:

-37.34%

Current Drawdown

FHABX:

-3.50%

FPHAX:

-14.23%

Returns By Period

In the year-to-date period, FHABX achieves a 2.42% return, which is significantly lower than FPHAX's 5.76% return.


FHABX

YTD

2.42%

1M

1.70%

6M

1.19%

1Y

7.72%

5Y*

1.33%

10Y*

N/A

FPHAX

YTD

5.76%

1M

9.56%

6M

-13.13%

1Y

2.52%

5Y*

3.48%

10Y*

3.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FHABX vs. FPHAX - Expense Ratio Comparison

FHABX has a 0.66% expense ratio, which is lower than FPHAX's 0.75% expense ratio.


FPHAX
Fidelity Select Pharmaceuticals Portfolio
Expense ratio chart for FPHAX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FHABX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

FHABX vs. FPHAX — Risk-Adjusted Performance Rank

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

FHABX
The Risk-Adjusted Performance Rank of FHABX is 6868
Overall Rank
The Sharpe Ratio Rank of FHABX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FHABX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FHABX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FHABX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FHABX is 6767
Martin Ratio Rank

FPHAX
The Risk-Adjusted Performance Rank of FPHAX is 99
Overall Rank
The Sharpe Ratio Rank of FPHAX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FPHAX is 99
Sortino Ratio Rank
The Omega Ratio Rank of FPHAX is 88
Omega Ratio Rank
The Calmar Ratio Rank of FPHAX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FPHAX is 88
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.

FHABX vs. FPHAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2010 Fund Class A (FHABX) and Fidelity Select Pharmaceuticals Portfolio (FPHAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FHABX, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.500.16
The chart of Sortino ratio for FHABX, currently valued at 2.21, compared to the broader market0.002.004.006.008.0010.0012.002.210.34
The chart of Omega ratio for FHABX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.04
The chart of Calmar ratio for FHABX, currently valued at 0.70, compared to the broader market0.005.0010.0015.0020.000.700.13
The chart of Martin ratio for FHABX, currently valued at 5.83, compared to the broader market0.0020.0040.0060.0080.005.830.30
FHABX
FPHAX

The current FHABX Sharpe Ratio is 1.50, which is higher than the FPHAX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of FHABX and FPHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.50
0.16
FHABX
FPHAX

Dividends

FHABX vs. FPHAX - Dividend Comparison

FHABX's dividend yield for the trailing twelve months is around 2.36%, more than FPHAX's 1.14% yield.


TTM20242023202220212020201920182017201620152014
FHABX
Fidelity Advisor Freedom Blend 2010 Fund Class A
2.36%2.42%2.32%3.11%2.00%1.00%1.17%1.13%0.00%0.00%0.00%0.00%
FPHAX
Fidelity Select Pharmaceuticals Portfolio
1.14%1.21%0.63%1.33%1.17%1.31%1.31%1.44%1.33%1.07%5.59%5.81%

Drawdowns

FHABX vs. FPHAX - Drawdown Comparison

The maximum FHABX drawdown since its inception was -21.66%, smaller than the maximum FPHAX drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for FHABX and FPHAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.50%
-14.23%
FHABX
FPHAX

Volatility

FHABX vs. FPHAX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2010 Fund Class A (FHABX) is 1.21%, while Fidelity Select Pharmaceuticals Portfolio (FPHAX) has a volatility of 5.14%. This indicates that FHABX experiences smaller price fluctuations and is considered to be less risky than FPHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
1.21%
5.14%
FHABX
FPHAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab