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FHALX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHALX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend Income Fund Class M (FHALX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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FHALX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHALX
Fidelity Advisor Freedom Blend Income Fund Class M
-0.66%9.49%3.68%7.55%-12.14%2.21%8.11%9.86%-2.25%
FSPGX
Fidelity Large Cap Growth Index Fund
-13.03%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-15.50%

Returns By Period

In the year-to-date period, FHALX achieves a -0.66% return, which is significantly higher than FSPGX's -13.03% return.


FHALX

1D
0.19%
1M
-3.48%
YTD
-0.66%
6M
0.52%
1Y
6.61%
3Y*
5.43%
5Y*
1.89%
10Y*

FSPGX

1D
-0.45%
1M
-8.63%
YTD
-13.03%
6M
-12.06%
1Y
14.49%
3Y*
19.68%
5Y*
11.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHALX vs. FSPGX - Expense Ratio Comparison

FHALX has a 0.91% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Return for Risk

FHALX vs. FSPGX — Risk / Return Rank

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

FHALX
FHALX Risk / Return Rank: 7777
Overall Rank
FHALX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FHALX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FHALX Omega Ratio Rank: 7474
Omega Ratio Rank
FHALX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FHALX Martin Ratio Rank: 7878
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2828
Overall Rank
FSPGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 3232
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 2323
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.

FHALX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend Income Fund Class M (FHALX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


FHALXFSPGXDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.66

+0.78

Sortino ratio

Return per unit of downside risk

1.99

1.10

+0.89

Omega ratio

Gain probability vs. loss probability

1.28

1.15

+0.13

Calmar ratio

Return relative to maximum drawdown

1.83

0.72

+1.11

Martin ratio

Return relative to average drawdown

7.58

2.51

+5.07

FHALX vs. FSPGX - Sharpe Ratio Comparison

The current FHALX Sharpe Ratio is 1.44, which is higher than the FSPGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FHALX and FSPGX, 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


FHALXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.66

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.56

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.78

-0.14

Correlation

The correlation between FHALX and FSPGX is 0.59, 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

FHALX vs. FSPGX - Dividend Comparison

FHALX's dividend yield for the trailing twelve months is around 2.76%, more than FSPGX's 0.40% yield.


TTM202520242023202220212020201920182017
FHALX
Fidelity Advisor Freedom Blend Income Fund Class M
2.76%2.69%2.49%2.37%4.09%3.60%2.07%1.91%1.30%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%

Drawdowns

FHALX vs. FSPGX - Drawdown Comparison

The maximum FHALX drawdown since its inception was -16.56%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FHALX and FSPGX.


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Drawdown Indicators


FHALXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-16.56%

-32.66%

+16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-16.17%

+12.50%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-32.66%

+16.10%

Current Drawdown

Current decline from peak

-3.48%

-16.17%

+12.69%

Average Drawdown

Average peak-to-trough decline

-3.66%

-6.43%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

4.63%

-3.74%

Volatility

FHALX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend Income Fund Class M (FHALX) is 2.07%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.33%. This indicates that FHALX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHALXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

5.33%

-3.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

11.79%

-8.71%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

22.32%

-17.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

21.46%

-16.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

21.63%

-16.69%