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FHALX vs. PDDDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHALX vs. PDDDX - 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 Prudential Day One 2020 Fund (PDDDX). The values are adjusted to include any dividend payments, if applicable.

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FHALX vs. PDDDX - 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%
PDDDX
Prudential Day One 2020 Fund
-0.38%10.40%15.97%9.52%-12.63%36.80%8.13%14.99%-6.37%

Returns By Period

In the year-to-date period, FHALX achieves a -0.66% return, which is significantly lower than PDDDX's -0.38% return.


FHALX

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

PDDDX

1D
0.19%
1M
-3.71%
YTD
-0.38%
6M
0.92%
1Y
8.21%
3Y*
10.50%
5Y*
10.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHALX vs. PDDDX - Expense Ratio Comparison

FHALX has a 0.91% expense ratio, which is higher than PDDDX's 0.76% expense ratio.


Return for Risk

FHALX vs. PDDDX — 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

PDDDX
PDDDX Risk / Return Rank: 7373
Overall Rank
PDDDX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PDDDX Sortino Ratio Rank: 7373
Sortino Ratio Rank
PDDDX Omega Ratio Rank: 7373
Omega Ratio Rank
PDDDX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PDDDX Martin Ratio Rank: 7878
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. PDDDX - 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 Prudential Day One 2020 Fund (PDDDX). 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.


FHALXPDDDXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.29

+0.15

Sortino ratio

Return per unit of downside risk

1.99

1.82

+0.17

Omega ratio

Gain probability vs. loss probability

1.28

1.28

+0.01

Calmar ratio

Return relative to maximum drawdown

1.83

1.55

+0.28

Martin ratio

Return relative to average drawdown

7.58

7.61

-0.03

FHALX vs. PDDDX - Sharpe Ratio Comparison

The current FHALX Sharpe Ratio is 1.44, which is comparable to the PDDDX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of FHALX and PDDDX, 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


FHALXPDDDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.29

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.76

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.77

-0.13

Correlation

The correlation between FHALX and PDDDX is 0.84, 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

FHALX vs. PDDDX - Dividend Comparison

FHALX's dividend yield for the trailing twelve months is around 2.76%, less than PDDDX's 4.07% 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%
PDDDX
Prudential Day One 2020 Fund
4.07%4.05%19.73%3.22%8.41%28.05%1.91%3.76%3.05%0.86%

Drawdowns

FHALX vs. PDDDX - Drawdown Comparison

The maximum FHALX drawdown since its inception was -16.56%, smaller than the maximum PDDDX drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for FHALX and PDDDX.


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Drawdown Indicators


FHALXPDDDXDifference

Max Drawdown

Largest peak-to-trough decline

-16.56%

-18.88%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-5.29%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-16.64%

+0.08%

Current Drawdown

Current decline from peak

-3.48%

-3.71%

+0.23%

Average Drawdown

Average peak-to-trough decline

-3.66%

-3.06%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.08%

-0.19%

Volatility

FHALX vs. PDDDX - Volatility Comparison

Fidelity Advisor Freedom Blend Income Fund Class M (FHALX) and Prudential Day One 2020 Fund (PDDDX) have volatilities of 2.07% and 2.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHALXPDDDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

2.04%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

3.54%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

6.57%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

13.74%

-8.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

11.45%

-6.51%