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FHAOX vs. FDEEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHAOX and FDEEX is 0.93, 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.


Performance

FHAOX vs. FDEEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2055 Fund (FHAOX) and Fidelity Freedom 2055 Fund (FDEEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FHAOX:

0.71

FDEEX:

0.73

Sortino Ratio

FHAOX:

0.97

FDEEX:

1.00

Omega Ratio

FHAOX:

1.14

FDEEX:

1.14

Calmar Ratio

FHAOX:

0.66

FDEEX:

0.69

Martin Ratio

FHAOX:

2.84

FDEEX:

2.94

Ulcer Index

FHAOX:

3.61%

FDEEX:

3.62%

Daily Std Dev

FHAOX:

16.65%

FDEEX:

16.67%

Max Drawdown

FHAOX:

-31.31%

FDEEX:

-31.00%

Current Drawdown

FHAOX:

-0.45%

FDEEX:

-0.36%

Returns By Period

In the year-to-date period, FHAOX achieves a 5.81% return, which is significantly lower than FDEEX's 6.46% return.


FHAOX

YTD

5.81%

1M

5.06%

6M

2.32%

1Y

10.98%

3Y*

10.65%

5Y*

11.98%

10Y*

N/A

FDEEX

YTD

6.46%

1M

5.40%

6M

3.05%

1Y

11.42%

3Y*

11.10%

5Y*

12.53%

10Y*

8.93%

*Annualized

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Fidelity Freedom Blend 2055 Fund

Fidelity Freedom 2055 Fund

FHAOX vs. FDEEX - Expense Ratio Comparison

FHAOX has a 0.49% expense ratio, which is lower than FDEEX's 0.75% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FHAOX vs. FDEEX — Risk-Adjusted Performance Rank

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

FHAOX
The Risk-Adjusted Performance Rank of FHAOX is 5454
Overall Rank
The Sharpe Ratio Rank of FHAOX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FHAOX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FHAOX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FHAOX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FHAOX is 6262
Martin Ratio Rank

FDEEX
The Risk-Adjusted Performance Rank of FDEEX is 5656
Overall Rank
The Sharpe Ratio Rank of FDEEX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FDEEX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDEEX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDEEX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FDEEX is 6464
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.

FHAOX vs. FDEEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2055 Fund (FHAOX) and Fidelity Freedom 2055 Fund (FDEEX). 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.


The current FHAOX Sharpe Ratio is 0.71, which is comparable to the FDEEX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FHAOX and FDEEX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FHAOX vs. FDEEX - Dividend Comparison

FHAOX's dividend yield for the trailing twelve months is around 3.03%, less than FDEEX's 3.82% yield.


TTM20242023202220212020201920182017201620152014
FHAOX
Fidelity Freedom Blend 2055 Fund
3.03%2.49%1.92%6.09%8.36%4.54%2.98%3.71%0.00%0.00%0.00%0.00%
FDEEX
Fidelity Freedom 2055 Fund
3.82%1.73%1.91%11.37%11.20%4.20%6.23%6.68%3.59%3.52%4.99%4.94%

Drawdowns

FHAOX vs. FDEEX - Drawdown Comparison

The maximum FHAOX drawdown since its inception was -31.31%, roughly equal to the maximum FDEEX drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for FHAOX and FDEEX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FHAOX vs. FDEEX - Volatility Comparison

Fidelity Freedom Blend 2055 Fund (FHAOX) and Fidelity Freedom 2055 Fund (FDEEX) have volatilities of 3.47% and 3.36%, 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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