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FHAPX vs. NOSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHAPX vs. NOSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2050 Fund (FHAPX) and Northern Stock Index Fund (NOSIX). The values are adjusted to include any dividend payments, if applicable.

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FHAPX vs. NOSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHAPX
Fidelity Freedom Blend 2050 Fund
-3.62%22.63%16.27%20.48%-19.04%16.29%17.82%26.35%-15.00%
NOSIX
Northern Stock Index Fund
-7.06%17.83%24.87%26.24%-18.25%28.55%18.33%31.35%-13.09%

Returns By Period

In the year-to-date period, FHAPX achieves a -3.62% return, which is significantly higher than NOSIX's -7.06% return.


FHAPX

1D
-0.35%
1M
-9.04%
YTD
-3.62%
6M
-0.34%
1Y
18.28%
3Y*
15.61%
5Y*
8.19%
10Y*

NOSIX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.42%
3Y*
17.12%
5Y*
11.31%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHAPX vs. NOSIX - Expense Ratio Comparison

FHAPX has a 0.49% expense ratio, which is higher than NOSIX's 0.05% expense ratio.


Return for Risk

FHAPX vs. NOSIX — Risk / Return Rank

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

FHAPX
FHAPX Risk / Return Rank: 6666
Overall Rank
FHAPX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FHAPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FHAPX Omega Ratio Rank: 6666
Omega Ratio Rank
FHAPX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FHAPX Martin Ratio Rank: 7070
Martin Ratio Rank

NOSIX
NOSIX Risk / Return Rank: 4040
Overall Rank
NOSIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NOSIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
NOSIX Omega Ratio Rank: 4747
Omega Ratio Rank
NOSIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
NOSIX Martin Ratio Rank: 4040
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.

FHAPX vs. NOSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2050 Fund (FHAPX) and Northern Stock Index Fund (NOSIX). 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.


FHAPXNOSIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.79

+0.35

Sortino ratio

Return per unit of downside risk

1.65

1.28

+0.37

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.45

0.88

+0.57

Martin ratio

Return relative to average drawdown

6.58

4.18

+2.40

FHAPX vs. NOSIX - Sharpe Ratio Comparison

The current FHAPX Sharpe Ratio is 1.14, which is higher than the NOSIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FHAPX and NOSIX, 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


FHAPXNOSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.79

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.66

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.47

+0.09

Correlation

The correlation between FHAPX and NOSIX is 0.91, 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

FHAPX vs. NOSIX - Dividend Comparison

FHAPX's dividend yield for the trailing twelve months is around 2.56%, less than NOSIX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
FHAPX
Fidelity Freedom Blend 2050 Fund
2.56%2.47%4.84%1.86%6.21%8.52%4.82%3.28%0.00%0.00%0.00%0.00%
NOSIX
Northern Stock Index Fund
3.17%2.94%2.59%5.02%4.72%3.22%4.00%2.41%4.82%3.13%2.76%3.36%

Drawdowns

FHAPX vs. NOSIX - Drawdown Comparison

The maximum FHAPX drawdown since its inception was -31.30%, smaller than the maximum NOSIX drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for FHAPX and NOSIX.


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Drawdown Indicators


FHAPXNOSIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.30%

-55.42%

+24.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-12.11%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-27.81%

-24.54%

-3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

Current Drawdown

Current decline from peak

-9.62%

-8.89%

-0.73%

Average Drawdown

Average peak-to-trough decline

-6.23%

-10.39%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.67%

-0.18%

Volatility

FHAPX vs. NOSIX - Volatility Comparison

Fidelity Freedom Blend 2050 Fund (FHAPX) has a higher volatility of 5.44% compared to Northern Stock Index Fund (NOSIX) at 4.24%. This indicates that FHAPX's price experiences larger fluctuations and is considered to be riskier than NOSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHAPXNOSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.24%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

9.20%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

19.35%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

17.16%

-2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

18.17%

-1.24%