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FHAQX vs. JRLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHAQX vs. JRLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2045 Fund (FHAQX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). The values are adjusted to include any dividend payments, if applicable.

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FHAQX vs. JRLVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHAQX
Fidelity Freedom Blend 2045 Fund
0.27%22.54%13.58%20.50%-19.03%16.23%17.77%26.42%-14.60%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
-0.06%19.25%14.50%18.00%-18.06%18.45%16.23%25.03%-11.95%

Returns By Period

In the year-to-date period, FHAQX achieves a 0.27% return, which is significantly higher than JRLVX's -0.06% return.


FHAQX

1D
-0.13%
1M
-3.42%
YTD
0.27%
6M
2.80%
1Y
26.30%
3Y*
16.03%
5Y*
8.24%
10Y*

JRLVX

1D
0.00%
1M
-3.36%
YTD
-0.06%
6M
1.92%
1Y
23.61%
3Y*
14.91%
5Y*
7.94%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHAQX vs. JRLVX - Expense Ratio Comparison

FHAQX has a 0.49% expense ratio, which is higher than JRLVX's 0.01% expense ratio.


Return for Risk

FHAQX vs. JRLVX — Risk / Return Rank

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

FHAQX
FHAQX Risk / Return Rank: 6868
Overall Rank
FHAQX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FHAQX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FHAQX Omega Ratio Rank: 6666
Omega Ratio Rank
FHAQX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FHAQX Martin Ratio Rank: 7474
Martin Ratio Rank

JRLVX
JRLVX Risk / Return Rank: 6262
Overall Rank
JRLVX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JRLVX Sortino Ratio Rank: 6060
Sortino Ratio Rank
JRLVX Omega Ratio Rank: 6161
Omega Ratio Rank
JRLVX Calmar Ratio Rank: 5959
Calmar Ratio Rank
JRLVX Martin Ratio Rank: 7171
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.

FHAQX vs. JRLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2045 Fund (FHAQX) and John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX). 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.


FHAQXJRLVXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.23

+0.12

Sortino ratio

Return per unit of downside risk

1.94

1.79

+0.15

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratio

Return relative to maximum drawdown

1.96

1.76

+0.20

Martin ratio

Return relative to average drawdown

8.72

8.22

+0.51

FHAQX vs. JRLVX - Sharpe Ratio Comparison

The current FHAQX Sharpe Ratio is 1.35, which is comparable to the JRLVX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FHAQX and JRLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FHAQXJRLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.23

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.54

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.59

-0.02

Correlation

The correlation between FHAQX and JRLVX is 0.98, 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

FHAQX vs. JRLVX - Dividend Comparison

FHAQX's dividend yield for the trailing twelve months is around 2.63%, less than JRLVX's 3.56% yield.


TTM20252024202320222021202020192018201720162015
FHAQX
Fidelity Freedom Blend 2045 Fund
2.63%2.64%2.34%1.89%6.27%8.65%4.90%3.32%0.00%0.00%0.00%0.00%
JRLVX
John Hancock Funds Multi-Index 2045 Lifetime Portfolio
3.56%3.55%1.89%2.24%8.03%6.00%4.26%8.99%10.96%4.29%3.40%1.90%

Drawdowns

FHAQX vs. JRLVX - Drawdown Comparison

The maximum FHAQX drawdown since its inception was -31.34%, roughly equal to the maximum JRLVX drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for FHAQX and JRLVX.


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Drawdown Indicators


FHAQXJRLVXDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-32.53%

+1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-8.50%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-27.79%

-25.64%

-2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

Current Drawdown

Current decline from peak

-5.91%

-5.32%

-0.59%

Average Drawdown

Average peak-to-trough decline

-6.20%

-4.61%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.41%

+0.16%

Volatility

FHAQX vs. JRLVX - Volatility Comparison

Fidelity Freedom Blend 2045 Fund (FHAQX) has a higher volatility of 6.12% compared to John Hancock Funds Multi-Index 2045 Lifetime Portfolio (JRLVX) at 5.35%. This indicates that FHAQX's price experiences larger fluctuations and is considered to be riskier than JRLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHAQXJRLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

5.35%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

8.86%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

15.51%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

14.73%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

15.95%

+1.00%