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FHARX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHARX and FSELX is 0.78, 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

FHARX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2040 Fund (FHARX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FHARX:

0.54

FSELX:

-0.09

Sortino Ratio

FHARX:

0.92

FSELX:

0.21

Omega Ratio

FHARX:

1.13

FSELX:

1.03

Calmar Ratio

FHARX:

0.63

FSELX:

-0.10

Martin Ratio

FHARX:

2.64

FSELX:

-0.26

Ulcer Index

FHARX:

3.38%

FSELX:

15.79%

Daily Std Dev

FHARX:

15.32%

FSELX:

47.11%

Max Drawdown

FHARX:

-32.57%

FSELX:

-81.70%

Current Drawdown

FHARX:

-1.84%

FSELX:

-21.96%

Returns By Period

In the year-to-date period, FHARX achieves a 3.56% return, which is significantly higher than FSELX's -11.74% return.


FHARX

YTD

3.56%

1M

7.93%

6M

-0.51%

1Y

8.26%

5Y*

9.93%

10Y*

N/A

FSELX

YTD

-11.74%

1M

19.64%

6M

-16.62%

1Y

-4.18%

5Y*

23.70%

10Y*

14.88%

*Annualized

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FHARX vs. FSELX - Expense Ratio Comparison

FHARX has a 0.49% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

FHARX vs. FSELX — Risk-Adjusted Performance Rank

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

FHARX
The Risk-Adjusted Performance Rank of FHARX is 6060
Overall Rank
The Sharpe Ratio Rank of FHARX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FHARX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FHARX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FHARX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FHARX is 6767
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1515
Overall Rank
The Sharpe Ratio Rank of FSELX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1212
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.

FHARX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2040 Fund (FHARX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 FHARX Sharpe Ratio is 0.54, which is higher than the FSELX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of FHARX and FSELX, 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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Dividends

FHARX vs. FSELX - Dividend Comparison

FHARX's dividend yield for the trailing twelve months is around 1.63%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FHARX
Fidelity Freedom Blend 2040 Fund
1.63%1.71%1.67%2.38%2.49%1.18%1.74%1.69%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

FHARX vs. FSELX - Drawdown Comparison

The maximum FHARX drawdown since its inception was -32.57%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FHARX and FSELX. For additional features, visit the drawdowns tool.


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Volatility

FHARX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Freedom Blend 2040 Fund (FHARX) is 3.92%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 13.06%. This indicates that FHARX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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