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FHATX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHATX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2030 Fund (FHATX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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FHATX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHATX
Fidelity Freedom Blend 2030 Fund
-2.20%16.87%11.20%15.29%-17.26%11.13%15.04%22.58%-12.00%
FSPGX
Fidelity Large Cap Growth Index Fund
-13.03%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-15.50%

Returns By Period

In the year-to-date period, FHATX achieves a -2.20% return, which is significantly higher than FSPGX's -13.03% return.


FHATX

1D
0.00%
1M
-6.62%
YTD
-2.20%
6M
0.17%
1Y
13.18%
3Y*
11.39%
5Y*
5.54%
10Y*

FSPGX

1D
-0.45%
1M
-8.63%
YTD
-13.03%
6M
-12.06%
1Y
14.49%
3Y*
19.68%
5Y*
11.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHATX vs. FSPGX - Expense Ratio Comparison

FHATX has a 0.46% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Return for Risk

FHATX vs. FSPGX — Risk / Return Rank

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

FHATX
FHATX Risk / Return Rank: 7171
Overall Rank
FHATX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FHATX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FHATX Omega Ratio Rank: 7070
Omega Ratio Rank
FHATX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FHATX Martin Ratio Rank: 7373
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2828
Overall Rank
FSPGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 3232
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 2323
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.

FHATX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2030 Fund (FHATX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


FHATXFSPGXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.66

+0.57

Sortino ratio

Return per unit of downside risk

1.76

1.10

+0.65

Omega ratio

Gain probability vs. loss probability

1.26

1.15

+0.11

Calmar ratio

Return relative to maximum drawdown

1.54

0.72

+0.82

Martin ratio

Return relative to average drawdown

6.89

2.51

+4.38

FHATX vs. FSPGX - Sharpe Ratio Comparison

The current FHATX Sharpe Ratio is 1.23, which is higher than the FSPGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FHATX and FSPGX, 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


FHATXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.66

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.56

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.78

-0.21

Correlation

The correlation between FHATX and FSPGX is 0.83, 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

FHATX vs. FSPGX - Dividend Comparison

FHATX's dividend yield for the trailing twelve months is around 3.07%, more than FSPGX's 0.40% yield.


TTM202520242023202220212020201920182017
FHATX
Fidelity Freedom Blend 2030 Fund
3.07%3.00%4.18%2.22%5.68%7.21%4.46%3.33%0.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%

Drawdowns

FHATX vs. FSPGX - Drawdown Comparison

The maximum FHATX drawdown since its inception was -24.70%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FHATX and FSPGX.


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Drawdown Indicators


FHATXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-24.70%

-32.66%

+7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-16.17%

+8.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.67%

-32.66%

+7.99%

Current Drawdown

Current decline from peak

-6.76%

-16.17%

+9.41%

Average Drawdown

Average peak-to-trough decline

-5.45%

-6.43%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

4.63%

-2.85%

Volatility

FHATX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Freedom Blend 2030 Fund (FHATX) is 3.99%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.33%. This indicates that FHATX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHATXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

5.33%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

11.79%

-5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.76%

22.32%

-11.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

21.46%

-10.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.36%

21.63%

-9.27%