FHAUX vs. FFTWX
FHAUX (Fidelity Freedom Blend 2025 Fund) and FFTWX (Fidelity Freedom 2025 Fund) are both Target Retirement Date funds from Fidelity. Over the past 5 years, FHAUX returned 5.60%/yr vs 5.92%/yr for FFTWX. With a 0.99 correlation, they move nearly in lockstep. FHAUX charges 0.45%/yr vs 0.62%/yr for FFTWX.
Performance
FHAUX vs. FFTWX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FHAUX having a 8.26% return and FFTWX slightly higher at 8.38%.
FHAUX
- 1D
- -0.23%
- 1M
- 1.94%
- YTD
- 8.26%
- 6M
- 8.02%
- 1Y
- 18.45%
- 3Y*
- 12.87%
- 5Y*
- 5.60%
- 10Y*
- —
FFTWX
- 1D
- -0.32%
- 1M
- 1.94%
- YTD
- 8.38%
- 6M
- 8.16%
- 1Y
- 18.75%
- 3Y*
- 13.20%
- 5Y*
- 5.92%
- 10Y*
- 8.63%
FHAUX vs. FFTWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FHAUX Fidelity Freedom Blend 2025 Fund | 8.26% | 15.91% | 7.88% | 14.03% | -17.27% | 9.71% | 14.06% | 20.01% | -9.80% |
FFTWX Fidelity Freedom 2025 Fund | 8.38% | 16.46% | 8.20% | 14.10% | -16.66% | 10.09% | 14.70% | 19.45% | -8.37% |
Correlation
The correlation between FHAUX and FFTWX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2018 | 0.99 |
The correlation between FHAUX and FFTWX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
FHAUX vs. FFTWX — Risk / Return Rank
FHAUX
FFTWX
FHAUX vs. FFTWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2025 Fund (FHAUX) and Fidelity Freedom 2025 Fund (FFTWX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FHAUX | FFTWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.44 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.03 | -0.01 |
| Martin ratioReturn relative to average drawdown | 12.83 | 13.04 | -0.21 |
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Drawdowns
FHAUX vs. FFTWX - Drawdown Comparison
The maximum FHAUX drawdown since its inception was -23.99%, smaller than the maximum FFTWX drawdown of -47.51%. Use the drawdown chart below to compare losses from any high point for FHAUX and FFTWX.
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Drawdown Indicators
| FHAUX | FFTWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.99% | -47.51% | +23.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -6.40% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -8.94% | -8.87% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.99% | -23.66% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.66% | — |
Current DrawdownCurrent decline from peak | -0.23% | -0.32% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -5.56% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 1.49% | -0.01% |
Volatility
FHAUX vs. FFTWX - Volatility Comparison
Fidelity Freedom Blend 2025 Fund (FHAUX) and Fidelity Freedom 2025 Fund (FFTWX) have volatilities of 3.57% and 3.57%, 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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Volatility by Period
| FHAUX | FFTWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 3.57% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 7.35% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.59% | 8.62% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.10% | 10.04% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.96% | 10.12% | +0.84% |
FHAUX vs. FFTWX - Expense Ratio Comparison
FHAUX has a 0.45% expense ratio, which is lower than FFTWX's 0.62% expense ratio.
Dividends
FHAUX vs. FFTWX - Dividend Comparison
FHAUX's dividend yield for the trailing twelve months is around 3.24%, less than FFTWX's 6.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFTWX Fidelity Freedom 2025 Fund | 6.75% | 6.44% | 3.74% | 2.08% | 9.66% | 10.38% | 5.75% | 6.09% | 6.39% | 3.04% | 3.91% | 5.60% |
FHAUX Fidelity Freedom Blend 2025 Fund | 3.24% | 2.50% | 2.23% | 2.30% | 5.51% | 6.83% | 4.21% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, FHAUX and FFTWX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FFTWX has higher volatility (3.57%) compared to FHAUX (3.57%). In terms of maximum drawdown, FHAUX dropped -23.99% vs FFTWX's -47.51%.
FFTWX currently has the higher Sharpe Ratio (2.26 vs 2.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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