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

Correlation

The correlation between FHBFX and FSELX is 0.80, 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

FHBFX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2045 Fund Class Z (FHBFX) 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

FHBFX:

0.72

FSELX:

-0.02

Sortino Ratio

FHBFX:

0.98

FSELX:

0.22

Omega Ratio

FHBFX:

1.14

FSELX:

1.03

Calmar Ratio

FHBFX:

0.67

FSELX:

-0.10

Martin Ratio

FHBFX:

2.89

FSELX:

-0.26

Ulcer Index

FHBFX:

3.61%

FSELX:

14.05%

Daily Std Dev

FHBFX:

16.62%

FSELX:

47.01%

Max Drawdown

FHBFX:

-31.28%

FSELX:

-81.70%

Current Drawdown

FHBFX:

-0.38%

FSELX:

-12.22%

Returns By Period

In the year-to-date period, FHBFX achieves a 5.97% return, which is significantly higher than FSELX's -4.43% return.


FHBFX

YTD

5.97%

1M

5.14%

6M

2.38%

1Y

11.15%

3Y*

10.79%

5Y*

12.11%

10Y*

N/A

FSELX

YTD

-4.43%

1M

14.55%

6M

-2.93%

1Y

0.10%

3Y*

27.55%

5Y*

30.01%

10Y*

23.75%

*Annualized

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FHBFX vs. FSELX - Expense Ratio Comparison

FHBFX has a 0.39% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FHBFX vs. FSELX — Risk-Adjusted Performance Rank

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

FHBFX
The Risk-Adjusted Performance Rank of FHBFX is 5555
Overall Rank
The Sharpe Ratio Rank of FHBFX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FHBFX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FHBFX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FHBFX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FHBFX is 6363
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1010
Overall Rank
The Sharpe Ratio Rank of FSELX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
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.

FHBFX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2045 Fund Class Z (FHBFX) 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 FHBFX Sharpe Ratio is 0.72, which is higher than the FSELX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FHBFX 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FHBFX vs. FSELX - Dividend Comparison

FHBFX's dividend yield for the trailing twelve months is around 2.94%, less than FSELX's 9.03% yield.


TTM20242023202220212020201920182017201620152014
FHBFX
Fidelity Advisor Freedom Blend 2045 Fund Class Z
2.94%2.40%1.95%6.31%8.72%4.91%3.29%3.17%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
9.03%3.99%7.20%6.69%6.99%8.13%3.36%19.33%14.65%3.82%15.22%3.01%

Drawdowns

FHBFX vs. FSELX - Drawdown Comparison

The maximum FHBFX drawdown since its inception was -31.28%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FHBFX and FSELX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FHBFX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2045 Fund Class Z (FHBFX) is 3.43%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 10.26%. This indicates that FHBFX 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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