PortfoliosLab logoPortfoliosLab logo
FHBZX vs. JLKYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHBZX vs. JLKYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend Income Fund (FHBZX) and John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHBZX vs. JLKYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHBZX
Fidelity Freedom Blend Income Fund
0.29%10.12%4.11%8.07%-11.70%2.84%8.57%10.47%-2.39%
JLKYX
John Hancock Funds Multi-Index 2055 Lifetime Portfolio
-1.36%20.04%15.41%18.53%-18.04%18.38%16.13%25.07%-11.93%

Returns By Period

In the year-to-date period, FHBZX achieves a 0.29% return, which is significantly higher than JLKYX's -1.36% return.


FHBZX

1D
0.87%
1M
-2.24%
YTD
0.29%
6M
1.46%
1Y
7.75%
3Y*
6.23%
5Y*
2.47%
10Y*

JLKYX

1D
2.78%
1M
-5.68%
YTD
-1.36%
6M
1.09%
1Y
19.55%
3Y*
15.25%
5Y*
8.08%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FHBZX vs. JLKYX - Expense Ratio Comparison

FHBZX has a 0.41% expense ratio, which is higher than JLKYX's 0.01% expense ratio.


Return for Risk

FHBZX vs. JLKYX — Risk / Return Rank

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

FHBZX
FHBZX Risk / Return Rank: 8484
Overall Rank
FHBZX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FHBZX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FHBZX Omega Ratio Rank: 8181
Omega Ratio Rank
FHBZX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FHBZX Martin Ratio Rank: 8484
Martin Ratio Rank

JLKYX
JLKYX Risk / Return Rank: 6666
Overall Rank
JLKYX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JLKYX Sortino Ratio Rank: 6464
Sortino Ratio Rank
JLKYX Omega Ratio Rank: 6464
Omega Ratio Rank
JLKYX Calmar Ratio Rank: 6666
Calmar Ratio Rank
JLKYX Martin Ratio Rank: 7575
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.

FHBZX vs. JLKYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend Income Fund (FHBZX) and John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX). 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.


FHBZXJLKYXDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.22

+0.47

Sortino ratio

Return per unit of downside risk

2.38

1.78

+0.60

Omega ratio

Gain probability vs. loss probability

1.34

1.26

+0.07

Calmar ratio

Return relative to maximum drawdown

2.22

1.74

+0.49

Martin ratio

Return relative to average drawdown

9.15

8.09

+1.05

FHBZX vs. JLKYX - Sharpe Ratio Comparison

The current FHBZX Sharpe Ratio is 1.69, which is higher than the JLKYX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FHBZX and JLKYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FHBZXJLKYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.22

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.54

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.58

+0.17

Correlation

The correlation between FHBZX and JLKYX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FHBZX vs. JLKYX - Dividend Comparison

FHBZX's dividend yield for the trailing twelve months is around 3.22%, less than JLKYX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
FHBZX
Fidelity Freedom Blend Income Fund
3.22%3.25%3.03%2.85%4.58%3.94%2.57%2.36%1.26%0.00%0.00%0.00%
JLKYX
John Hancock Funds Multi-Index 2055 Lifetime Portfolio
3.66%3.61%1.77%2.16%8.08%5.71%3.88%8.54%10.69%4.33%3.23%1.75%

Drawdowns

FHBZX vs. JLKYX - Drawdown Comparison

The maximum FHBZX drawdown since its inception was -16.21%, smaller than the maximum JLKYX drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for FHBZX and JLKYX.


Loading graphics...

Drawdown Indicators


FHBZXJLKYXDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-32.55%

+16.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-11.59%

+7.96%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-25.75%

+9.54%

Max Drawdown (10Y)

Largest decline over 10 years

-32.55%

Current Drawdown

Current decline from peak

-2.60%

-6.63%

+4.03%

Average Drawdown

Average peak-to-trough decline

-3.38%

-4.71%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.49%

-1.61%

Volatility

FHBZX vs. JLKYX - Volatility Comparison

The current volatility for Fidelity Freedom Blend Income Fund (FHBZX) is 2.35%, while John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX) has a volatility of 5.95%. This indicates that FHBZX experiences smaller price fluctuations and is considered to be less risky than JLKYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHBZXJLKYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

5.95%

-3.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.24%

9.49%

-6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.79%

16.39%

-11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

15.16%

-9.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

16.16%

-11.19%