PortfoliosLab logoPortfoliosLab logo
FHDEX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHDEX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2040 Fund Class A (FHDEX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHDEX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHDEX
Fidelity Advisor Freedom Blend 2040 Fund Class A
-3.12%20.68%15.13%19.62%-19.25%15.95%17.55%26.13%-11.92%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-11.43%

Returns By Period

In the year-to-date period, FHDEX achieves a -3.12% return, which is significantly lower than FTIHX's 1.79% return.


FHDEX

1D
-0.21%
1M
-8.21%
YTD
-3.12%
6M
-0.16%
1Y
16.82%
3Y*
14.57%
5Y*
7.49%
10Y*

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*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.


FHDEX vs. FTIHX - Expense Ratio Comparison

FHDEX has a 0.74% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FHDEX vs. FTIHX — Risk / Return Rank

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

FHDEX
FHDEX Risk / Return Rank: 6565
Overall Rank
FHDEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FHDEX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FHDEX Omega Ratio Rank: 6565
Omega Ratio Rank
FHDEX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FHDEX Martin Ratio Rank: 7070
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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.

FHDEX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2040 Fund Class A (FHDEX) and Fidelity Total International Index Fund (FTIHX). 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.


FHDEXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.74

-0.58

Sortino ratio

Return per unit of downside risk

1.68

2.32

-0.64

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratio

Return relative to maximum drawdown

1.44

2.38

-0.94

Martin ratio

Return relative to average drawdown

6.68

9.30

-2.62

FHDEX vs. FTIHX - Sharpe Ratio Comparison

The current FHDEX Sharpe Ratio is 1.16, which is lower than the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FHDEX and FTIHX, 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


FHDEXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.74

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.48

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.56

+0.01

Correlation

The correlation between FHDEX and FTIHX is 0.91, 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

FHDEX vs. FTIHX - Dividend Comparison

FHDEX's dividend yield for the trailing twelve months is around 2.70%, less than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FHDEX
Fidelity Advisor Freedom Blend 2040 Fund Class A
2.70%2.61%4.56%1.73%6.10%8.37%4.78%3.26%3.24%0.00%0.00%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%

Drawdowns

FHDEX vs. FTIHX - Drawdown Comparison

The maximum FHDEX drawdown since its inception was -31.34%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FHDEX and FTIHX.


Loading graphics...

Drawdown Indicators


FHDEXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-35.75%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-11.25%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.85%

-29.99%

+2.14%

Current Drawdown

Current decline from peak

-8.63%

-8.61%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.11%

-7.31%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.88%

-0.60%

Volatility

FHDEX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2040 Fund Class A (FHDEX) is 4.93%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FHDEX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHDEXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

7.78%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

11.04%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

16.05%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

15.09%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

16.02%

+0.54%