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FHGLX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHGLX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2035 Fund Class Z6 (FHGLX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FHGLX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHGLX
Fidelity Advisor Freedom 2035 Fund Class Z6
-2.65%19.05%14.37%16.96%-17.32%14.17%16.83%25.99%-7.55%7.68%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%11.06%

Returns By Period

In the year-to-date period, FHGLX achieves a -2.65% return, which is significantly higher than FXAIX's -7.05% return.


FHGLX

1D
0.00%
1M
-7.28%
YTD
-2.65%
6M
-0.12%
1Y
14.50%
3Y*
13.55%
5Y*
7.00%
10Y*

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHGLX vs. FXAIX - Expense Ratio Comparison

FHGLX has a 0.48% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

FHGLX vs. FXAIX — Risk / Return Rank

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

FHGLX
FHGLX Risk / Return Rank: 6868
Overall Rank
FHGLX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FHGLX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FHGLX Omega Ratio Rank: 6868
Omega Ratio Rank
FHGLX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FHGLX Martin Ratio Rank: 6969
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

FHGLX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2035 Fund Class Z6 (FHGLX) and Fidelity 500 Index Fund (FXAIX). 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.


FHGLXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.84

+0.39

Sortino ratio

Return per unit of downside risk

1.74

1.30

+0.44

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

1.48

1.05

+0.43

Martin ratio

Return relative to average drawdown

6.57

5.13

+1.44

FHGLX vs. FXAIX - Sharpe Ratio Comparison

The current FHGLX Sharpe Ratio is 1.22, which is higher than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FHGLX and FXAIX, 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


FHGLXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.84

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.68

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.75

-0.10

Correlation

The correlation between FHGLX and FXAIX is 0.92, 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

FHGLX vs. FXAIX - Dividend Comparison

FHGLX's dividend yield for the trailing twelve months is around 7.96%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
FHGLX
Fidelity Advisor Freedom 2035 Fund Class Z6
7.96%7.75%6.74%1.89%10.32%9.73%6.38%7.66%12.29%2.55%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FHGLX vs. FXAIX - Drawdown Comparison

The maximum FHGLX drawdown since its inception was -29.20%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FHGLX and FXAIX.


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Drawdown Indicators


FHGLXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.20%

-33.79%

+4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.69%

-12.13%

+3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.75%

-24.50%

-1.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-7.55%

-8.89%

+1.34%

Average Drawdown

Average peak-to-trough decline

-5.29%

-3.83%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.50%

-0.50%

Volatility

FHGLX vs. FXAIX - Volatility Comparison

Fidelity Advisor Freedom 2035 Fund Class Z6 (FHGLX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.39% and 4.24%, 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


FHGLXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.24%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

9.08%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

18.13%

-6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

16.88%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

18.03%

-3.94%