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FHJDX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHJDX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2035 Fund Class K6 (FHJDX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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FHJDX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHJDX
Fidelity Freedom Blend 2035 Fund Class K6
-2.49%18.66%13.60%17.84%-18.17%14.30%16.96%25.75%-11.12%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-14.76%

Returns By Period

In the year-to-date period, FHJDX achieves a -2.49% return, which is significantly higher than FZROX's -6.77% return.


FHJDX

1D
-0.07%
1M
-7.10%
YTD
-2.49%
6M
0.18%
1Y
14.94%
3Y*
13.26%
5Y*
6.81%
10Y*

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHJDX vs. FZROX - Expense Ratio Comparison

FHJDX has a 0.28% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FHJDX vs. FZROX — Risk / Return Rank

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

FHJDX
FHJDX Risk / Return Rank: 7070
Overall Rank
FHJDX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FHJDX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FHJDX Omega Ratio Rank: 7070
Omega Ratio Rank
FHJDX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FHJDX Martin Ratio Rank: 7272
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX 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.

FHJDX vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2035 Fund Class K6 (FHJDX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


FHJDXFZROXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.84

+0.40

Sortino ratio

Return per unit of downside risk

1.77

1.30

+0.48

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

1.51

1.05

+0.46

Martin ratio

Return relative to average drawdown

6.87

5.11

+1.76

FHJDX vs. FZROX - Sharpe Ratio Comparison

The current FHJDX Sharpe Ratio is 1.24, which is higher than the FZROX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FHJDX and FZROX, 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


FHJDXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.84

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.60

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.61

0.00

Correlation

The correlation between FHJDX and FZROX is 0.93, 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

FHJDX vs. FZROX - Dividend Comparison

FHJDX's dividend yield for the trailing twelve months is around 3.13%, more than FZROX's 1.10% yield.


TTM20252024202320222021202020192018
FHJDX
Fidelity Freedom Blend 2035 Fund Class K6
3.13%3.05%5.00%2.19%5.82%7.78%4.94%3.54%3.07%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%

Drawdowns

FHJDX vs. FZROX - Drawdown Comparison

The maximum FHJDX drawdown since its inception was -29.08%, smaller than the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FHJDX and FZROX.


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Drawdown Indicators


FHJDXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-29.08%

-34.96%

+5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-12.44%

+3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-25.12%

-1.11%

Current Drawdown

Current decline from peak

-7.43%

-8.89%

+1.46%

Average Drawdown

Average peak-to-trough decline

-5.69%

-5.61%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.56%

-0.58%

Volatility

FHJDX vs. FZROX - Volatility Comparison

Fidelity Freedom Blend 2035 Fund Class K6 (FHJDX) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 4.28% and 4.41%, 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


FHJDXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.41%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

9.34%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

18.49%

-6.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.46%

17.40%

-4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

20.25%

-5.51%