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FHODX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHODX and FXAIX is 0.84, 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

FHODX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2015 Fund Class K6 (FHODX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FHODX:

1.15

FXAIX:

0.75

Sortino Ratio

FHODX:

1.52

FXAIX:

1.07

Omega Ratio

FHODX:

1.20

FXAIX:

1.15

Calmar Ratio

FHODX:

1.34

FXAIX:

0.72

Martin Ratio

FHODX:

5.06

FXAIX:

2.73

Ulcer Index

FHODX:

1.51%

FXAIX:

4.85%

Daily Std Dev

FHODX:

7.27%

FXAIX:

19.78%

Max Drawdown

FHODX:

-20.62%

FXAIX:

-33.79%

Current Drawdown

FHODX:

0.00%

FXAIX:

-3.14%

Returns By Period

In the year-to-date period, FHODX achieves a 4.22% return, which is significantly higher than FXAIX's 1.34% return.


FHODX

YTD

4.22%

1M

1.72%

6M

1.91%

1Y

8.30%

3Y*

5.28%

5Y*

5.35%

10Y*

N/A

FXAIX

YTD

1.34%

1M

6.29%

6M

-1.07%

1Y

14.76%

3Y*

14.51%

5Y*

16.00%

10Y*

12.68%

*Annualized

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Fidelity 500 Index Fund

FHODX vs. FXAIX - Expense Ratio Comparison

FHODX has a 0.23% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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

Risk-Adjusted Performance

FHODX vs. FXAIX — Risk-Adjusted Performance Rank

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

FHODX
The Risk-Adjusted Performance Rank of FHODX is 8181
Overall Rank
The Sharpe Ratio Rank of FHODX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FHODX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FHODX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FHODX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FHODX is 8484
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6060
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6262
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.

FHODX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2015 Fund Class K6 (FHODX) 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.


The current FHODX Sharpe Ratio is 1.15, which is higher than the FXAIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FHODX 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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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

FHODX vs. FXAIX - Dividend Comparison

FHODX's dividend yield for the trailing twelve months is around 2.67%, more than FXAIX's 1.55% yield.


TTM20242023202220212020201920182017201620152014
FHODX
Fidelity Freedom Blend 2015 Fund Class K6
2.67%2.78%2.80%5.80%6.96%4.16%2.80%1.18%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.55%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.08%

Drawdowns

FHODX vs. FXAIX - Drawdown Comparison

The maximum FHODX drawdown since its inception was -20.62%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FHODX and FXAIX.


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

Volatility

FHODX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Freedom Blend 2015 Fund Class K6 (FHODX) is 1.50%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.77%. This indicates that FHODX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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