PortfoliosLab logoPortfoliosLab logo
FHRDX vs. FFFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHRDX vs. FFFAX - Performance Comparison

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

Loading graphics...

FHRDX vs. FFFAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHRDX
Fidelity Freedom Blend Income Fund Class K6
-0.45%10.18%4.41%8.29%-11.59%3.03%8.77%10.78%-2.11%
FFFAX
Fidelity Freedom Income Fund
-0.53%10.42%4.34%8.18%-11.33%3.12%8.93%10.74%-2.39%

Returns By Period

In the year-to-date period, FHRDX achieves a -0.45% return, which is significantly higher than FFFAX's -0.53% return.


FHRDX

1D
0.29%
1M
-3.42%
YTD
-0.45%
6M
0.87%
1Y
7.34%
3Y*
6.15%
5Y*
2.58%
10Y*

FFFAX

1D
0.18%
1M
-3.50%
YTD
-0.53%
6M
0.90%
1Y
7.44%
3Y*
6.16%
5Y*
2.61%
10Y*
4.13%
*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.


FHRDX vs. FFFAX - Expense Ratio Comparison

FHRDX has a 0.21% expense ratio, which is lower than FFFAX's 0.47% expense ratio.


Return for Risk

FHRDX vs. FFFAX — Risk / Return Rank

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

FHRDX
FHRDX Risk / Return Rank: 8282
Overall Rank
FHRDX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FHRDX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FHRDX Omega Ratio Rank: 7979
Omega Ratio Rank
FHRDX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FHRDX Martin Ratio Rank: 8484
Martin Ratio Rank

FFFAX
FFFAX Risk / Return Rank: 8383
Overall Rank
FFFAX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FFFAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFFAX Omega Ratio Rank: 8080
Omega Ratio Rank
FFFAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FFFAX Martin Ratio Rank: 8484
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.

FHRDX vs. FFFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend Income Fund Class K6 (FHRDX) and Fidelity Freedom Income Fund (FFFAX). 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.


FHRDXFFFAXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.56

+0.01

Sortino ratio

Return per unit of downside risk

2.19

2.16

+0.03

Omega ratio

Gain probability vs. loss probability

1.31

1.31

0.00

Calmar ratio

Return relative to maximum drawdown

2.01

2.05

-0.04

Martin ratio

Return relative to average drawdown

8.52

8.59

-0.07

FHRDX vs. FFFAX - Sharpe Ratio Comparison

The current FHRDX Sharpe Ratio is 1.57, which is comparable to the FFFAX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FHRDX and FFFAX, 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


FHRDXFFFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.56

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.50

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.02

-0.24

Correlation

The correlation between FHRDX and FFFAX is 0.97, 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

FHRDX vs. FFFAX - Dividend Comparison

FHRDX's dividend yield for the trailing twelve months is around 3.45%, more than FFFAX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
FHRDX
Fidelity Freedom Blend Income Fund Class K6
3.45%3.32%3.21%3.05%4.82%4.13%2.75%2.54%1.55%0.00%0.00%0.00%
FFFAX
Fidelity Freedom Income Fund
3.27%3.29%3.13%2.92%5.89%6.12%4.37%3.65%5.17%3.74%3.21%3.28%

Drawdowns

FHRDX vs. FFFAX - Drawdown Comparison

The maximum FHRDX drawdown since its inception was -16.01%, smaller than the maximum FFFAX drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for FHRDX and FFFAX.


Loading graphics...

Drawdown Indicators


FHRDXFFFAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.01%

-17.96%

+1.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-3.68%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

-15.87%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

Current Drawdown

Current decline from peak

-3.42%

-3.50%

+0.08%

Average Drawdown

Average peak-to-trough decline

-3.27%

-1.80%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.88%

-0.01%

Volatility

FHRDX vs. FFFAX - Volatility Comparison

Fidelity Freedom Blend Income Fund Class K6 (FHRDX) and Fidelity Freedom Income Fund (FFFAX) have volatilities of 2.17% and 2.17%, 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.


Loading graphics...

Volatility by Period


FHRDXFFFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

2.17%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

3.15%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.80%

4.80%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.28%

5.28%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

4.57%

+0.38%