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FHTDX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHTDX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2060 Fund Class K (FHTDX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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FHTDX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHTDX
Fidelity Freedom Blend 2060 Fund Class K
-3.67%22.76%16.72%20.54%-19.14%16.35%17.90%26.52%-11.82%
FSPGX
Fidelity Large Cap Growth Index Fund
-13.03%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-15.50%

Returns By Period

In the year-to-date period, FHTDX achieves a -3.67% return, which is significantly higher than FSPGX's -13.03% return.


FHTDX

1D
-0.34%
1M
-9.16%
YTD
-3.67%
6M
-0.36%
1Y
18.25%
3Y*
15.75%
5Y*
8.28%
10Y*

FSPGX

1D
-0.45%
1M
-8.63%
YTD
-13.03%
6M
-12.06%
1Y
14.49%
3Y*
19.68%
5Y*
11.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHTDX vs. FSPGX - Expense Ratio Comparison

FHTDX has a 0.39% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Return for Risk

FHTDX vs. FSPGX — Risk / Return Rank

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

FHTDX
FHTDX Risk / Return Rank: 6363
Overall Rank
FHTDX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FHTDX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FHTDX Omega Ratio Rank: 6464
Omega Ratio Rank
FHTDX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FHTDX Martin Ratio Rank: 6666
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2828
Overall Rank
FSPGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 3232
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 2323
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.

FHTDX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2060 Fund Class K (FHTDX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


FHTDXFSPGXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.66

+0.48

Sortino ratio

Return per unit of downside risk

1.65

1.10

+0.55

Omega ratio

Gain probability vs. loss probability

1.24

1.15

+0.09

Calmar ratio

Return relative to maximum drawdown

1.36

0.72

+0.65

Martin ratio

Return relative to average drawdown

6.24

2.51

+3.73

FHTDX vs. FSPGX - Sharpe Ratio Comparison

The current FHTDX Sharpe Ratio is 1.14, which is higher than the FSPGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FHTDX and FSPGX, 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


FHTDXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.66

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.56

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.78

-0.18

Correlation

The correlation between FHTDX and FSPGX is 0.86, 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

FHTDX vs. FSPGX - Dividend Comparison

FHTDX's dividend yield for the trailing twelve months is around 2.53%, more than FSPGX's 0.40% yield.


TTM202520242023202220212020201920182017
FHTDX
Fidelity Freedom Blend 2060 Fund Class K
2.53%2.44%5.35%1.97%5.70%8.08%4.19%3.05%3.46%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%

Drawdowns

FHTDX vs. FSPGX - Drawdown Comparison

The maximum FHTDX drawdown since its inception was -31.31%, roughly equal to the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FHTDX and FSPGX.


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Drawdown Indicators


FHTDXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-31.31%

-32.66%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-16.17%

+4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-27.77%

-32.66%

+4.89%

Current Drawdown

Current decline from peak

-9.72%

-16.17%

+6.45%

Average Drawdown

Average peak-to-trough decline

-6.01%

-6.43%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

4.63%

-2.04%

Volatility

FHTDX vs. FSPGX - Volatility Comparison

Fidelity Freedom Blend 2060 Fund Class K (FHTDX) and Fidelity Large Cap Growth Index Fund (FSPGX) have volatilities of 5.55% and 5.33%, 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


FHTDXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.33%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

11.79%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

22.32%

-6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

21.46%

-6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

21.63%

-4.72%