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FIAFX vs. JIEHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIAFX vs. JIEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Income Fund Class I (FIAFX) and John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX). The values are adjusted to include any dividend payments, if applicable.

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FIAFX vs. JIEHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIAFX
Fidelity Advisor Freedom Income Fund Class I
0.29%10.07%4.29%8.05%-11.40%3.13%8.79%11.10%-1.80%7.10%
JIEHX
John Hancock Funds Multi-Index 2060 Lifetime Portfolio
-1.41%20.12%15.37%18.47%-18.03%18.48%16.08%25.00%-8.22%16.82%

Returns By Period

In the year-to-date period, FIAFX achieves a 0.29% return, which is significantly higher than JIEHX's -1.41% return.


FIAFX

1D
0.94%
1M
-2.25%
YTD
0.29%
6M
1.40%
1Y
7.67%
3Y*
6.30%
5Y*
2.57%
10Y*
4.11%

JIEHX

1D
2.77%
1M
-5.70%
YTD
-1.41%
6M
1.03%
1Y
19.48%
3Y*
15.26%
5Y*
8.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIAFX vs. JIEHX - Expense Ratio Comparison

FIAFX has a 0.47% expense ratio, which is higher than JIEHX's 0.01% expense ratio.


Return for Risk

FIAFX vs. JIEHX — Risk / Return Rank

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

FIAFX
FIAFX Risk / Return Rank: 8484
Overall Rank
FIAFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FIAFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FIAFX Omega Ratio Rank: 8282
Omega Ratio Rank
FIAFX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FIAFX Martin Ratio Rank: 8484
Martin Ratio Rank

JIEHX
JIEHX Risk / Return Rank: 6464
Overall Rank
JIEHX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JIEHX Sortino Ratio Rank: 6262
Sortino Ratio Rank
JIEHX Omega Ratio Rank: 6262
Omega Ratio Rank
JIEHX Calmar Ratio Rank: 6363
Calmar Ratio Rank
JIEHX Martin Ratio Rank: 7272
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.

FIAFX vs. JIEHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Income Fund Class I (FIAFX) and John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX). 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.


FIAFXJIEHXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.22

+0.44

Sortino ratio

Return per unit of downside risk

2.34

1.79

+0.55

Omega ratio

Gain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratio

Return relative to maximum drawdown

2.14

1.73

+0.41

Martin ratio

Return relative to average drawdown

8.93

8.07

+0.85

FIAFX vs. JIEHX - Sharpe Ratio Comparison

The current FIAFX Sharpe Ratio is 1.66, which is higher than the JIEHX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FIAFX and JIEHX, 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


FIAFXJIEHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.22

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.53

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.62

+0.20

Correlation

The correlation between FIAFX and JIEHX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIAFX vs. JIEHX - Dividend Comparison

FIAFX's dividend yield for the trailing twelve months is around 3.21%, less than JIEHX's 3.60% yield.


TTM20252024202320222021202020192018201720162015
FIAFX
Fidelity Advisor Freedom Income Fund Class I
3.21%3.14%3.03%2.88%5.95%5.27%3.82%3.77%5.61%3.31%3.09%3.04%
JIEHX
John Hancock Funds Multi-Index 2060 Lifetime Portfolio
3.60%3.55%1.76%2.17%6.57%5.15%3.18%6.88%6.99%1.76%0.00%0.00%

Drawdowns

FIAFX vs. JIEHX - Drawdown Comparison

The maximum FIAFX drawdown since its inception was -18.94%, smaller than the maximum JIEHX drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for FIAFX and JIEHX.


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Drawdown Indicators


FIAFXJIEHXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-32.55%

+13.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-11.60%

+7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.92%

-25.70%

+9.78%

Max Drawdown (10Y)

Largest decline over 10 years

-15.92%

Current Drawdown

Current decline from peak

-2.69%

-6.67%

+3.98%

Average Drawdown

Average peak-to-trough decline

-2.11%

-5.06%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.49%

-1.58%

Volatility

FIAFX vs. JIEHX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Income Fund Class I (FIAFX) is 2.38%, while John Hancock Funds Multi-Index 2060 Lifetime Portfolio (JIEHX) has a volatility of 5.95%. This indicates that FIAFX experiences smaller price fluctuations and is considered to be less risky than JIEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIAFXJIEHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

5.95%

-3.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

9.52%

-6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.83%

16.44%

-11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

15.18%

-9.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.59%

16.50%

-11.91%