PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIHFX vs. FFTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FIHFX vs. FFTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2035 Fund Investor Class (FIHFX) and Fidelity Freedom 2035 Fund (FFTHX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
5.71%
FIHFX
FFTHX

Returns By Period

The year-to-date returns for both stocks are quite close, with FIHFX having a 12.45% return and FFTHX slightly lower at 12.28%. Over the past 10 years, FIHFX has outperformed FFTHX with an annualized return of 7.87%, while FFTHX has yielded a comparatively lower 3.84% annualized return.


FIHFX

YTD

12.45%

1M

-0.21%

6M

6.77%

1Y

18.79%

5Y (annualized)

8.13%

10Y (annualized)

7.87%

FFTHX

YTD

12.28%

1M

-0.61%

6M

5.71%

1Y

18.70%

5Y (annualized)

3.49%

10Y (annualized)

3.84%

Key characteristics


FIHFXFFTHX
Sharpe Ratio2.202.04
Sortino Ratio3.122.92
Omega Ratio1.401.37
Calmar Ratio2.070.90
Martin Ratio13.7512.77
Ulcer Index1.39%1.49%
Daily Std Dev8.65%9.29%
Max Drawdown-28.42%-50.94%
Current Drawdown-1.19%-6.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIHFX vs. FFTHX - Expense Ratio Comparison

FIHFX has a 0.12% expense ratio, which is lower than FFTHX's 0.71% expense ratio.


FFTHX
Fidelity Freedom 2035 Fund
Expense ratio chart for FFTHX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for FIHFX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Correlation

-0.50.00.51.01.0

The correlation between FIHFX and FFTHX is 0.98, 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.

Risk-Adjusted Performance

FIHFX vs. FFTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2035 Fund Investor Class (FIHFX) and Fidelity Freedom 2035 Fund (FFTHX). 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.


Sharpe ratio
The chart of Sharpe ratio for FIHFX, currently valued at 2.20, compared to the broader market-1.000.001.002.003.004.005.002.202.04
The chart of Sortino ratio for FIHFX, currently valued at 3.12, compared to the broader market0.005.0010.003.122.92
The chart of Omega ratio for FIHFX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.37
The chart of Calmar ratio for FIHFX, currently valued at 2.07, compared to the broader market0.005.0010.0015.0020.0025.002.070.90
The chart of Martin ratio for FIHFX, currently valued at 13.75, compared to the broader market0.0020.0040.0060.0080.00100.0013.7512.77
FIHFX
FFTHX

The current FIHFX Sharpe Ratio is 2.20, which is comparable to the FFTHX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FIHFX and FFTHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.20
2.04
FIHFX
FFTHX

Dividends

FIHFX vs. FFTHX - Dividend Comparison

FIHFX's dividend yield for the trailing twelve months is around 1.97%, more than FFTHX's 1.49% yield.


TTM20232022202120202019201820172016201520142013
FIHFX
Fidelity Freedom Index 2035 Fund Investor Class
1.97%2.10%1.93%1.47%1.40%1.82%2.15%1.72%1.90%2.03%3.37%0.16%
FFTHX
Fidelity Freedom 2035 Fund
1.49%1.60%2.27%2.30%1.06%1.53%1.67%1.12%1.40%4.20%9.03%7.08%

Drawdowns

FIHFX vs. FFTHX - Drawdown Comparison

The maximum FIHFX drawdown since its inception was -28.42%, smaller than the maximum FFTHX drawdown of -50.94%. Use the drawdown chart below to compare losses from any high point for FIHFX and FFTHX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.19%
-6.26%
FIHFX
FFTHX

Volatility

FIHFX vs. FFTHX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2035 Fund Investor Class (FIHFX) is 2.27%, while Fidelity Freedom 2035 Fund (FFTHX) has a volatility of 2.51%. This indicates that FIHFX experiences smaller price fluctuations and is considered to be less risky than FFTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.27%
2.51%
FIHFX
FFTHX