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FIJOX vs. SSFNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIJOX vs. SSFNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2035 Fund Class Z (FIJOX) and State Street Target Retirement Fund (SSFNX). The values are adjusted to include any dividend payments, if applicable.

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FIJOX vs. SSFNX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIJOX
Fidelity Advisor Freedom 2035 Fund Class Z
-2.68%18.80%14.10%16.74%-17.45%14.11%16.58%25.89%-12.25%
SSFNX
State Street Target Retirement Fund
-0.35%10.93%7.05%10.73%-12.21%6.87%10.26%13.97%-2.22%

Returns By Period

In the year-to-date period, FIJOX achieves a -2.68% return, which is significantly lower than SSFNX's -0.35% return.


FIJOX

1D
0.00%
1M
-7.25%
YTD
-2.68%
6M
-0.23%
1Y
14.28%
3Y*
13.30%
5Y*
6.81%
10Y*

SSFNX

1D
0.18%
1M
-3.35%
YTD
-0.35%
6M
1.07%
1Y
8.90%
3Y*
8.01%
5Y*
3.96%
10Y*
5.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIJOX vs. SSFNX - Expense Ratio Comparison

FIJOX has a 0.61% expense ratio, which is higher than SSFNX's 0.10% expense ratio.


Return for Risk

FIJOX vs. SSFNX — Risk / Return Rank

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

FIJOX
FIJOX Risk / Return Rank: 6868
Overall Rank
FIJOX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FIJOX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FIJOX Omega Ratio Rank: 6868
Omega Ratio Rank
FIJOX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FIJOX Martin Ratio Rank: 7070
Martin Ratio Rank

SSFNX
SSFNX Risk / Return Rank: 8484
Overall Rank
SSFNX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SSFNX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SSFNX Omega Ratio Rank: 8484
Omega Ratio Rank
SSFNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SSFNX Martin Ratio Rank: 8787
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.

FIJOX vs. SSFNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2035 Fund Class Z (FIJOX) and State Street Target Retirement Fund (SSFNX). 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.


FIJOXSSFNXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.59

-0.38

Sortino ratio

Return per unit of downside risk

1.71

2.24

-0.53

Omega ratio

Gain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratio

Return relative to maximum drawdown

1.51

1.93

-0.42

Martin ratio

Return relative to average drawdown

6.63

9.29

-2.66

FIJOX vs. SSFNX - Sharpe Ratio Comparison

The current FIJOX Sharpe Ratio is 1.21, which is comparable to the SSFNX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FIJOX and SSFNX, 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


FIJOXSSFNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.59

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.61

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.77

-0.17

Correlation

The correlation between FIJOX and SSFNX is 0.92, 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

FIJOX vs. SSFNX - Dividend Comparison

FIJOX's dividend yield for the trailing twelve months is around 7.83%, more than SSFNX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
FIJOX
Fidelity Advisor Freedom 2035 Fund Class Z
7.83%7.62%6.56%1.89%10.30%9.72%6.32%7.74%2.53%0.00%0.00%0.00%
SSFNX
State Street Target Retirement Fund
4.88%4.86%5.78%5.26%5.12%6.69%1.61%3.35%4.40%2.72%1.84%2.05%

Drawdowns

FIJOX vs. SSFNX - Drawdown Comparison

The maximum FIJOX drawdown since its inception was -29.22%, which is greater than SSFNX's maximum drawdown of -16.62%. Use the drawdown chart below to compare losses from any high point for FIJOX and SSFNX.


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Drawdown Indicators


FIJOXSSFNXDifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-16.62%

-12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-4.51%

-4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.85%

-16.62%

-9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-16.62%

Current Drawdown

Current decline from peak

-7.58%

-3.35%

-4.23%

Average Drawdown

Average peak-to-trough decline

-5.66%

-2.55%

-3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

0.94%

+1.04%

Volatility

FIJOX vs. SSFNX - Volatility Comparison

Fidelity Advisor Freedom 2035 Fund Class Z (FIJOX) has a higher volatility of 4.34% compared to State Street Target Retirement Fund (SSFNX) at 1.92%. This indicates that FIJOX's price experiences larger fluctuations and is considered to be riskier than SSFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIJOXSSFNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

1.92%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

3.23%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

5.71%

+6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

6.56%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

6.55%

+8.25%