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FITHX vs. FNILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FITHX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2035 Fund Class I (FITHX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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FITHX vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FITHX
Fidelity Advisor Freedom 2035 Fund Class I
-2.71%18.71%10.76%16.65%-17.53%13.97%16.48%25.76%-11.67%
FNILX
Fidelity ZERO Large Cap Index Fund
-7.30%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Returns By Period

In the year-to-date period, FITHX achieves a -2.71% return, which is significantly higher than FNILX's -7.30% return.


FITHX

1D
0.00%
1M
-7.29%
YTD
-2.71%
6M
-0.28%
1Y
14.20%
3Y*
12.12%
5Y*
6.10%
10Y*
9.46%

FNILX

1D
-0.35%
1M
-7.60%
YTD
-7.30%
6M
-5.00%
1Y
14.41%
3Y*
17.43%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FITHX vs. FNILX - Expense Ratio Comparison

FITHX has a 0.71% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Return for Risk

FITHX vs. FNILX — Risk / Return Rank

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

FITHX
FITHX Risk / Return Rank: 6969
Overall Rank
FITHX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FITHX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FITHX Omega Ratio Rank: 6969
Omega Ratio Rank
FITHX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FITHX Martin Ratio Rank: 7070
Martin Ratio Rank

FNILX
FNILX Risk / Return Rank: 4545
Overall Rank
FNILX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FNILX Omega Ratio Rank: 4949
Omega Ratio Rank
FNILX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FNILX Martin Ratio Rank: 5252
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.

FITHX vs. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2035 Fund Class I (FITHX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


FITHXFNILXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.83

+0.37

Sortino ratio

Return per unit of downside risk

1.70

1.28

+0.41

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

1.49

1.04

+0.45

Martin ratio

Return relative to average drawdown

6.57

5.01

+1.56

FITHX vs. FNILX - Sharpe Ratio Comparison

The current FITHX Sharpe Ratio is 1.19, which is higher than the FNILX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FITHX and FNILX, 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


FITHXFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.83

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.65

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.64

-0.19

Correlation

The correlation between FITHX and FNILX 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

FITHX vs. FNILX - Dividend Comparison

FITHX's dividend yield for the trailing twelve months is around 7.48%, more than FNILX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FITHX
Fidelity Advisor Freedom 2035 Fund Class I
7.48%7.28%1.92%1.51%9.95%9.48%6.16%7.35%11.94%4.16%4.86%5.38%
FNILX
Fidelity ZERO Large Cap Index Fund
1.09%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%

Drawdowns

FITHX vs. FNILX - Drawdown Comparison

The maximum FITHX drawdown since its inception was -54.57%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FITHX and FNILX.


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Drawdown Indicators


FITHXFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-54.57%

-33.76%

-20.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-12.18%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-25.40%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-29.21%

Current Drawdown

Current decline from peak

-7.56%

-9.01%

+1.45%

Average Drawdown

Average peak-to-trough decline

-7.12%

-5.47%

-1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.54%

-0.56%

Volatility

FITHX vs. FNILX - Volatility Comparison

Fidelity Advisor Freedom 2035 Fund Class I (FITHX) and Fidelity ZERO Large Cap Index Fund (FNILX) have volatilities of 4.36% and 4.23%, 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


FITHXFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.23%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

9.14%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

18.26%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

17.22%

-4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

20.17%

-6.56%