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FITHX vs. FPADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FITHXFPADX
YTD Return14.06%13.53%
1Y Return27.15%23.93%
3Y Return (Ann)3.44%-1.55%
5Y Return (Ann)9.42%4.41%
10Y Return (Ann)9.00%3.75%
Sharpe Ratio2.661.58
Sortino Ratio3.822.27
Omega Ratio1.491.28
Calmar Ratio1.450.69
Martin Ratio18.008.80
Ulcer Index1.42%2.53%
Daily Std Dev9.59%14.05%
Max Drawdown-52.70%-39.16%
Current Drawdown-0.44%-14.00%

Correlation

-0.50.00.51.00.8

The correlation between FITHX and FPADX is 0.77, 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.

Performance

FITHX vs. FPADX - Performance Comparison

The year-to-date returns for both stocks are quite close, with FITHX having a 14.06% return and FPADX slightly lower at 13.53%. Over the past 10 years, FITHX has outperformed FPADX with an annualized return of 9.00%, while FPADX has yielded a comparatively lower 3.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
11.73%
14.10%
FITHX
FPADX

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FITHX vs. FPADX - Expense Ratio Comparison

FITHX has a 0.71% expense ratio, which is higher than FPADX's 0.08% expense ratio.


FITHX
Fidelity Advisor Freedom 2035 Fund Class I
Expense ratio chart for FITHX: 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 FPADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FITHX vs. FPADX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2035 Fund Class I (FITHX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


FITHX
Sharpe ratio
The chart of Sharpe ratio for FITHX, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for FITHX, currently valued at 3.82, compared to the broader market0.005.0010.003.82
Omega ratio
The chart of Omega ratio for FITHX, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for FITHX, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.0025.001.45
Martin ratio
The chart of Martin ratio for FITHX, currently valued at 18.00, compared to the broader market0.0020.0040.0060.0080.00100.0018.00
FPADX
Sharpe ratio
The chart of Sharpe ratio for FPADX, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Sortino ratio
The chart of Sortino ratio for FPADX, currently valued at 2.27, compared to the broader market0.005.0010.002.27
Omega ratio
The chart of Omega ratio for FPADX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for FPADX, currently valued at 0.69, compared to the broader market0.005.0010.0015.0020.0025.000.69
Martin ratio
The chart of Martin ratio for FPADX, currently valued at 8.80, compared to the broader market0.0020.0040.0060.0080.00100.008.80

FITHX vs. FPADX - Sharpe Ratio Comparison

The current FITHX Sharpe Ratio is 2.66, which is higher than the FPADX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FITHX and FPADX, 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 Ratio0.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.66
1.58
FITHX
FPADX

Dividends

FITHX vs. FPADX - Dividend Comparison

FITHX's dividend yield for the trailing twelve months is around 2.05%, less than FPADX's 2.36% yield.


TTM20232022202120202019201820172016201520142013
FITHX
Fidelity Advisor Freedom 2035 Fund Class I
2.05%1.51%9.95%9.48%6.16%7.35%11.94%5.33%4.86%5.46%8.99%8.60%
FPADX
Fidelity Emerging Markets Index Fund
2.36%2.68%2.47%2.14%1.50%2.59%2.20%1.88%1.69%2.47%2.03%2.15%

Drawdowns

FITHX vs. FPADX - Drawdown Comparison

The maximum FITHX drawdown since its inception was -52.70%, which is greater than FPADX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for FITHX and FPADX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.44%
-14.00%
FITHX
FPADX

Volatility

FITHX vs. FPADX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2035 Fund Class I (FITHX) is 2.37%, while Fidelity Emerging Markets Index Fund (FPADX) has a volatility of 6.13%. This indicates that FITHX experiences smaller price fluctuations and is considered to be less risky than FPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.37%
6.13%
FITHX
FPADX