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

Correlation

The correlation between FITHX and FZILX is 0.91, 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.


-0.50.00.51.00.9

Performance

FITHX vs. FZILX - 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 International Index Fund (FZILX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
1.52%
1.49%
FITHX
FZILX

Key characteristics

Sharpe Ratio

FITHX:

1.18

FZILX:

0.98

Sortino Ratio

FITHX:

1.68

FZILX:

1.42

Omega Ratio

FITHX:

1.21

FZILX:

1.17

Calmar Ratio

FITHX:

0.82

FZILX:

1.24

Martin Ratio

FITHX:

5.75

FZILX:

3.07

Ulcer Index

FITHX:

1.94%

FZILX:

3.95%

Daily Std Dev

FITHX:

9.50%

FZILX:

12.40%

Max Drawdown

FITHX:

-52.70%

FZILX:

-34.37%

Current Drawdown

FITHX:

-3.74%

FZILX:

-1.86%

Returns By Period

In the year-to-date period, FITHX achieves a 3.78% return, which is significantly lower than FZILX's 7.24% return.


FITHX

YTD

3.78%

1M

0.71%

6M

1.53%

1Y

9.91%

5Y*

3.01%

10Y*

3.03%

FZILX

YTD

7.24%

1M

4.20%

6M

1.49%

1Y

10.84%

5Y*

6.19%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FITHX vs. FZILX - Expense Ratio Comparison

FITHX has a 0.71% expense ratio, which is higher than FZILX's 0.00% 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 FZILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FITHX vs. FZILX — Risk-Adjusted Performance Rank

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

FITHX
The Risk-Adjusted Performance Rank of FITHX is 6262
Overall Rank
The Sharpe Ratio Rank of FITHX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FITHX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FITHX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FITHX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FITHX is 6969
Martin Ratio Rank

FZILX
The Risk-Adjusted Performance Rank of FZILX is 5454
Overall Rank
The Sharpe Ratio Rank of FZILX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FITHX vs. FZILX - 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 ZERO International Index Fund (FZILX). 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 FITHX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.180.98
The chart of Sortino ratio for FITHX, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.681.42
The chart of Omega ratio for FITHX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.17
The chart of Calmar ratio for FITHX, currently valued at 0.82, compared to the broader market0.005.0010.0015.0020.000.821.24
The chart of Martin ratio for FITHX, currently valued at 5.75, compared to the broader market0.0020.0040.0060.0080.005.753.07
FITHX
FZILX

The current FITHX Sharpe Ratio is 1.18, which is comparable to the FZILX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FITHX and FZILX, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.18
0.98
FITHX
FZILX

Dividends

FITHX vs. FZILX - Dividend Comparison

FITHX's dividend yield for the trailing twelve months is around 0.35%, less than FZILX's 2.80% yield.


TTM20242023202220212020201920182017201620152014
FITHX
Fidelity Advisor Freedom 2035 Fund Class I
0.35%0.36%1.48%2.18%2.13%0.92%1.37%2.00%1.17%1.44%4.13%8.99%
FZILX
Fidelity ZERO International Index Fund
2.80%3.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%

Drawdowns

FITHX vs. FZILX - Drawdown Comparison

The maximum FITHX drawdown since its inception was -52.70%, which is greater than FZILX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FITHX and FZILX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.74%
-1.86%
FITHX
FZILX

Volatility

FITHX vs. FZILX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2035 Fund Class I (FITHX) is 2.48%, while Fidelity ZERO International Index Fund (FZILX) has a volatility of 3.18%. This indicates that FITHX experiences smaller price fluctuations and is considered to be less risky than FZILX 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%SeptemberOctoberNovemberDecember2025February
2.48%
3.18%
FITHX
FZILX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab