FITLX vs. FFIJX
Compare and contrast key facts about Fidelity US Sustainability Index Fund (FITLX) and Fidelity Freedom Index 2065 Fund Investor Class (FFIJX).
FITLX is managed by Fidelity. It was launched on May 9, 2017. FFIJX is managed by Fidelity. It was launched on Jun 28, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FITLX or FFIJX.
Key characteristics
| FITLX | FFIJX | |
|---|---|---|
| YTD Return | 26.40% | 17.37% |
| 1Y Return | 38.36% | 29.11% |
| 3Y Return (Ann) | 9.30% | 4.46% |
| 5Y Return (Ann) | 16.41% | 9.82% |
| Sharpe Ratio | 2.84 | 2.71 |
| Sortino Ratio | 3.76 | 3.75 |
| Omega Ratio | 1.53 | 1.50 |
| Calmar Ratio | 4.07 | 2.38 |
| Martin Ratio | 17.30 | 17.63 |
| Ulcer Index | 2.24% | 1.65% |
| Daily Std Dev | 13.64% | 10.73% |
| Max Drawdown | -34.35% | -30.68% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FITLX and FFIJX is 0.94, 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
FITLX vs. FFIJX - Performance Comparison
In the year-to-date period, FITLX achieves a 26.40% return, which is significantly higher than FFIJX's 17.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FITLX vs. FFIJX - Expense Ratio Comparison
FITLX has a 0.11% expense ratio, which is lower than FFIJX's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FITLX vs. FFIJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) and Fidelity Freedom Index 2065 Fund Investor Class (FFIJX). 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.
Dividends
FITLX vs. FFIJX - Dividend Comparison
FITLX's dividend yield for the trailing twelve months is around 0.89%, less than FFIJX's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | 0.89% | 1.12% | 1.49% | 0.81% | 1.01% | 1.27% | 1.37% | 0.71% |
FFIJX Fidelity Freedom Index 2065 Fund Investor Class | 1.59% | 1.87% | 1.89% | 1.46% | 1.20% | 1.81% | 0.00% | 0.00% |
Drawdowns
FITLX vs. FFIJX - Drawdown Comparison
The maximum FITLX drawdown since its inception was -34.35%, which is greater than FFIJX's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for FITLX and FFIJX. For additional features, visit the drawdowns tool.
Volatility
FITLX vs. FFIJX - Volatility Comparison
Fidelity US Sustainability Index Fund (FITLX) has a higher volatility of 4.27% compared to Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) at 2.89%. This indicates that FITLX's price experiences larger fluctuations and is considered to be riskier than FFIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.