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FITLX vs. FFIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FITLXFFIJX
YTD Return26.40%17.37%
1Y Return38.36%29.11%
3Y Return (Ann)9.30%4.46%
5Y Return (Ann)16.41%9.82%
Sharpe Ratio2.842.71
Sortino Ratio3.763.75
Omega Ratio1.531.50
Calmar Ratio4.072.38
Martin Ratio17.3017.63
Ulcer Index2.24%1.65%
Daily Std Dev13.64%10.73%
Max Drawdown-34.35%-30.68%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.03%
10.21%
FITLX
FFIJX

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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%.


FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
Expense ratio chart for FFIJX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for FITLX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

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.


FITLX
Sharpe ratio
The chart of Sharpe ratio for FITLX, currently valued at 2.84, compared to the broader market0.002.004.002.84
Sortino ratio
The chart of Sortino ratio for FITLX, currently valued at 3.76, compared to the broader market0.005.0010.003.76
Omega ratio
The chart of Omega ratio for FITLX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for FITLX, currently valued at 4.07, compared to the broader market0.005.0010.0015.0020.0025.004.07
Martin ratio
The chart of Martin ratio for FITLX, currently valued at 17.30, compared to the broader market0.0020.0040.0060.0080.00100.0017.30
FFIJX
Sharpe ratio
The chart of Sharpe ratio for FFIJX, currently valued at 2.71, compared to the broader market0.002.004.002.71
Sortino ratio
The chart of Sortino ratio for FFIJX, currently valued at 3.75, compared to the broader market0.005.0010.003.75
Omega ratio
The chart of Omega ratio for FFIJX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for FFIJX, currently valued at 2.38, compared to the broader market0.005.0010.0015.0020.0025.002.38
Martin ratio
The chart of Martin ratio for FFIJX, currently valued at 17.63, compared to the broader market0.0020.0040.0060.0080.00100.0017.63

FITLX vs. FFIJX - Sharpe Ratio Comparison

The current FITLX Sharpe Ratio is 2.84, which is comparable to the FFIJX Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of FITLX and FFIJX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.84
2.71
FITLX
FFIJX

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.


TTM2023202220212020201920182017
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FITLX
FFIJX

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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.27%
2.89%
FITLX
FFIJX