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FJASX vs. FBGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FJASX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2015 Fund Class C (FJASX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FJASX achieves a 5.76% return, which is significantly lower than FBGRX's 18.56% return.


FJASX

1D
0.26%
1M
2.21%
YTD
5.76%
6M
6.07%
1Y
13.65%
3Y*
9.15%
5Y*
3.14%
10Y*

FBGRX

1D
0.76%
1M
9.10%
YTD
18.56%
6M
19.76%
1Y
44.98%
3Y*
32.54%
5Y*
17.08%
10Y*
21.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJASX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FJASX
Fidelity Advisor Freedom Blend 2015 Fund Class C
5.76%11.55%5.02%10.06%-15.95%5.86%10.81%15.40%-6.18%
FBGRX
Fidelity Blue Chip Growth Fund
18.56%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%-16.03%

Correlation

The correlation between FJASX and FBGRX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2018

0.77

The correlation between FJASX and FBGRX has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

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Return for Risk

FJASX vs. FBGRX — Risk / Return Rank

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

FJASX
FJASX Risk / Return Rank: 6363
Overall Rank
FJASX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FJASX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FJASX Omega Ratio Rank: 6969
Omega Ratio Rank
FJASX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FJASX Martin Ratio Rank: 6363
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7575
Overall Rank
FBGRX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6565
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8383
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.

FJASX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2015 Fund Class C (FJASX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FJASXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

2.33

2.67

-0.33

Sortino ratio

Return per unit of downside risk

3.39

3.41

-0.02

Omega ratio

Gain probability vs. loss probability

1.47

1.45

+0.02

Calmar ratio

Return relative to maximum drawdown

2.87

3.67

-0.80

Martin ratio

Return relative to average drawdown

12.42

15.56

-3.13

FJASX vs. FBGRX - Sharpe Ratio Comparison

The current FJASX Sharpe Ratio is 2.33, which is comparable to the FBGRX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FJASX and FBGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FJASXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.67

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.69

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.68

-0.07

Drawdowns

FJASX vs. FBGRX - Drawdown Comparison

The maximum FJASX drawdown since its inception was -21.50%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FJASX and FBGRX.


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Drawdown Indicators


FJASXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-21.50%

-58.64%

+37.14%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

-12.65%

+7.88%

Max Drawdown (3Y)

Largest decline over 3 years

-7.08%

-27.07%

+19.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-43.08%

+21.58%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.06%

-12.53%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

2.98%

-1.88%

Volatility

FJASX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2015 Fund Class C (FJASX) is 2.20%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 4.14%. This indicates that FJASX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJASXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

4.14%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

4.86%

13.00%

-8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

5.87%

17.44%

-11.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.63%

24.88%

-17.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

23.69%

-15.48%

FJASX vs. FBGRX - Expense Ratio Comparison

FJASX has a 1.43% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Dividends

FJASX vs. FBGRX - Dividend Comparison

FJASX's dividend yield for the trailing twelve months is around 1.68%, more than FBGRX's 1.60% yield.


PositionTTM20252024202320222021202020192018201720162015
FBGRX
Fidelity Blue Chip Growth Fund
1.60%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
FJASX
Fidelity Advisor Freedom Blend 2015 Fund Class C
1.68%1.77%1.55%1.97%4.77%6.27%3.32%1.92%1.75%0.00%0.00%0.00%

Frequently Asked Questions


FJASX and FBGRX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBGRX has higher volatility (4.14%) compared to FJASX (2.20%). In terms of maximum drawdown, FJASX dropped -21.50% vs FBGRX's -58.64%.

FBGRX currently has the higher Sharpe Ratio (2.67 vs 2.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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