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FJLSX vs. FFTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FJLSX and FFTHX is 0.92, 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

FJLSX vs. FFTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Freedom Blend 2035 Fund (FJLSX) and Fidelity Freedom 2035 Fund (FFTHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FJLSX:

0.53

FFTHX:

0.83

Sortino Ratio

FJLSX:

0.70

FFTHX:

1.11

Omega Ratio

FJLSX:

1.10

FFTHX:

1.15

Calmar Ratio

FJLSX:

0.46

FFTHX:

0.81

Martin Ratio

FJLSX:

1.73

FFTHX:

3.47

Ulcer Index

FJLSX:

3.36%

FFTHX:

2.71%

Daily Std Dev

FJLSX:

13.14%

FFTHX:

12.74%

Max Drawdown

FJLSX:

-29.15%

FFTHX:

-52.74%

Current Drawdown

FJLSX:

-2.45%

FFTHX:

-0.18%

Returns By Period

In the year-to-date period, FJLSX achieves a 3.38% return, which is significantly lower than FFTHX's 5.58% return.


FJLSX

YTD

3.38%

1M

1.94%

6M

-1.39%

1Y

6.87%

3Y*

7.50%

5Y*

7.67%

10Y*

N/A

FFTHX

YTD

5.58%

1M

4.12%

6M

2.54%

1Y

10.56%

3Y*

8.99%

5Y*

10.55%

10Y*

8.04%

*Annualized

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Fidelity Freedom 2035 Fund

FJLSX vs. FFTHX - Expense Ratio Comparison

FJLSX has a 0.00% expense ratio, which is lower than FFTHX's 0.71% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FJLSX vs. FFTHX — Risk-Adjusted Performance Rank

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

FJLSX
The Risk-Adjusted Performance Rank of FJLSX is 3636
Overall Rank
The Sharpe Ratio Rank of FJLSX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FJLSX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FJLSX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FJLSX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FJLSX is 4040
Martin Ratio Rank

FFTHX
The Risk-Adjusted Performance Rank of FFTHX is 6565
Overall Rank
The Sharpe Ratio Rank of FFTHX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTHX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FFTHX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FFTHX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FFTHX is 7373
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.

FJLSX vs. FFTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend 2035 Fund (FJLSX) and Fidelity Freedom 2035 Fund (FFTHX). 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.


The current FJLSX Sharpe Ratio is 0.53, which is lower than the FFTHX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FJLSX and FFTHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FJLSX vs. FFTHX - Dividend Comparison

FJLSX's dividend yield for the trailing twelve months is around 6.02%, more than FFTHX's 4.45% yield.


TTM20242023202220212020201920182017201620152014
FJLSX
Fidelity Flex Freedom Blend 2035 Fund
6.02%4.78%2.51%5.30%5.97%5.78%7.16%8.14%3.08%0.00%0.00%0.00%
FFTHX
Fidelity Freedom 2035 Fund
4.45%2.75%1.86%11.21%11.62%5.93%6.75%7.66%4.23%4.00%5.97%7.33%

Drawdowns

FJLSX vs. FFTHX - Drawdown Comparison

The maximum FJLSX drawdown since its inception was -29.15%, smaller than the maximum FFTHX drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for FJLSX and FFTHX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FJLSX vs. FFTHX - Volatility Comparison

Fidelity Flex Freedom Blend 2035 Fund (FJLSX) has a higher volatility of 3.43% compared to Fidelity Freedom 2035 Fund (FFTHX) at 2.61%. This indicates that FJLSX's price experiences larger fluctuations and is considered to be riskier than FFTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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