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FJTKX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FJTKX and ^GSPC 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.


-0.50.00.51.00.9

Performance

FJTKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2045 Fund Class K6 (FJTKX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
37.37%
143.28%
FJTKX
^GSPC

Key characteristics

Sharpe Ratio

FJTKX:

1.48

^GSPC:

2.10

Sortino Ratio

FJTKX:

2.05

^GSPC:

2.80

Omega Ratio

FJTKX:

1.27

^GSPC:

1.39

Calmar Ratio

FJTKX:

0.94

^GSPC:

3.09

Martin Ratio

FJTKX:

8.99

^GSPC:

13.49

Ulcer Index

FJTKX:

1.89%

^GSPC:

1.94%

Daily Std Dev

FJTKX:

11.51%

^GSPC:

12.52%

Max Drawdown

FJTKX:

-35.59%

^GSPC:

-56.78%

Current Drawdown

FJTKX:

-3.97%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, FJTKX achieves a 14.74% return, which is significantly lower than ^GSPC's 24.34% return.


FJTKX

YTD

14.74%

1M

-0.86%

6M

4.16%

1Y

15.63%

5Y*

4.21%

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FJTKX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2045 Fund Class K6 (FJTKX) and S&P 500 (^GSPC). 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 FJTKX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.482.10
The chart of Sortino ratio for FJTKX, currently valued at 2.05, compared to the broader market-2.000.002.004.006.008.0010.002.052.80
The chart of Omega ratio for FJTKX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.39
The chart of Calmar ratio for FJTKX, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.0012.0014.000.943.09
The chart of Martin ratio for FJTKX, currently valued at 8.99, compared to the broader market0.0020.0040.0060.008.9913.49
FJTKX
^GSPC

The current FJTKX Sharpe Ratio is 1.48, which is comparable to the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FJTKX and ^GSPC, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.48
2.10
FJTKX
^GSPC

Drawdowns

FJTKX vs. ^GSPC - Drawdown Comparison

The maximum FJTKX drawdown since its inception was -35.59%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FJTKX and ^GSPC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.97%
-2.62%
FJTKX
^GSPC

Volatility

FJTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2045 Fund Class K6 (FJTKX) is 3.32%, while S&P 500 (^GSPC) has a volatility of 3.79%. This indicates that FJTKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC 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%JulyAugustSeptemberOctoberNovemberDecember
3.32%
3.79%
FJTKX
^GSPC
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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.

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