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FNSBX vs. FFFHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FNSBX vs. FFFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2050 Fund Class K (FNSBX) and Fidelity Freedom 2050 Fund (FFFHX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.35%
6.27%
FNSBX
FFFHX

Returns By Period

The year-to-date returns for both stocks are quite close, with FNSBX having a 16.63% return and FFFHX slightly lower at 16.53%.


FNSBX

YTD

16.63%

1M

0.85%

6M

6.35%

1Y

23.63%

5Y (annualized)

5.35%

10Y (annualized)

N/A

FFFHX

YTD

16.53%

1M

0.85%

6M

6.27%

1Y

23.46%

5Y (annualized)

5.26%

10Y (annualized)

4.73%

Key characteristics


FNSBXFFFHX
Sharpe Ratio2.082.07
Sortino Ratio2.902.88
Omega Ratio1.371.37
Calmar Ratio1.141.13
Martin Ratio13.0412.84
Ulcer Index1.81%1.83%
Daily Std Dev11.35%11.35%
Max Drawdown-35.44%-55.81%
Current Drawdown-2.02%-2.32%

Compare stocks, funds, or ETFs

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


FNSBX vs. FFFHX - Expense Ratio Comparison

FNSBX has a 0.65% expense ratio, which is lower than FFFHX's 0.75% expense ratio.


FFFHX
Fidelity Freedom 2050 Fund
Expense ratio chart for FFFHX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FNSBX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Correlation

-0.50.00.51.01.0

The correlation between FNSBX and FFFHX is 1.00, 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.

Risk-Adjusted Performance

FNSBX vs. FFFHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund Class K (FNSBX) and Fidelity Freedom 2050 Fund (FFFHX). 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 FNSBX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.005.002.082.07
The chart of Sortino ratio for FNSBX, currently valued at 2.90, compared to the broader market0.005.0010.002.902.88
The chart of Omega ratio for FNSBX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.37
The chart of Calmar ratio for FNSBX, currently valued at 1.14, compared to the broader market0.005.0010.0015.0020.001.141.13
The chart of Martin ratio for FNSBX, currently valued at 13.04, compared to the broader market0.0020.0040.0060.0080.00100.0013.0412.84
FNSBX
FFFHX

The current FNSBX Sharpe Ratio is 2.08, which is comparable to the FFFHX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FNSBX and FFFHX, 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
2.08
2.07
FNSBX
FFFHX

Dividends

FNSBX vs. FFFHX - Dividend Comparison

FNSBX's dividend yield for the trailing twelve months is around 1.21%, more than FFFHX's 1.09% yield.


TTM20232022202120202019201820172016201520142013
FNSBX
Fidelity Freedom 2050 Fund Class K
1.21%1.41%2.17%2.32%1.10%1.56%1.74%1.27%0.00%0.00%0.00%0.00%
FFFHX
Fidelity Freedom 2050 Fund
1.09%1.27%2.12%2.26%1.04%1.49%1.64%1.11%1.42%4.26%11.75%7.62%

Drawdowns

FNSBX vs. FFFHX - Drawdown Comparison

The maximum FNSBX drawdown since its inception was -35.44%, smaller than the maximum FFFHX drawdown of -55.81%. Use the drawdown chart below to compare losses from any high point for FNSBX and FFFHX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.02%
-2.32%
FNSBX
FFFHX

Volatility

FNSBX vs. FFFHX - Volatility Comparison

Fidelity Freedom 2050 Fund Class K (FNSBX) and Fidelity Freedom 2050 Fund (FFFHX) have volatilities of 3.13% and 3.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.13%
3.13%
FNSBX
FFFHX