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

Correlation

The correlation between FNSBX and FFFHX 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

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.

Loading data...

Key characteristics

Sharpe Ratio

FNSBX:

0.46

FFFHX:

0.45

Sortino Ratio

FNSBX:

0.77

FFFHX:

0.77

Omega Ratio

FNSBX:

1.11

FFFHX:

1.11

Calmar Ratio

FNSBX:

0.51

FFFHX:

0.51

Martin Ratio

FNSBX:

2.15

FFFHX:

2.13

Ulcer Index

FNSBX:

3.68%

FFFHX:

3.68%

Daily Std Dev

FNSBX:

16.75%

FFFHX:

16.75%

Max Drawdown

FNSBX:

-35.44%

FFFHX:

-55.81%

Current Drawdown

FNSBX:

-1.79%

FFFHX:

-1.79%

Returns By Period

The year-to-date returns for both stocks are quite close, with FNSBX having a 4.25% return and FFFHX slightly lower at 4.16%.


FNSBX

YTD

4.25%

1M

8.46%

6M

2.18%

1Y

7.58%

3Y*

10.95%

5Y*

8.20%

10Y*

N/A

FFFHX

YTD

4.16%

1M

8.44%

6M

2.13%

1Y

7.53%

3Y*

10.87%

5Y*

8.09%

10Y*

4.12%

*Annualized

Compare stocks, funds, or ETFs

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


Fidelity Freedom 2050 Fund

FNSBX vs. FFFHX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FNSBX vs. FFFHX — Risk-Adjusted Performance Rank

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

FNSBX
The Risk-Adjusted Performance Rank of FNSBX is 5353
Overall Rank
The Sharpe Ratio Rank of FNSBX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FNSBX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FNSBX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FNSBX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FNSBX is 6060
Martin Ratio Rank

FFFHX
The Risk-Adjusted Performance Rank of FFFHX is 5353
Overall Rank
The Sharpe Ratio Rank of FFFHX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFHX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FFFHX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FFFHX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FFFHX is 6060
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.

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.


The current FNSBX Sharpe Ratio is 0.46, which is comparable to the FFFHX Sharpe Ratio of 0.45. 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.


Loading data...

Dividends

FNSBX vs. FFFHX - Dividend Comparison

FNSBX's dividend yield for the trailing twelve months is around 1.42%, less than FFFHX's 3.98% yield.


TTM20242023202220212020201920182017201620152014
FNSBX
Fidelity Freedom 2050 Fund Class K
1.42%1.48%1.41%2.17%2.32%1.10%1.56%1.74%1.27%0.00%0.00%0.00%
FFFHX
Fidelity Freedom 2050 Fund
3.98%1.86%1.78%11.83%11.76%4.93%6.48%7.69%3.98%4.12%4.26%11.75%

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.


Loading data...

Volatility

FNSBX vs. FFFHX - Volatility Comparison

Fidelity Freedom 2050 Fund Class K (FNSBX) and Fidelity Freedom 2050 Fund (FFFHX) have volatilities of 4.30% and 4.29%, 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.


Loading data...