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

Key characteristics


FNSBXFIDKX
YTD Return18.10%15.38%
1Y Return29.52%26.90%
3Y Return (Ann)-0.22%-1.30%
5Y Return (Ann)5.75%7.22%
Sharpe Ratio2.692.06
Sortino Ratio3.732.83
Omega Ratio1.491.36
Calmar Ratio1.321.12
Martin Ratio17.4211.09
Ulcer Index1.77%2.50%
Daily Std Dev11.46%13.44%
Max Drawdown-35.44%-56.79%
Current Drawdown-0.78%-4.41%

Correlation

-0.50.00.51.00.9

The correlation between FNSBX and FIDKX is 0.89, 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. FIDKX - Performance Comparison

In the year-to-date period, FNSBX achieves a 18.10% return, which is significantly higher than FIDKX's 15.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
8.67%
4.02%
FNSBX
FIDKX

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


FNSBX vs. FIDKX - Expense Ratio Comparison

FNSBX has a 0.65% expense ratio, which is lower than FIDKX's 0.90% expense ratio.


FIDKX
Fidelity International Discovery Fund Class K
Expense ratio chart for FIDKX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
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%

Risk-Adjusted Performance

FNSBX vs. FIDKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund Class K (FNSBX) and Fidelity International Discovery Fund Class K (FIDKX). 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.


FNSBX
Sharpe ratio
The chart of Sharpe ratio for FNSBX, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for FNSBX, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for FNSBX, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for FNSBX, currently valued at 1.32, compared to the broader market0.005.0010.0015.0020.0025.001.32
Martin ratio
The chart of Martin ratio for FNSBX, currently valued at 17.42, compared to the broader market0.0020.0040.0060.0080.00100.0017.42
FIDKX
Sharpe ratio
The chart of Sharpe ratio for FIDKX, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for FIDKX, currently valued at 2.83, compared to the broader market0.005.0010.002.83
Omega ratio
The chart of Omega ratio for FIDKX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for FIDKX, currently valued at 1.12, compared to the broader market0.005.0010.0015.0020.0025.001.12
Martin ratio
The chart of Martin ratio for FIDKX, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.0011.09

FNSBX vs. FIDKX - Sharpe Ratio Comparison

The current FNSBX Sharpe Ratio is 2.69, which is higher than the FIDKX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FNSBX and FIDKX, 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
2.69
2.06
FNSBX
FIDKX

Dividends

FNSBX vs. FIDKX - Dividend Comparison

FNSBX's dividend yield for the trailing twelve months is around 1.19%, less than FIDKX's 1.75% yield.


TTM20232022202120202019201820172016201520142013
FNSBX
Fidelity Freedom 2050 Fund Class K
1.19%1.41%2.17%2.32%1.10%1.56%1.74%1.27%0.00%0.00%0.00%0.00%
FIDKX
Fidelity International Discovery Fund Class K
1.75%2.02%0.47%3.08%0.55%1.82%1.49%1.22%1.83%1.19%0.82%3.38%

Drawdowns

FNSBX vs. FIDKX - Drawdown Comparison

The maximum FNSBX drawdown since its inception was -35.44%, smaller than the maximum FIDKX drawdown of -56.79%. Use the drawdown chart below to compare losses from any high point for FNSBX and FIDKX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.78%
-4.41%
FNSBX
FIDKX

Volatility

FNSBX vs. FIDKX - Volatility Comparison

The current volatility for Fidelity Freedom 2050 Fund Class K (FNSBX) is 3.08%, while Fidelity International Discovery Fund Class K (FIDKX) has a volatility of 3.51%. This indicates that FNSBX experiences smaller price fluctuations and is considered to be less risky than FIDKX 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%7.00%JuneJulyAugustSeptemberOctoberNovember
3.08%
3.51%
FNSBX
FIDKX