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

Performance

FNSBX vs. FIFNX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.90%
15.88%
FNSBX
FIFNX

Returns By Period

In the year-to-date period, FNSBX achieves a 16.13% return, which is significantly lower than FIFNX's 33.97% return.


FNSBX

YTD

16.13%

1M

-0.42%

6M

6.70%

1Y

23.11%

5Y (annualized)

5.27%

10Y (annualized)

N/A

FIFNX

YTD

33.97%

1M

4.67%

6M

17.10%

1Y

41.40%

5Y (annualized)

17.39%

10Y (annualized)

N/A

Key characteristics


FNSBXFIFNX
Sharpe Ratio2.062.49
Sortino Ratio2.873.25
Omega Ratio1.371.44
Calmar Ratio1.122.77
Martin Ratio12.8915.68
Ulcer Index1.81%2.69%
Daily Std Dev11.34%16.97%
Max Drawdown-35.44%-34.82%
Current Drawdown-2.43%-0.37%

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FNSBX vs. FIFNX - Expense Ratio Comparison

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


FIFNX
Fidelity Founders Fund
Expense ratio chart for FIFNX: 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%

Correlation

-0.50.00.51.00.9

The correlation between FNSBX and FIFNX is 0.87, 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. FIFNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund Class K (FNSBX) and Fidelity Founders Fund (FIFNX). 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 2.06, compared to the broader market-1.000.001.002.003.004.005.002.062.49
The chart of Sortino ratio for FNSBX, currently valued at 2.87, compared to the broader market0.005.0010.002.873.25
The chart of Omega ratio for FNSBX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.44
The chart of Calmar ratio for FNSBX, currently valued at 1.12, compared to the broader market0.005.0010.0015.0020.001.122.77
The chart of Martin ratio for FNSBX, currently valued at 12.89, compared to the broader market0.0020.0040.0060.0080.00100.0012.8915.68
FNSBX
FIFNX

The current FNSBX Sharpe Ratio is 2.06, which is comparable to the FIFNX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of FNSBX and FIFNX, 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
2.06
2.49
FNSBX
FIFNX

Dividends

FNSBX vs. FIFNX - Dividend Comparison

FNSBX's dividend yield for the trailing twelve months is around 1.21%, more than FIFNX's 0.08% yield.


TTM2023202220212020201920182017
FNSBX
Fidelity Freedom 2050 Fund Class K
1.21%1.41%2.17%2.32%1.10%1.56%1.74%1.27%
FIFNX
Fidelity Founders Fund
0.08%0.11%0.67%0.23%0.00%0.09%0.00%0.00%

Drawdowns

FNSBX vs. FIFNX - Drawdown Comparison

The maximum FNSBX drawdown since its inception was -35.44%, roughly equal to the maximum FIFNX drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for FNSBX and FIFNX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.43%
-0.37%
FNSBX
FIFNX

Volatility

FNSBX vs. FIFNX - Volatility Comparison

The current volatility for Fidelity Freedom 2050 Fund Class K (FNSBX) is 3.11%, while Fidelity Founders Fund (FIFNX) has a volatility of 5.14%. This indicates that FNSBX experiences smaller price fluctuations and is considered to be less risky than FIFNX 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%8.00%JuneJulyAugustSeptemberOctoberNovember
3.11%
5.14%
FNSBX
FIFNX