PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FNSBX vs. FIFNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FNSBXFIFNX
YTD Return18.35%33.26%
1Y Return30.25%48.46%
3Y Return (Ann)-0.19%6.27%
5Y Return (Ann)5.74%17.73%
Sharpe Ratio2.632.84
Sortino Ratio3.663.67
Omega Ratio1.481.51
Calmar Ratio1.252.43
Martin Ratio17.1118.08
Ulcer Index1.77%2.68%
Daily Std Dev11.48%17.08%
Max Drawdown-35.44%-34.82%
Current Drawdown-0.57%0.00%

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.

Performance

FNSBX vs. FIFNX - Performance Comparison

In the year-to-date period, FNSBX achieves a 18.35% return, which is significantly lower than FIFNX's 33.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.47%
18.86%
FNSBX
FIFNX

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. 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%

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.


FNSBX
Sharpe ratio
The chart of Sharpe ratio for FNSBX, currently valued at 2.63, compared to the broader market0.002.004.002.63
Sortino ratio
The chart of Sortino ratio for FNSBX, currently valued at 3.66, compared to the broader market0.005.0010.003.66
Omega ratio
The chart of Omega ratio for FNSBX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for FNSBX, currently valued at 1.25, compared to the broader market0.005.0010.0015.0020.0025.001.25
Martin ratio
The chart of Martin ratio for FNSBX, currently valued at 17.11, compared to the broader market0.0020.0040.0060.0080.00100.0017.11
FIFNX
Sharpe ratio
The chart of Sharpe ratio for FIFNX, currently valued at 2.84, compared to the broader market0.002.004.002.84
Sortino ratio
The chart of Sortino ratio for FIFNX, currently valued at 3.67, compared to the broader market0.005.0010.003.67
Omega ratio
The chart of Omega ratio for FIFNX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for FIFNX, currently valued at 2.43, compared to the broader market0.005.0010.0015.0020.0025.002.43
Martin ratio
The chart of Martin ratio for FIFNX, currently valued at 18.08, compared to the broader market0.0020.0040.0060.0080.00100.0018.08

FNSBX vs. FIFNX - Sharpe Ratio Comparison

The current FNSBX Sharpe Ratio is 2.63, which is comparable to the FIFNX Sharpe Ratio of 2.84. 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
2.63
2.84
FNSBX
FIFNX

Dividends

FNSBX vs. FIFNX - Dividend Comparison

FNSBX's dividend yield for the trailing twelve months is around 1.19%, more than FIFNX's 0.08% yield.


TTM2023202220212020201920182017
FNSBX
Fidelity Freedom 2050 Fund Class K
1.19%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
-0.57%
0
FNSBX
FIFNX

Volatility

FNSBX vs. FIFNX - Volatility Comparison

The current volatility for Fidelity Freedom 2050 Fund Class K (FNSBX) is 3.16%, while Fidelity Founders Fund (FIFNX) has a volatility of 5.01%. 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
3.16%
5.01%
FNSBX
FIFNX