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FNSDX vs. FDEEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FNSDXFDEEX
YTD Return16.27%16.11%
1Y Return24.69%24.51%
3Y Return (Ann)-0.54%-0.63%
5Y Return (Ann)5.59%5.48%
Sharpe Ratio2.402.37
Sortino Ratio3.333.30
Omega Ratio1.441.43
Calmar Ratio1.291.28
Martin Ratio15.4115.31
Ulcer Index1.78%1.79%
Daily Std Dev11.46%11.57%
Max Drawdown-35.11%-35.11%
Current Drawdown-1.78%-2.04%

Correlation

-0.50.00.51.01.0

The correlation between FNSDX and FDEEX 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.

Performance

FNSDX vs. FDEEX - Performance Comparison

The year-to-date returns for both stocks are quite close, with FNSDX having a 16.27% return and FDEEX slightly lower at 16.11%. 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
5.79%
5.73%
FNSDX
FDEEX

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


FNSDX vs. FDEEX - Expense Ratio Comparison

FNSDX has a 0.65% expense ratio, which is lower than FDEEX's 0.75% expense ratio.


FDEEX
Fidelity Freedom 2055 Fund
Expense ratio chart for FDEEX: 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 FNSDX: 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

FNSDX vs. FDEEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund Class K (FNSDX) and Fidelity Freedom 2055 Fund (FDEEX). 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.


FNSDX
Sharpe ratio
The chart of Sharpe ratio for FNSDX, currently valued at 2.40, compared to the broader market0.002.004.002.40
Sortino ratio
The chart of Sortino ratio for FNSDX, currently valued at 3.33, compared to the broader market0.005.0010.003.33
Omega ratio
The chart of Omega ratio for FNSDX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for FNSDX, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.0025.001.29
Martin ratio
The chart of Martin ratio for FNSDX, currently valued at 15.41, compared to the broader market0.0020.0040.0060.0080.00100.0015.41
FDEEX
Sharpe ratio
The chart of Sharpe ratio for FDEEX, currently valued at 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for FDEEX, currently valued at 3.30, compared to the broader market0.005.0010.003.30
Omega ratio
The chart of Omega ratio for FDEEX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for FDEEX, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.0025.001.28
Martin ratio
The chart of Martin ratio for FDEEX, currently valued at 15.31, compared to the broader market0.0020.0040.0060.0080.00100.0015.31

FNSDX vs. FDEEX - Sharpe Ratio Comparison

The current FNSDX Sharpe Ratio is 2.40, which is comparable to the FDEEX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of FNSDX and FDEEX, 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
2.40
2.37
FNSDX
FDEEX

Dividends

FNSDX vs. FDEEX - Dividend Comparison

FNSDX's dividend yield for the trailing twelve months is around 1.21%, more than FDEEX's 1.08% yield.


TTM20232022202120202019201820172016201520142013
FNSDX
Fidelity Freedom 2055 Fund Class K
1.21%1.41%2.16%2.31%1.07%1.54%1.69%1.25%0.00%0.00%0.00%0.00%
FDEEX
Fidelity Freedom 2055 Fund
1.08%1.25%2.11%2.24%1.01%1.48%1.58%1.10%1.38%3.59%6.52%5.45%

Drawdowns

FNSDX vs. FDEEX - Drawdown Comparison

The maximum FNSDX drawdown since its inception was -35.11%, roughly equal to the maximum FDEEX drawdown of -35.11%. Use the drawdown chart below to compare losses from any high point for FNSDX and FDEEX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.78%
-2.04%
FNSDX
FDEEX

Volatility

FNSDX vs. FDEEX - Volatility Comparison

Fidelity Freedom 2055 Fund Class K (FNSDX) and Fidelity Freedom 2055 Fund (FDEEX) have volatilities of 3.10% 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
3.10%
3.13%
FNSDX
FDEEX