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

Key characteristics


FNSDXFFLDX
YTD Return18.03%17.35%
1Y Return29.39%28.58%
3Y Return (Ann)-0.04%4.99%
5Y Return (Ann)6.08%10.38%
Sharpe Ratio2.692.81
Sortino Ratio3.713.94
Omega Ratio1.491.52
Calmar Ratio1.342.90
Martin Ratio17.2718.49
Ulcer Index1.78%1.61%
Daily Std Dev11.41%10.60%
Max Drawdown-35.11%-30.72%
Current Drawdown-0.28%-0.09%

Correlation

-0.50.00.51.01.0

The correlation between FNSDX and FFLDX is 0.97, 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. FFLDX - Performance Comparison

The year-to-date returns for both stocks are quite close, with FNSDX having a 18.03% return and FFLDX slightly lower at 17.35%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.22%
9.87%
FNSDX
FFLDX

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FNSDX vs. FFLDX - Expense Ratio Comparison

FNSDX has a 0.65% expense ratio, which is higher than FFLDX's 0.08% expense ratio.


FNSDX
Fidelity Freedom 2055 Fund Class K
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%
Expense ratio chart for FFLDX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FNSDX vs. FFLDX - 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 Index 2055 Fund (FFLDX). 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 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for FNSDX, currently valued at 3.71, compared to the broader market0.005.0010.003.71
Omega ratio
The chart of Omega ratio for FNSDX, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for FNSDX, currently valued at 1.34, compared to the broader market0.005.0010.0015.0020.001.34
Martin ratio
The chart of Martin ratio for FNSDX, currently valued at 17.27, compared to the broader market0.0020.0040.0060.0080.00100.0017.27
FFLDX
Sharpe ratio
The chart of Sharpe ratio for FFLDX, currently valued at 2.81, compared to the broader market0.002.004.002.81
Sortino ratio
The chart of Sortino ratio for FFLDX, currently valued at 3.94, compared to the broader market0.005.0010.003.94
Omega ratio
The chart of Omega ratio for FFLDX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for FFLDX, currently valued at 2.90, compared to the broader market0.005.0010.0015.0020.002.90
Martin ratio
The chart of Martin ratio for FFLDX, currently valued at 18.49, compared to the broader market0.0020.0040.0060.0080.00100.0018.49

FNSDX vs. FFLDX - Sharpe Ratio Comparison

The current FNSDX Sharpe Ratio is 2.69, which is comparable to the FFLDX Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of FNSDX and FFLDX, 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
2.81
FNSDX
FFLDX

Dividends

FNSDX vs. FFLDX - Dividend Comparison

FNSDX's dividend yield for the trailing twelve months is around 1.19%, less than FFLDX's 1.70% yield.


TTM202320222021202020192018201720162015
FNSDX
Fidelity Freedom 2055 Fund Class K
1.19%1.41%2.16%2.31%1.07%1.54%1.69%1.25%0.00%0.00%
FFLDX
Fidelity Freedom Index 2055 Fund
1.70%1.96%1.98%1.61%1.39%1.71%2.20%1.73%2.26%2.30%

Drawdowns

FNSDX vs. FFLDX - Drawdown Comparison

The maximum FNSDX drawdown since its inception was -35.11%, which is greater than FFLDX's maximum drawdown of -30.72%. Use the drawdown chart below to compare losses from any high point for FNSDX and FFLDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.28%
-0.09%
FNSDX
FFLDX

Volatility

FNSDX vs. FFLDX - Volatility Comparison

Fidelity Freedom 2055 Fund Class K (FNSDX) has a higher volatility of 3.11% compared to Fidelity Freedom Index 2055 Fund (FFLDX) at 2.90%. This indicates that FNSDX's price experiences larger fluctuations and is considered to be riskier than FFLDX 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%JuneJulyAugustSeptemberOctoberNovember
3.11%
2.90%
FNSDX
FFLDX