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

Correlation

The correlation between FNSDX and FSNZX 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.


-0.50.00.51.01.0

Performance

FNSDX vs. FSNZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2055 Fund Class K (FNSDX) and Fidelity Freedom 2045 Fund Class K (FSNZX). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
38.03%
33.33%
FNSDX
FSNZX

Key characteristics

Sharpe Ratio

FNSDX:

1.46

FSNZX:

1.45

Sortino Ratio

FNSDX:

2.03

FSNZX:

2.03

Omega Ratio

FNSDX:

1.26

FSNZX:

1.26

Calmar Ratio

FNSDX:

0.96

FSNZX:

0.92

Martin Ratio

FNSDX:

8.83

FSNZX:

8.90

Ulcer Index

FNSDX:

1.90%

FSNZX:

1.89%

Daily Std Dev

FNSDX:

11.48%

FSNZX:

11.55%

Max Drawdown

FNSDX:

-35.11%

FSNZX:

-35.63%

Current Drawdown

FNSDX:

-4.03%

FSNZX:

-4.11%

Returns By Period

The year-to-date returns for both investments are quite close, with FNSDX having a 14.57% return and FSNZX slightly higher at 14.59%.


FNSDX

YTD

14.57%

1M

-0.92%

6M

4.05%

1Y

15.44%

5Y*

4.52%

10Y*

N/A

FSNZX

YTD

14.59%

1M

-0.86%

6M

4.07%

1Y

15.44%

5Y*

4.08%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FNSDX vs. FSNZX - Expense Ratio Comparison

Both FNSDX and FSNZX have an expense ratio of 0.65%.


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 FSNZX: 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. FSNZX - 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 2045 Fund Class K (FSNZX). 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 FNSDX, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.461.45
The chart of Sortino ratio for FNSDX, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.0010.002.032.03
The chart of Omega ratio for FNSDX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.26
The chart of Calmar ratio for FNSDX, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.0014.000.960.92
The chart of Martin ratio for FNSDX, currently valued at 8.83, compared to the broader market0.0020.0040.0060.008.838.90
FNSDX
FSNZX

The current FNSDX Sharpe Ratio is 1.46, which is comparable to the FSNZX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FNSDX and FSNZX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.46
1.45
FNSDX
FSNZX

Dividends

FNSDX vs. FSNZX - Dividend Comparison

FNSDX's dividend yield for the trailing twelve months is around 1.23%, which matches FSNZX's 1.23% yield.


TTM2023202220212020201920182017
FNSDX
Fidelity Freedom 2055 Fund Class K
1.23%1.41%2.16%2.31%1.07%1.54%1.69%1.25%
FSNZX
Fidelity Freedom 2045 Fund Class K
1.23%1.41%2.17%2.32%1.10%1.55%1.76%1.26%

Drawdowns

FNSDX vs. FSNZX - Drawdown Comparison

The maximum FNSDX drawdown since its inception was -35.11%, roughly equal to the maximum FSNZX drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for FNSDX and FSNZX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.03%
-4.11%
FNSDX
FSNZX

Volatility

FNSDX vs. FSNZX - Volatility Comparison

Fidelity Freedom 2055 Fund Class K (FNSDX) and Fidelity Freedom 2045 Fund Class K (FSNZX) have volatilities of 3.33% and 3.35%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.33%
3.35%
FNSDX
FSNZX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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