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

Correlation

The correlation between FNSDX and SPY is 0.92, 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.


-0.50.00.51.00.9

Performance

FNSDX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2055 Fund Class K (FNSDX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.80%
7.03%
FNSDX
SPY

Key characteristics

Sharpe Ratio

FNSDX:

1.23

SPY:

1.70

Sortino Ratio

FNSDX:

1.73

SPY:

2.29

Omega Ratio

FNSDX:

1.22

SPY:

1.31

Calmar Ratio

FNSDX:

1.11

SPY:

2.58

Martin Ratio

FNSDX:

6.58

SPY:

10.64

Ulcer Index

FNSDX:

2.20%

SPY:

2.03%

Daily Std Dev

FNSDX:

11.70%

SPY:

12.65%

Max Drawdown

FNSDX:

-35.11%

SPY:

-55.19%

Current Drawdown

FNSDX:

-2.44%

SPY:

-2.56%

Returns By Period

In the year-to-date period, FNSDX achieves a 3.54% return, which is significantly higher than SPY's 1.90% return.


FNSDX

YTD

3.54%

1M

-0.85%

6M

2.92%

1Y

12.39%

5Y*

6.24%

10Y*

N/A

SPY

YTD

1.90%

1M

-1.77%

6M

7.18%

1Y

19.10%

5Y*

15.71%

10Y*

12.98%

*Annualized

Compare stocks, funds, or ETFs

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


SPDR S&P 500 ETF

FNSDX vs. SPY - Expense Ratio Comparison

FNSDX has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.


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 SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FNSDX vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FNSDX
The Risk-Adjusted Performance Rank of FNSDX is 6969
Overall Rank
The Sharpe Ratio Rank of FNSDX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FNSDX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FNSDX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FNSDX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FNSDX is 7575
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7575
Overall Rank
The Sharpe Ratio Rank of SPY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNSDX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund Class K (FNSDX) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for FNSDX, currently valued at 1.23, compared to the broader market-1.000.001.002.003.004.001.231.70
The chart of Sortino ratio for FNSDX, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.0012.001.732.29
The chart of Omega ratio for FNSDX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.31
The chart of Calmar ratio for FNSDX, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.001.112.58
The chart of Martin ratio for FNSDX, currently valued at 6.58, compared to the broader market0.0020.0040.0060.0080.006.5810.64
FNSDX
SPY

The current FNSDX Sharpe Ratio is 1.23, which is comparable to the SPY Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FNSDX and SPY, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.23
1.70
FNSDX
SPY

Dividends

FNSDX vs. SPY - Dividend Comparison

FNSDX's dividend yield for the trailing twelve months is around 1.44%, more than SPY's 1.18% yield.


TTM20242023202220212020201920182017201620152014
FNSDX
Fidelity Freedom 2055 Fund Class K
1.44%1.49%1.41%2.16%2.31%1.07%1.54%1.69%1.25%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.18%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

FNSDX vs. SPY - Drawdown Comparison

The maximum FNSDX drawdown since its inception was -35.11%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FNSDX and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.44%
-2.56%
FNSDX
SPY

Volatility

FNSDX vs. SPY - Volatility Comparison

Fidelity Freedom 2055 Fund Class K (FNSDX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.34% and 3.34%, 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%SeptemberOctoberNovemberDecember2025February
3.34%
3.34%
FNSDX
SPY

User Portfolios with FNSDX or SPY


PBR
BBSEY
VALE
SPY
Simple
9%
YTD
SPY
GLD
1 / 183

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