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FNSFX vs. JLKYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNSFX vs. JLKYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2060 Fund Class K (FNSFX) and John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX). The values are adjusted to include any dividend payments, if applicable.

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FNSFX vs. JLKYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNSFX
Fidelity Freedom 2060 Fund Class K
-0.46%23.84%14.14%20.59%-18.20%16.68%18.40%25.44%-8.82%7.37%
JLKYX
John Hancock Funds Multi-Index 2055 Lifetime Portfolio
-1.36%20.04%15.41%18.53%-18.04%18.38%16.13%25.07%-8.32%4.65%

Returns By Period

In the year-to-date period, FNSFX achieves a -0.46% return, which is significantly higher than JLKYX's -1.36% return.


FNSFX

1D
3.12%
1M
-5.82%
YTD
-0.46%
6M
3.04%
1Y
22.59%
3Y*
16.58%
5Y*
8.62%
10Y*

JLKYX

1D
2.78%
1M
-5.68%
YTD
-1.36%
6M
1.09%
1Y
19.55%
3Y*
15.25%
5Y*
8.08%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNSFX vs. JLKYX - Expense Ratio Comparison

FNSFX has a 0.65% expense ratio, which is higher than JLKYX's 0.01% expense ratio.


Return for Risk

FNSFX vs. JLKYX — Risk / Return Rank

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

FNSFX
FNSFX Risk / Return Rank: 7878
Overall Rank
FNSFX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FNSFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FNSFX Omega Ratio Rank: 7777
Omega Ratio Rank
FNSFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FNSFX Martin Ratio Rank: 8080
Martin Ratio Rank

JLKYX
JLKYX Risk / Return Rank: 6666
Overall Rank
JLKYX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JLKYX Sortino Ratio Rank: 6464
Sortino Ratio Rank
JLKYX Omega Ratio Rank: 6464
Omega Ratio Rank
JLKYX Calmar Ratio Rank: 6666
Calmar Ratio Rank
JLKYX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNSFX vs. JLKYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2060 Fund Class K (FNSFX) and John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX). 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.


FNSFXJLKYXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.22

+0.22

Sortino ratio

Return per unit of downside risk

2.05

1.78

+0.26

Omega ratio

Gain probability vs. loss probability

1.31

1.26

+0.04

Calmar ratio

Return relative to maximum drawdown

1.89

1.74

+0.16

Martin ratio

Return relative to average drawdown

8.36

8.09

+0.27

FNSFX vs. JLKYX - Sharpe Ratio Comparison

The current FNSFX Sharpe Ratio is 1.44, which is comparable to the JLKYX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FNSFX and JLKYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNSFXJLKYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.22

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.54

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.58

+0.07

Correlation

The correlation between FNSFX and JLKYX is 0.98, 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.


Dividends

FNSFX vs. JLKYX - Dividend Comparison

FNSFX's dividend yield for the trailing twelve months is around 3.72%, more than JLKYX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
FNSFX
Fidelity Freedom 2060 Fund Class K
3.72%3.70%2.32%2.13%10.66%10.24%3.89%5.99%5.94%2.45%0.00%0.00%
JLKYX
John Hancock Funds Multi-Index 2055 Lifetime Portfolio
3.66%3.61%1.77%2.16%8.08%5.71%3.88%8.54%10.69%4.33%3.23%1.75%

Drawdowns

FNSFX vs. JLKYX - Drawdown Comparison

The maximum FNSFX drawdown since its inception was -30.92%, smaller than the maximum JLKYX drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for FNSFX and JLKYX.


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Drawdown Indicators


FNSFXJLKYXDifference

Max Drawdown

Largest peak-to-trough decline

-30.92%

-32.55%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-11.59%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

-25.75%

-1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-32.55%

Current Drawdown

Current decline from peak

-6.94%

-6.63%

-0.31%

Average Drawdown

Average peak-to-trough decline

-5.69%

-4.71%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.49%

+0.04%

Volatility

FNSFX vs. JLKYX - Volatility Comparison

Fidelity Freedom 2060 Fund Class K (FNSFX) has a higher volatility of 6.71% compared to John Hancock Funds Multi-Index 2055 Lifetime Portfolio (JLKYX) at 5.95%. This indicates that FNSFX's price experiences larger fluctuations and is considered to be riskier than JLKYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNSFXJLKYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

5.95%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

9.49%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

16.39%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

15.16%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

16.16%

-0.18%