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FOKFX vs. FFSDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FOKFXFFSDX
YTD Return29.24%17.82%
1Y Return40.13%29.70%
3Y Return (Ann)6.65%0.97%
5Y Return (Ann)19.06%7.75%
Sharpe Ratio2.202.58
Sortino Ratio2.873.59
Omega Ratio1.391.47
Calmar Ratio2.701.41
Martin Ratio8.3316.62
Ulcer Index4.84%1.79%
Daily Std Dev18.33%11.50%
Max Drawdown-37.76%-33.16%
Current Drawdown-1.54%0.00%

Correlation

-0.50.00.51.00.8

The correlation between FOKFX and FFSDX is 0.84, 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

FOKFX vs. FFSDX - Performance Comparison

In the year-to-date period, FOKFX achieves a 29.24% return, which is significantly higher than FFSDX's 17.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.66%
9.45%
FOKFX
FFSDX

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FOKFX vs. FFSDX - Expense Ratio Comparison

FOKFX has a 0.50% expense ratio, which is lower than FFSDX's 0.65% expense ratio.


FFSDX
Fidelity Freedom 2065 Fund Class K
Expense ratio chart for FFSDX: 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 FOKFX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

FOKFX vs. FFSDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC K6 Portfolio (FOKFX) and Fidelity Freedom 2065 Fund Class K (FFSDX). 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.


FOKFX
Sharpe ratio
The chart of Sharpe ratio for FOKFX, currently valued at 2.20, compared to the broader market0.002.004.002.20
Sortino ratio
The chart of Sortino ratio for FOKFX, currently valued at 2.87, compared to the broader market0.005.0010.002.87
Omega ratio
The chart of Omega ratio for FOKFX, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for FOKFX, currently valued at 2.70, compared to the broader market0.005.0010.0015.0020.0025.002.70
Martin ratio
The chart of Martin ratio for FOKFX, currently valued at 8.33, compared to the broader market0.0020.0040.0060.0080.00100.008.33
FFSDX
Sharpe ratio
The chart of Sharpe ratio for FFSDX, currently valued at 2.58, compared to the broader market0.002.004.002.58
Sortino ratio
The chart of Sortino ratio for FFSDX, currently valued at 3.58, compared to the broader market0.005.0010.003.59
Omega ratio
The chart of Omega ratio for FFSDX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for FFSDX, currently valued at 1.41, compared to the broader market0.005.0010.0015.0020.0025.001.41
Martin ratio
The chart of Martin ratio for FFSDX, currently valued at 16.62, compared to the broader market0.0020.0040.0060.0080.00100.0016.62

FOKFX vs. FFSDX - Sharpe Ratio Comparison

The current FOKFX Sharpe Ratio is 2.20, which is comparable to the FFSDX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of FOKFX and FFSDX, 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
2.20
2.58
FOKFX
FFSDX

Dividends

FOKFX vs. FFSDX - Dividend Comparison

FOKFX's dividend yield for the trailing twelve months is around 0.21%, less than FFSDX's 1.18% yield.


TTM20232022202120202019
FOKFX
Fidelity OTC K6 Portfolio
0.21%0.24%0.08%0.00%0.07%0.11%
FFSDX
Fidelity Freedom 2065 Fund Class K
1.18%1.39%2.06%2.17%1.06%1.22%

Drawdowns

FOKFX vs. FFSDX - Drawdown Comparison

The maximum FOKFX drawdown since its inception was -37.76%, which is greater than FFSDX's maximum drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for FOKFX and FFSDX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.54%
0
FOKFX
FFSDX

Volatility

FOKFX vs. FFSDX - Volatility Comparison

Fidelity OTC K6 Portfolio (FOKFX) has a higher volatility of 5.14% compared to Fidelity Freedom 2065 Fund Class K (FFSDX) at 3.20%. This indicates that FOKFX's price experiences larger fluctuations and is considered to be riskier than FFSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.14%
3.20%
FOKFX
FFSDX