PortfoliosLab logo
FPTKX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FPTKX and ^GSPC is 0.83, 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

FPTKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2015 Fund Class K6 (FPTKX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FPTKX:

0.86

^GSPC:

0.66

Sortino Ratio

FPTKX:

1.11

^GSPC:

0.94

Omega Ratio

FPTKX:

1.15

^GSPC:

1.14

Calmar Ratio

FPTKX:

0.47

^GSPC:

0.60

Martin Ratio

FPTKX:

3.53

^GSPC:

2.28

Ulcer Index

FPTKX:

1.65%

^GSPC:

5.01%

Daily Std Dev

FPTKX:

7.62%

^GSPC:

19.77%

Max Drawdown

FPTKX:

-27.00%

^GSPC:

-56.78%

Current Drawdown

FPTKX:

-6.68%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, FPTKX achieves a 2.91% return, which is significantly higher than ^GSPC's 0.51% return.


FPTKX

YTD

2.91%

1M

0.43%

6M

0.26%

1Y

6.02%

3Y*

4.48%

5Y*

1.92%

10Y*

N/A

^GSPC

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Compare stocks, funds, or ETFs

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


S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FPTKX vs. ^GSPC — Risk-Adjusted Performance Rank

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

FPTKX
The Risk-Adjusted Performance Rank of FPTKX is 5959
Overall Rank
The Sharpe Ratio Rank of FPTKX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FPTKX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FPTKX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FPTKX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FPTKX is 7373
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6363
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6969
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.

FPTKX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2015 Fund Class K6 (FPTKX) and S&P 500 (^GSPC). 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 current FPTKX Sharpe Ratio is 0.86, which is higher than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FPTKX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

FPTKX vs. ^GSPC - Drawdown Comparison

The maximum FPTKX drawdown since its inception was -27.00%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FPTKX and ^GSPC.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FPTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2015 Fund Class K6 (FPTKX) is 2.38%, while S&P 500 (^GSPC) has a volatility of 4.77%. This indicates that FPTKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...