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FQIFX vs. FFTWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FQIFX and FFTWX 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.


-0.50.00.51.01.0

Performance

FQIFX vs. FFTWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) and Fidelity Freedom 2025 Fund (FFTWX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
158.63%
209.65%
FQIFX
FFTWX

Key characteristics

Sharpe Ratio

FQIFX:

1.31

FFTWX:

1.19

Sortino Ratio

FQIFX:

1.85

FFTWX:

1.70

Omega Ratio

FQIFX:

1.23

FFTWX:

1.21

Calmar Ratio

FQIFX:

1.25

FFTWX:

1.14

Martin Ratio

FQIFX:

7.27

FFTWX:

6.59

Ulcer Index

FQIFX:

1.31%

FFTWX:

1.41%

Daily Std Dev

FQIFX:

7.34%

FFTWX:

7.88%

Max Drawdown

FQIFX:

-27.49%

FFTWX:

-44.91%

Current Drawdown

FQIFX:

-2.87%

FFTWX:

-3.15%

Returns By Period

The year-to-date returns for both stocks are quite close, with FQIFX having a 8.98% return and FFTWX slightly lower at 8.73%. Over the past 10 years, FQIFX has underperformed FFTWX with an annualized return of 4.77%, while FFTWX has yielded a comparatively higher 6.43% annualized return.


FQIFX

YTD

8.98%

1M

-0.82%

6M

3.44%

1Y

9.50%

5Y*

2.53%

10Y*

4.77%

FFTWX

YTD

8.73%

1M

-1.05%

6M

2.61%

1Y

9.32%

5Y*

5.51%

10Y*

6.43%

Compare stocks, funds, or ETFs

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


FQIFX vs. FFTWX - Expense Ratio Comparison

FQIFX has a 0.12% expense ratio, which is lower than FFTWX's 0.62% expense ratio.


FFTWX
Fidelity Freedom 2025 Fund
Expense ratio chart for FFTWX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for FQIFX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

FQIFX vs. FFTWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) and Fidelity Freedom 2025 Fund (FFTWX). 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 FQIFX, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.001.311.19
The chart of Sortino ratio for FQIFX, currently valued at 1.85, compared to the broader market-2.000.002.004.006.008.0010.001.851.70
The chart of Omega ratio for FQIFX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.21
The chart of Calmar ratio for FQIFX, currently valued at 1.25, compared to the broader market0.002.004.006.008.0010.0012.0014.001.251.14
The chart of Martin ratio for FQIFX, currently valued at 7.27, compared to the broader market0.0020.0040.0060.007.276.59
FQIFX
FFTWX

The current FQIFX Sharpe Ratio is 1.31, which is comparable to the FFTWX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FQIFX and FFTWX, 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
1.31
1.19
FQIFX
FFTWX

Dividends

FQIFX vs. FFTWX - Dividend Comparison

FQIFX's dividend yield for the trailing twelve months is around 2.21%, more than FFTWX's 2.02% yield.


TTM20232022202120202019201820172016201520142013
FQIFX
Fidelity Freedom Index 2025 Fund Investor Class
2.21%2.37%2.47%1.51%1.37%1.88%2.14%1.73%1.83%1.93%6.75%0.27%
FFTWX
Fidelity Freedom 2025 Fund
2.02%2.05%2.89%2.42%1.09%1.72%1.84%1.28%1.63%4.17%8.80%5.88%

Drawdowns

FQIFX vs. FFTWX - Drawdown Comparison

The maximum FQIFX drawdown since its inception was -27.49%, smaller than the maximum FFTWX drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for FQIFX and FFTWX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.87%
-3.15%
FQIFX
FFTWX

Volatility

FQIFX vs. FFTWX - Volatility Comparison

Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) and Fidelity Freedom 2025 Fund (FFTWX) have volatilities of 2.39% and 2.48%, 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.


1.50%2.00%2.50%3.00%3.50%JulyAugustSeptemberOctoberNovemberDecember
2.39%
2.48%
FQIFX
FFTWX
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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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