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FRBEX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRBEX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2070 Fund Class K (FRBEX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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FRBEX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)20252024
FRBEX
Fidelity Freedom 2070 Fund Class K
-0.49%23.38%3.52%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%-1.95%

Returns By Period

In the year-to-date period, FRBEX achieves a -0.49% return, which is significantly lower than FTIHX's 1.79% return.


FRBEX

1D
3.11%
1M
-5.76%
YTD
-0.49%
6M
3.05%
1Y
22.18%
3Y*
5Y*
10Y*

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRBEX vs. FTIHX - Expense Ratio Comparison

FRBEX has a 0.65% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FRBEX vs. FTIHX — Risk / Return Rank

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

FRBEX
FRBEX Risk / Return Rank: 6666
Overall Rank
FRBEX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FRBEX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FRBEX Omega Ratio Rank: 7373
Omega Ratio Rank
FRBEX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FRBEX Martin Ratio Rank: 6868
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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.

FRBEX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2070 Fund Class K (FRBEX) and Fidelity Total International Index Fund (FTIHX). 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.


FRBEXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.74

-0.42

Sortino ratio

Return per unit of downside risk

1.78

2.32

-0.53

Omega ratio

Gain probability vs. loss probability

1.31

1.35

-0.05

Calmar ratio

Return relative to maximum drawdown

1.75

2.38

-0.63

Martin ratio

Return relative to average drawdown

7.85

9.30

-1.45

FRBEX vs. FTIHX - Sharpe Ratio Comparison

The current FRBEX Sharpe Ratio is 1.33, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FRBEX and FTIHX, 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


FRBEXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.74

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.56

+0.40

Correlation

The correlation between FRBEX and FTIHX is 0.87, 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

FRBEX vs. FTIHX - Dividend Comparison

FRBEX's dividend yield for the trailing twelve months is around 2.39%, less than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FRBEX
Fidelity Freedom 2070 Fund Class K
2.39%2.38%2.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%

Drawdowns

FRBEX vs. FTIHX - Drawdown Comparison

The maximum FRBEX drawdown since its inception was -15.31%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FRBEX and FTIHX.


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Drawdown Indicators


FRBEXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-35.75%

+20.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-11.25%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-29.99%

Current Drawdown

Current decline from peak

-6.98%

-8.61%

+1.63%

Average Drawdown

Average peak-to-trough decline

-1.85%

-7.31%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.88%

-0.26%

Volatility

FRBEX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Freedom 2070 Fund Class K (FRBEX) is 6.64%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FRBEX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRBEXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

7.78%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

11.04%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

16.05%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

15.09%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

16.02%

-0.14%