PortfoliosLab logoPortfoliosLab logo
FSHBX vs. FSNOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSHBX vs. FSNOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Short-Term Bond Fund (FSHBX) and Fidelity Freedom 2020 Fund Class K (FSNOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSHBX vs. FSNOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSHBX
Fidelity Short-Term Bond Fund
-0.20%5.49%4.73%5.35%-3.86%-0.92%3.59%4.20%1.21%0.25%
FSNOX
Fidelity Freedom 2020 Fund Class K
-1.30%14.92%11.17%13.00%-16.04%9.09%13.64%18.14%-5.26%5.18%

Returns By Period

In the year-to-date period, FSHBX achieves a -0.20% return, which is significantly higher than FSNOX's -1.30% return.


FSHBX

1D
0.12%
1M
-0.94%
YTD
-0.20%
6M
0.93%
1Y
3.57%
3Y*
4.59%
5Y*
2.14%
10Y*
2.09%

FSNOX

1D
0.13%
1M
-5.26%
YTD
-1.30%
6M
0.73%
1Y
11.55%
3Y*
10.59%
5Y*
5.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FSHBX vs. FSNOX - Expense Ratio Comparison

FSHBX has a 0.45% expense ratio, which is lower than FSNOX's 0.51% expense ratio.


Return for Risk

FSHBX vs. FSNOX — Risk / Return Rank

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

FSHBX
FSHBX Risk / Return Rank: 9494
Overall Rank
FSHBX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FSHBX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FSHBX Omega Ratio Rank: 9393
Omega Ratio Rank
FSHBX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FSHBX Martin Ratio Rank: 9595
Martin Ratio Rank

FSNOX
FSNOX Risk / Return Rank: 7878
Overall Rank
FSNOX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FSNOX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FSNOX Omega Ratio Rank: 7777
Omega Ratio Rank
FSNOX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FSNOX Martin Ratio Rank: 7979
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.

FSHBX vs. FSNOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Short-Term Bond Fund (FSHBX) and Fidelity Freedom 2020 Fund Class K (FSNOX). 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.


FSHBXFSNOXDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.40

+0.52

Sortino ratio

Return per unit of downside risk

3.34

1.96

+1.38

Omega ratio

Gain probability vs. loss probability

1.45

1.29

+0.16

Calmar ratio

Return relative to maximum drawdown

3.48

1.78

+1.70

Martin ratio

Return relative to average drawdown

13.73

7.70

+6.03

FSHBX vs. FSNOX - Sharpe Ratio Comparison

The current FSHBX Sharpe Ratio is 1.91, which is higher than the FSNOX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FSHBX and FSNOX, 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 graphics...

Sharpe Ratios by Period


FSHBXFSNOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.40

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.56

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

0.71

+0.78

Correlation

The correlation between FSHBX and FSNOX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSHBX vs. FSNOX - Dividend Comparison

FSHBX's dividend yield for the trailing twelve months is around 3.89%, less than FSNOX's 7.50% yield.


TTM20252024202320222021202020192018201720162015
FSHBX
Fidelity Short-Term Bond Fund
3.89%4.26%4.00%3.00%0.83%1.04%2.62%2.13%1.78%1.27%1.12%0.88%
FSNOX
Fidelity Freedom 2020 Fund Class K
7.50%7.40%8.22%2.76%9.87%12.11%6.81%6.60%7.16%3.14%0.00%0.00%

Drawdowns

FSHBX vs. FSNOX - Drawdown Comparison

The maximum FSHBX drawdown since its inception was -8.80%, smaller than the maximum FSNOX drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for FSHBX and FSNOX.


Loading graphics...

Drawdown Indicators


FSHBXFSNOXDifference

Max Drawdown

Largest peak-to-trough decline

-8.80%

-22.49%

+13.69%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-6.19%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-6.36%

-22.49%

+16.13%

Max Drawdown (10Y)

Largest decline over 10 years

-6.51%

Current Drawdown

Current decline from peak

-0.94%

-5.38%

+4.44%

Average Drawdown

Average peak-to-trough decline

-1.05%

-4.56%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

1.43%

-1.13%

Volatility

FSHBX vs. FSNOX - Volatility Comparison

The current volatility for Fidelity Short-Term Bond Fund (FSHBX) is 0.58%, while Fidelity Freedom 2020 Fund Class K (FSNOX) has a volatility of 3.20%. This indicates that FSHBX experiences smaller price fluctuations and is considered to be less risky than FSNOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSHBXFSNOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

3.20%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

4.95%

-3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

2.08%

8.35%

-6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.18%

8.95%

-6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.84%

9.33%

-7.49%