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FSNLX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSNLX and FSPGX is 0.82, 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

FSNLX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2015 Fund Class K (FSNLX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSNLX:

0.84

FSPGX:

0.64

Sortino Ratio

FSNLX:

1.03

FSPGX:

1.05

Omega Ratio

FSNLX:

1.14

FSPGX:

1.15

Calmar Ratio

FSNLX:

0.42

FSPGX:

0.70

Martin Ratio

FSNLX:

3.24

FSPGX:

2.30

Ulcer Index

FSNLX:

1.66%

FSPGX:

7.05%

Daily Std Dev

FSNLX:

7.56%

FSPGX:

25.53%

Max Drawdown

FSNLX:

-27.09%

FSPGX:

-32.66%

Current Drawdown

FSNLX:

-7.31%

FSPGX:

-4.26%

Returns By Period

In the year-to-date period, FSNLX achieves a 2.75% return, which is significantly higher than FSPGX's -0.23% return.


FSNLX

YTD

2.75%

1M

0.20%

6M

0.51%

1Y

6.29%

3Y*

4.14%

5Y*

1.79%

10Y*

N/A

FSPGX

YTD

-0.23%

1M

9.01%

6M

1.46%

1Y

16.25%

3Y*

19.63%

5Y*

17.66%

10Y*

N/A

*Annualized

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FSNLX vs. FSPGX - Expense Ratio Comparison

FSNLX has a 0.47% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


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

Risk-Adjusted Performance

FSNLX vs. FSPGX — Risk-Adjusted Performance Rank

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

FSNLX
The Risk-Adjusted Performance Rank of FSNLX is 5555
Overall Rank
The Sharpe Ratio Rank of FSNLX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FSNLX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FSNLX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FSNLX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FSNLX is 6969
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 5555
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5151
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.

FSNLX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2015 Fund Class K (FSNLX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 FSNLX Sharpe Ratio is 0.84, which is higher than the FSPGX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FSNLX and FSPGX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSNLX vs. FSPGX - Dividend Comparison

FSNLX's dividend yield for the trailing twelve months is around 4.85%, more than FSPGX's 0.37% yield.


TTM202420232022202120202019201820172016
FSNLX
Fidelity Freedom 2015 Fund Class K
4.85%4.02%2.74%8.44%10.79%6.89%6.77%8.21%3.47%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.37%0.37%0.73%0.86%2.22%1.76%1.04%1.47%1.22%0.30%

Drawdowns

FSNLX vs. FSPGX - Drawdown Comparison

The maximum FSNLX drawdown since its inception was -27.09%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FSNLX and FSPGX.


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

Volatility

FSNLX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Freedom 2015 Fund Class K (FSNLX) is 2.27%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.86%. This indicates that FSNLX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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