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FSNUX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSNUX and FAGIX is 0.80, 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

FSNUX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2035 Fund Class K (FSNUX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSNUX:

0.47

FAGIX:

1.14

Sortino Ratio

FSNUX:

0.80

FAGIX:

1.47

Omega Ratio

FSNUX:

1.11

FAGIX:

1.21

Calmar Ratio

FSNUX:

0.45

FAGIX:

1.02

Martin Ratio

FSNUX:

2.37

FAGIX:

3.83

Ulcer Index

FSNUX:

2.79%

FAGIX:

1.93%

Daily Std Dev

FSNUX:

12.99%

FAGIX:

7.03%

Max Drawdown

FSNUX:

-33.70%

FAGIX:

-37.80%

Current Drawdown

FSNUX:

-5.78%

FAGIX:

-0.74%

Returns By Period

In the year-to-date period, FSNUX achieves a 2.41% return, which is significantly higher than FAGIX's 1.70% return.


FSNUX

YTD

2.41%

1M

4.62%

6M

0.14%

1Y

6.13%

5Y*

6.70%

10Y*

N/A

FAGIX

YTD

1.70%

1M

4.72%

6M

1.39%

1Y

8.06%

5Y*

7.53%

10Y*

4.76%

*Annualized

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FSNUX vs. FAGIX - Expense Ratio Comparison

FSNUX has a 0.61% expense ratio, which is lower than FAGIX's 0.67% expense ratio.


Risk-Adjusted Performance

FSNUX vs. FAGIX — Risk-Adjusted Performance Rank

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

FSNUX
The Risk-Adjusted Performance Rank of FSNUX is 5353
Overall Rank
The Sharpe Ratio Rank of FSNUX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FSNUX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FSNUX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FSNUX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FSNUX is 6363
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 8383
Overall Rank
The Sharpe Ratio Rank of FAGIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 8080
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.

FSNUX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2035 Fund Class K (FSNUX) and Fidelity Capital & Income Fund (FAGIX). 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 FSNUX Sharpe Ratio is 0.47, which is lower than the FAGIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FSNUX and FAGIX, 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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Dividends

FSNUX vs. FAGIX - Dividend Comparison

FSNUX's dividend yield for the trailing twelve months is around 1.93%, less than FAGIX's 4.89% yield.


TTM20242023202220212020201920182017201620152014
FSNUX
Fidelity Freedom 2035 Fund Class K
1.93%1.96%1.77%2.32%2.35%1.12%1.59%1.76%1.27%0.00%0.00%0.00%
FAGIX
Fidelity Capital & Income Fund
4.89%5.03%5.29%4.85%3.41%3.78%4.25%5.28%4.01%4.12%5.01%8.08%

Drawdowns

FSNUX vs. FAGIX - Drawdown Comparison

The maximum FSNUX drawdown since its inception was -33.70%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FSNUX and FAGIX. For additional features, visit the drawdowns tool.


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Volatility

FSNUX vs. FAGIX - Volatility Comparison

Fidelity Freedom 2035 Fund Class K (FSNUX) has a higher volatility of 3.90% compared to Fidelity Capital & Income Fund (FAGIX) at 2.22%. This indicates that FSNUX's price experiences larger fluctuations and is considered to be riskier than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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