PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSNUX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSNUX and FAGIX 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.


-0.50.00.51.00.8

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
2.93%
7.11%
FSNUX
FAGIX

Key characteristics

Sharpe Ratio

FSNUX:

1.47

FAGIX:

2.86

Sortino Ratio

FSNUX:

2.08

FAGIX:

4.24

Omega Ratio

FSNUX:

1.26

FAGIX:

1.58

Calmar Ratio

FSNUX:

0.80

FAGIX:

3.49

Martin Ratio

FSNUX:

7.60

FAGIX:

17.45

Ulcer Index

FSNUX:

1.85%

FAGIX:

0.83%

Daily Std Dev

FSNUX:

9.55%

FAGIX:

5.03%

Max Drawdown

FSNUX:

-33.70%

FAGIX:

-37.80%

Current Drawdown

FSNUX:

-6.53%

FAGIX:

-0.27%

Returns By Period

The year-to-date returns for both investments are quite close, with FSNUX having a 1.60% return and FAGIX slightly higher at 1.67%.


FSNUX

YTD

1.60%

1M

0.88%

6M

2.94%

1Y

13.51%

5Y*

2.54%

10Y*

N/A

FAGIX

YTD

1.67%

1M

1.85%

6M

7.11%

1Y

14.94%

5Y*

5.37%

10Y*

5.79%

*Annualized

Compare stocks, funds, or ETFs

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


FSNUX vs. FAGIX - Expense Ratio Comparison

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


FAGIX
Fidelity Capital & Income Fund
Expense ratio chart for FAGIX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for FSNUX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%

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 7070
Overall Rank
The Sharpe Ratio Rank of FSNUX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FSNUX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FSNUX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FSNUX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FSNUX is 7676
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 9494
Overall Rank
The Sharpe Ratio Rank of FAGIX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 9494
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.


Sharpe ratio
The chart of Sharpe ratio for FSNUX, currently valued at 1.31, compared to the broader market-1.000.001.002.003.004.001.312.86
The chart of Sortino ratio for FSNUX, currently valued at 1.86, compared to the broader market0.005.0010.001.864.24
The chart of Omega ratio for FSNUX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.58
The chart of Calmar ratio for FSNUX, currently valued at 0.75, compared to the broader market0.005.0010.0015.0020.000.753.49
The chart of Martin ratio for FSNUX, currently valued at 6.75, compared to the broader market0.0020.0040.0060.0080.006.7517.45
FSNUX
FAGIX

The current FSNUX Sharpe Ratio is 1.47, which is lower than the FAGIX Sharpe Ratio of 2.86. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember2025
1.31
2.86
FSNUX
FAGIX

Dividends

FSNUX vs. FAGIX - Dividend Comparison

FSNUX's dividend yield for the trailing twelve months is around 1.93%, less than FAGIX's 6.48% 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
6.48%6.59%6.60%6.02%3.41%3.78%4.25%5.99%4.01%4.12%5.00%8.04%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.53%
-0.27%
FSNUX
FAGIX

Volatility

FSNUX vs. FAGIX - Volatility Comparison

Fidelity Freedom 2035 Fund Class K (FSNUX) has a higher volatility of 3.60% compared to Fidelity Capital & Income Fund (FAGIX) at 1.89%. 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.


1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
3.60%
1.89%
FSNUX
FAGIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab