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

Correlation

The correlation between FSNUX and FXAIX is 0.91, 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.


-0.50.00.51.00.9

Performance

FSNUX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2035 Fund Class K (FSNUX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.49%
7.90%
FSNUX
FXAIX

Key characteristics

Sharpe Ratio

FSNUX:

1.21

FXAIX:

1.97

Sortino Ratio

FSNUX:

1.73

FXAIX:

2.63

Omega Ratio

FSNUX:

1.22

FXAIX:

1.37

Calmar Ratio

FSNUX:

0.63

FXAIX:

2.93

Martin Ratio

FSNUX:

7.40

FXAIX:

12.99

Ulcer Index

FSNUX:

1.54%

FXAIX:

1.90%

Daily Std Dev

FSNUX:

9.44%

FXAIX:

12.58%

Max Drawdown

FSNUX:

-33.70%

FXAIX:

-33.79%

Current Drawdown

FSNUX:

-7.46%

FXAIX:

-3.62%

Returns By Period

In the year-to-date period, FSNUX achieves a 10.59% return, which is significantly lower than FXAIX's 24.65% return.


FSNUX

YTD

10.59%

1M

-1.35%

6M

2.49%

1Y

12.33%

5Y*

2.54%

10Y*

N/A

FXAIX

YTD

24.65%

1M

-0.72%

6M

7.90%

1Y

26.58%

5Y*

14.57%

10Y*

12.79%

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. FXAIX - Expense Ratio Comparison

FSNUX has a 0.61% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


FSNUX
Fidelity Freedom 2035 Fund Class K
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%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

FSNUX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2035 Fund Class K (FSNUX) and Fidelity 500 Index Fund (FXAIX). 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 1.21, compared to the broader market-1.000.001.002.003.004.001.211.97
The chart of Sortino ratio for FSNUX, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.001.732.63
The chart of Omega ratio for FSNUX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.37
The chart of Calmar ratio for FSNUX, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.0014.000.632.93
The chart of Martin ratio for FSNUX, currently valued at 7.40, compared to the broader market0.0020.0040.0060.007.4012.99
FSNUX
FXAIX

The current FSNUX Sharpe Ratio is 1.21, which is lower than the FXAIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of FSNUX and FXAIX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.21
1.97
FSNUX
FXAIX

Dividends

FSNUX vs. FXAIX - Dividend Comparison

FSNUX's dividend yield for the trailing twelve months is around 1.66%, more than FXAIX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
FSNUX
Fidelity Freedom 2035 Fund Class K
1.66%1.77%2.32%2.35%1.12%1.59%1.76%1.27%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

FSNUX vs. FXAIX - Drawdown Comparison

The maximum FSNUX drawdown since its inception was -33.70%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FSNUX and FXAIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.46%
-3.62%
FSNUX
FXAIX

Volatility

FSNUX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Freedom 2035 Fund Class K (FSNUX) is 2.76%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.62%. This indicates that FSNUX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.76%
3.62%
FSNUX
FXAIX
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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.

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