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FSNZX vs. FNSDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSNZX and FNSDX is 0.92, 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

FSNZX vs. FNSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2045 Fund Class K (FSNZX) and Fidelity Freedom 2055 Fund Class K (FNSDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSNZX:

0.45

FNSDX:

0.46

Sortino Ratio

FSNZX:

0.81

FNSDX:

0.83

Omega Ratio

FSNZX:

1.11

FNSDX:

1.12

Calmar Ratio

FSNZX:

0.54

FNSDX:

0.56

Martin Ratio

FSNZX:

2.28

FNSDX:

2.34

Ulcer Index

FSNZX:

3.67%

FNSDX:

3.68%

Daily Std Dev

FSNZX:

16.81%

FNSDX:

16.74%

Max Drawdown

FSNZX:

-35.63%

FNSDX:

-35.11%

Current Drawdown

FSNZX:

-2.10%

FNSDX:

-2.03%

Returns By Period

The year-to-date returns for both investments are quite close, with FSNZX having a 3.86% return and FNSDX slightly higher at 3.98%.


FSNZX

YTD

3.86%

1M

8.11%

6M

2.64%

1Y

7.30%

5Y*

8.25%

10Y*

N/A

FNSDX

YTD

3.98%

1M

8.23%

6M

2.85%

1Y

7.56%

5Y*

8.68%

10Y*

N/A

*Annualized

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FSNZX vs. FNSDX - Expense Ratio Comparison

Both FSNZX and FNSDX have an expense ratio of 0.65%.


Risk-Adjusted Performance

FSNZX vs. FNSDX — Risk-Adjusted Performance Rank

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

FSNZX
The Risk-Adjusted Performance Rank of FSNZX is 5252
Overall Rank
The Sharpe Ratio Rank of FSNZX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FSNZX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FSNZX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FSNZX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FSNZX is 6060
Martin Ratio Rank

FNSDX
The Risk-Adjusted Performance Rank of FNSDX is 5353
Overall Rank
The Sharpe Ratio Rank of FNSDX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FNSDX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FNSDX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FNSDX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FNSDX is 6161
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.

FSNZX vs. FNSDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2045 Fund Class K (FSNZX) and Fidelity Freedom 2055 Fund Class K (FNSDX). 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 FSNZX Sharpe Ratio is 0.45, which is comparable to the FNSDX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FSNZX and FNSDX, 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

FSNZX vs. FNSDX - Dividend Comparison

FSNZX's dividend yield for the trailing twelve months is around 1.44%, which matches FNSDX's 1.44% yield.


TTM20242023202220212020201920182017
FSNZX
Fidelity Freedom 2045 Fund Class K
1.44%1.49%1.41%2.17%2.32%1.10%1.55%1.76%1.26%
FNSDX
Fidelity Freedom 2055 Fund Class K
1.44%1.49%1.41%2.16%2.31%1.07%1.54%1.69%1.25%

Drawdowns

FSNZX vs. FNSDX - Drawdown Comparison

The maximum FSNZX drawdown since its inception was -35.63%, roughly equal to the maximum FNSDX drawdown of -35.11%. Use the drawdown chart below to compare losses from any high point for FSNZX and FNSDX. For additional features, visit the drawdowns tool.


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Volatility

FSNZX vs. FNSDX - Volatility Comparison

Fidelity Freedom 2045 Fund Class K (FSNZX) and Fidelity Freedom 2055 Fund Class K (FNSDX) have volatilities of 4.71% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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