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FSUTX vs. FFFDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSUTX vs. FFFDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Utilities Portfolio (FSUTX) and Fidelity Freedom 2020 Fund (FFFDX). The values are adjusted to include any dividend payments, if applicable.

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FSUTX vs. FFFDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSUTX
Fidelity Select Utilities Portfolio
6.77%16.19%28.76%-1.12%5.20%17.64%0.75%22.68%8.41%17.94%
FFFDX
Fidelity Freedom 2020 Fund
-1.37%14.87%7.32%12.85%-16.06%8.97%13.81%17.97%-5.30%13.88%

Returns By Period

In the year-to-date period, FSUTX achieves a 6.77% return, which is significantly higher than FFFDX's -1.37% return. Over the past 10 years, FSUTX has outperformed FFFDX with an annualized return of 12.04%, while FFFDX has yielded a comparatively lower 6.79% annualized return.


FSUTX

1D
-0.14%
1M
-4.57%
YTD
6.77%
6M
6.04%
1Y
21.04%
3Y*
17.73%
5Y*
13.73%
10Y*
12.04%

FFFDX

1D
0.13%
1M
-5.32%
YTD
-1.37%
6M
0.71%
1Y
11.44%
3Y*
9.21%
5Y*
4.20%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSUTX vs. FFFDX - Expense Ratio Comparison

FSUTX has a 0.74% expense ratio, which is higher than FFFDX's 0.58% expense ratio.


Return for Risk

FSUTX vs. FFFDX — Risk / Return Rank

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

FSUTX
FSUTX Risk / Return Rank: 7575
Overall Rank
FSUTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FSUTX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FSUTX Omega Ratio Rank: 6666
Omega Ratio Rank
FSUTX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSUTX Martin Ratio Rank: 6666
Martin Ratio Rank

FFFDX
FFFDX Risk / Return Rank: 7878
Overall Rank
FFFDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FFFDX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FFFDX Omega Ratio Rank: 7878
Omega Ratio Rank
FFFDX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FFFDX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSUTX vs. FFFDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Utilities Portfolio (FSUTX) and Fidelity Freedom 2020 Fund (FFFDX). 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.


FSUTXFFFDXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.40

-0.03

Sortino ratio

Return per unit of downside risk

1.88

1.97

-0.08

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

2.48

1.79

+0.69

Martin ratio

Return relative to average drawdown

6.24

7.70

-1.45

FSUTX vs. FFFDX - Sharpe Ratio Comparison

The current FSUTX Sharpe Ratio is 1.38, which is comparable to the FFFDX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FSUTX and FFFDX, 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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Sharpe Ratios by Period


FSUTXFFFDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.40

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.48

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.76

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.54

+0.14

Correlation

The correlation between FSUTX and FFFDX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSUTX vs. FFFDX - Dividend Comparison

FSUTX's dividend yield for the trailing twelve months is around 6.19%, less than FFFDX's 7.46% yield.


TTM20252024202320222021202020192018201720162015
FSUTX
Fidelity Select Utilities Portfolio
6.19%6.61%6.50%3.52%4.67%2.68%4.86%2.29%8.37%5.61%2.51%4.47%
FFFDX
Fidelity Freedom 2020 Fund
7.46%7.36%4.67%2.63%9.81%12.06%6.88%6.54%7.10%2.95%3.62%3.92%

Drawdowns

FSUTX vs. FFFDX - Drawdown Comparison

The maximum FSUTX drawdown since its inception was -66.73%, which is greater than FFFDX's maximum drawdown of -45.53%. Use the drawdown chart below to compare losses from any high point for FSUTX and FFFDX.


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Drawdown Indicators


FSUTXFFFDXDifference

Max Drawdown

Largest peak-to-trough decline

-66.73%

-45.53%

-21.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-6.12%

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

-22.58%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

-22.58%

-15.03%

Current Drawdown

Current decline from peak

-4.57%

-5.38%

+0.81%

Average Drawdown

Average peak-to-trough decline

-11.29%

-7.10%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

1.43%

+2.23%

Volatility

FSUTX vs. FFFDX - Volatility Comparison

Fidelity Select Utilities Portfolio (FSUTX) has a higher volatility of 6.05% compared to Fidelity Freedom 2020 Fund (FFFDX) at 3.26%. This indicates that FSUTX's price experiences larger fluctuations and is considered to be riskier than FFFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSUTXFFFDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

3.26%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

5.01%

+7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

8.26%

+7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

8.81%

+8.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

8.95%

+10.35%