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FTFEX vs. FAGOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTFEX vs. FAGOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2030 Fund Class M (FTFEX) and Fidelity Advisor Growth Opportunities Fund Class M (FAGOX). The values are adjusted to include any dividend payments, if applicable.

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FTFEX vs. FAGOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTFEX
Fidelity Advisor Freedom 2030 Fund Class M
-2.49%16.59%8.45%14.02%-17.25%10.62%14.54%22.23%-6.97%18.72%
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
-13.70%21.86%38.37%44.80%-38.56%11.05%68.19%39.94%14.61%34.34%

Returns By Period

In the year-to-date period, FTFEX achieves a -2.49% return, which is significantly higher than FAGOX's -13.70% return. Over the past 10 years, FTFEX has underperformed FAGOX with an annualized return of 7.89%, while FAGOX has yielded a comparatively higher 18.36% annualized return.


FTFEX

1D
0.07%
1M
-6.75%
YTD
-2.49%
6M
-0.39%
1Y
12.18%
3Y*
10.11%
5Y*
4.58%
10Y*
7.89%

FAGOX

1D
-1.17%
1M
-9.96%
YTD
-13.70%
6M
-12.44%
1Y
18.10%
3Y*
22.60%
5Y*
7.08%
10Y*
18.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTFEX vs. FAGOX - Expense Ratio Comparison

FTFEX has a 1.16% expense ratio, which is lower than FAGOX's 1.28% expense ratio.


Return for Risk

FTFEX vs. FAGOX — Risk / Return Rank

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

FTFEX
FTFEX Risk / Return Rank: 6464
Overall Rank
FTFEX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FTFEX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FTFEX Omega Ratio Rank: 6464
Omega Ratio Rank
FTFEX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FTFEX Martin Ratio Rank: 6565
Martin Ratio Rank

FAGOX
FAGOX Risk / Return Rank: 3434
Overall Rank
FAGOX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FAGOX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FAGOX Omega Ratio Rank: 3636
Omega Ratio Rank
FAGOX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FAGOX Martin Ratio Rank: 3131
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.

FTFEX vs. FAGOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2030 Fund Class M (FTFEX) and Fidelity Advisor Growth Opportunities Fund Class M (FAGOX). 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.


FTFEXFAGOXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.74

+0.42

Sortino ratio

Return per unit of downside risk

1.65

1.18

+0.47

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratio

Return relative to maximum drawdown

1.44

0.91

+0.54

Martin ratio

Return relative to average drawdown

6.22

3.31

+2.91

FTFEX vs. FAGOX - Sharpe Ratio Comparison

The current FTFEX Sharpe Ratio is 1.16, which is higher than the FAGOX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FTFEX and FAGOX, 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


FTFEXFAGOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.74

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.29

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.77

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.57

-0.17

Correlation

The correlation between FTFEX and FAGOX is 0.85, 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.


Dividends

FTFEX vs. FAGOX - Dividend Comparison

FTFEX's dividend yield for the trailing twelve months is around 7.32%, more than FAGOX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
FTFEX
Fidelity Advisor Freedom 2030 Fund Class M
7.32%7.14%2.54%1.54%8.69%9.31%6.21%6.59%10.51%5.24%4.45%3.85%
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
4.88%4.21%0.00%0.00%0.00%10.01%5.29%4.15%12.10%7.48%15.51%11.14%

Drawdowns

FTFEX vs. FAGOX - Drawdown Comparison

The maximum FTFEX drawdown since its inception was -53.97%, smaller than the maximum FAGOX drawdown of -65.31%. Use the drawdown chart below to compare losses from any high point for FTFEX and FAGOX.


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Drawdown Indicators


FTFEXFAGOXDifference

Max Drawdown

Largest peak-to-trough decline

-53.97%

-65.31%

+11.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-16.27%

+8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-44.84%

+20.22%

Max Drawdown (10Y)

Largest decline over 10 years

-25.00%

-44.84%

+19.84%

Current Drawdown

Current decline from peak

-6.93%

-16.27%

+9.34%

Average Drawdown

Average peak-to-trough decline

-7.31%

-13.60%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

4.45%

-2.63%

Volatility

FTFEX vs. FAGOX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2030 Fund Class M (FTFEX) is 3.98%, while Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) has a volatility of 6.78%. This indicates that FTFEX experiences smaller price fluctuations and is considered to be less risky than FAGOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTFEXFAGOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

6.78%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

14.05%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.59%

24.01%

-13.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.62%

24.80%

-14.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.45%

23.78%

-12.33%