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FTTHX vs. FBLTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTTHX and FBLTX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FTTHX vs. FBLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) and Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FTTHX:

0.70

FBLTX:

-0.15

Sortino Ratio

FTTHX:

1.15

FBLTX:

-0.04

Omega Ratio

FTTHX:

1.16

FBLTX:

0.99

Calmar Ratio

FTTHX:

0.85

FBLTX:

-0.03

Martin Ratio

FTTHX:

3.60

FBLTX:

-0.19

Ulcer Index

FTTHX:

2.69%

FBLTX:

7.95%

Daily Std Dev

FTTHX:

12.66%

FBLTX:

14.27%

Max Drawdown

FTTHX:

-53.47%

FBLTX:

-51.04%

Current Drawdown

FTTHX:

0.00%

FBLTX:

-45.50%

Returns By Period

In the year-to-date period, FTTHX achieves a 5.70% return, which is significantly higher than FBLTX's -0.06% return.


FTTHX

YTD

5.70%

1M

8.03%

6M

4.81%

1Y

8.77%

5Y*

10.52%

10Y*

7.33%

FBLTX

YTD

-0.06%

1M

-0.88%

6M

-2.15%

1Y

-1.47%

5Y*

-10.51%

10Y*

N/A

*Annualized

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FTTHX vs. FBLTX - Expense Ratio Comparison

FTTHX has a 1.21% expense ratio, which is higher than FBLTX's 0.03% expense ratio.


Risk-Adjusted Performance

FTTHX vs. FBLTX — Risk-Adjusted Performance Rank

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

FTTHX
The Risk-Adjusted Performance Rank of FTTHX is 7171
Overall Rank
The Sharpe Ratio Rank of FTTHX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FTTHX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FTTHX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FTTHX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FTTHX is 7878
Martin Ratio Rank

FBLTX
The Risk-Adjusted Performance Rank of FBLTX is 1212
Overall Rank
The Sharpe Ratio Rank of FBLTX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FBLTX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FBLTX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FBLTX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FBLTX is 1212
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.

FTTHX vs. FBLTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) and Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX). 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 FTTHX Sharpe Ratio is 0.70, which is higher than the FBLTX Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of FTTHX and FBLTX, 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

FTTHX vs. FBLTX - Dividend Comparison

FTTHX's dividend yield for the trailing twelve months is around 1.42%, less than FBLTX's 4.03% yield.


TTM20242023202220212020201920182017201620152014
FTTHX
Fidelity Advisor Freedom 2035 Fund Class M
1.42%1.43%1.29%1.89%1.80%0.60%1.03%1.61%0.80%1.08%1.16%8.07%
FBLTX
Fidelity SAI Long-Term Treasury Bond Index Fund
4.03%3.92%3.29%3.00%2.11%6.72%2.39%2.87%2.69%3.47%0.64%0.00%

Drawdowns

FTTHX vs. FBLTX - Drawdown Comparison

The maximum FTTHX drawdown since its inception was -53.47%, roughly equal to the maximum FBLTX drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for FTTHX and FBLTX. For additional features, visit the drawdowns tool.


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Volatility

FTTHX vs. FBLTX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) is 2.84%, while Fidelity SAI Long-Term Treasury Bond Index Fund (FBLTX) has a volatility of 3.59%. This indicates that FTTHX experiences smaller price fluctuations and is considered to be less risky than FBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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