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

Correlation

The correlation between FTTHX and FBND is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FTTHX vs. FBND - 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 Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FTTHX:

0.43

FBND:

1.05

Sortino Ratio

FTTHX:

0.73

FBND:

1.54

Omega Ratio

FTTHX:

1.10

FBND:

1.18

Calmar Ratio

FTTHX:

0.38

FBND:

0.62

Martin Ratio

FTTHX:

2.03

FBND:

3.02

Ulcer Index

FTTHX:

2.84%

FBND:

1.89%

Daily Std Dev

FTTHX:

12.73%

FBND:

5.41%

Max Drawdown

FTTHX:

-53.47%

FBND:

-17.25%

Current Drawdown

FTTHX:

-6.31%

FBND:

-3.42%

Returns By Period

In the year-to-date period, FTTHX achieves a 2.86% return, which is significantly higher than FBND's 2.24% return. Both investments have delivered pretty close results over the past 10 years, with FTTHX having a 2.21% annualized return and FBND not far ahead at 2.26%.


FTTHX

YTD

2.86%

1M

7.26%

6M

-1.26%

1Y

6.23%

5Y*

5.97%

10Y*

2.21%

FBND

YTD

2.24%

1M

1.34%

6M

1.28%

1Y

5.91%

5Y*

0.74%

10Y*

2.26%

*Annualized

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FTTHX vs. FBND - Expense Ratio Comparison

FTTHX has a 1.21% expense ratio, which is higher than FBND's 0.36% expense ratio.


Risk-Adjusted Performance

FTTHX vs. FBND — 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 5555
Overall Rank
The Sharpe Ratio Rank of FTTHX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FTTHX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FTTHX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FTTHX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FTTHX is 6262
Martin Ratio Rank

FBND
The Risk-Adjusted Performance Rank of FBND is 7979
Overall Rank
The Sharpe Ratio Rank of FBND is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FBND is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FBND is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FBND is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FBND is 7575
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. FBND - 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 Total Bond ETF (FBND). 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 0.43, which is lower than the FBND Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FTTHX and FBND, 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. FBND - Dividend Comparison

FTTHX's dividend yield for the trailing twelve months is around 1.39%, less than FBND's 4.66% yield.


TTM20242023202220212020201920182017201620152014
FTTHX
Fidelity Advisor Freedom 2035 Fund Class M
1.39%1.43%1.29%1.89%1.80%0.60%1.03%1.61%0.80%1.08%1.16%8.07%
FBND
Fidelity Total Bond ETF
4.66%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%

Drawdowns

FTTHX vs. FBND - Drawdown Comparison

The maximum FTTHX drawdown since its inception was -53.47%, which is greater than FBND's maximum drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for FTTHX and FBND. For additional features, visit the drawdowns tool.


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Volatility

FTTHX vs. FBND - Volatility Comparison

Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) has a higher volatility of 4.00% compared to Fidelity Total Bond ETF (FBND) at 1.82%. This indicates that FTTHX's price experiences larger fluctuations and is considered to be riskier than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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