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FTTHX vs. FBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FTTHX vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTTHX
Fidelity Advisor Freedom 2035 Fund Class M
-0.70%18.17%10.14%16.09%-17.95%13.40%15.99%25.02%-8.23%19.99%
FBND
Fidelity Total Bond ETF
0.12%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Returns By Period

In the year-to-date period, FTTHX achieves a -0.70% return, which is significantly lower than FBND's 0.12% return. Over the past 10 years, FTTHX has outperformed FBND with an annualized return of 9.20%, while FBND has yielded a comparatively lower 2.78% annualized return.


FTTHX

1D
2.22%
1M
-4.70%
YTD
-0.70%
6M
1.46%
1Y
15.57%
3Y*
12.38%
5Y*
5.77%
10Y*
9.20%

FBND

1D
-0.02%
1M
-1.32%
YTD
0.12%
6M
0.77%
1Y
4.53%
3Y*
4.42%
5Y*
1.01%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FTTHX vs. FBND — Risk / Return Rank

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

FTTHX
FTTHX Risk / Return Rank: 7373
Overall Rank
FTTHX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FTTHX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FTTHX Omega Ratio Rank: 7272
Omega Ratio Rank
FTTHX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FTTHX Martin Ratio Rank: 7676
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 5454
Overall Rank
FBND Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 5353
Sortino Ratio Rank
FBND Omega Ratio Rank: 4444
Omega Ratio Rank
FBND Calmar Ratio Rank: 6464
Calmar Ratio Rank
FBND Martin Ratio Rank: 5252
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.

FTTHX vs. FBND - Risk-Adjusted Trends 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.


FTTHXFBNDDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.03

+0.31

Sortino ratio

Return per unit of downside risk

1.91

1.44

+0.47

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

1.83

1.69

+0.14

Martin ratio

Return relative to average drawdown

7.94

5.25

+2.68

FTTHX vs. FBND - Sharpe Ratio Comparison

The current FTTHX Sharpe Ratio is 1.34, which is higher than the FBND Sharpe Ratio of 1.03. 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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Sharpe Ratios by Period


FTTHXFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.03

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.17

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.46

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.44

-0.03

Correlation

The correlation between FTTHX and FBND is 0.18, 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.


Dividends

FTTHX vs. FBND - Dividend Comparison

FTTHX's dividend yield for the trailing twelve months is around 7.29%, more than FBND's 4.73% yield.


TTM20252024202320222021202020192018201720162015
FTTHX
Fidelity Advisor Freedom 2035 Fund Class M
7.29%7.24%3.07%1.32%9.80%9.34%5.96%7.02%11.72%4.09%4.55%2.50%
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Drawdowns

FTTHX vs. FBND - Drawdown Comparison

The maximum FTTHX drawdown since its inception was -54.89%, 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.


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Drawdown Indicators


FTTHXFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-54.89%

-17.25%

-37.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-2.79%

-5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-17.25%

-8.96%

Max Drawdown (10Y)

Largest decline over 10 years

-29.22%

-17.25%

-11.97%

Current Drawdown

Current decline from peak

-5.56%

-1.80%

-3.76%

Average Drawdown

Average peak-to-trough decline

-7.58%

-3.38%

-4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.90%

+1.12%

Volatility

FTTHX vs. FBND - Volatility Comparison

Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) has a higher volatility of 5.03% compared to Fidelity Total Bond ETF (FBND) at 1.66%. 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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Volatility by Period


FTTHXFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

1.66%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

2.62%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

4.44%

+7.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.33%

5.90%

+6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

6.08%

+7.55%