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FUIPX vs. PDEJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUIPX vs. PDEJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2060 Fund (FUIPX) and Prudential Day One 2025 Fund (PDEJX). The values are adjusted to include any dividend payments, if applicable.

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FUIPX vs. PDEJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FUIPX
Fidelity Freedom Index 2060 Fund
-1.58%21.50%14.23%19.99%-18.17%16.00%23.45%
PDEJX
Prudential Day One 2025 Fund
0.55%11.91%17.34%11.21%-12.30%12.90%12.62%

Returns By Period

In the year-to-date period, FUIPX achieves a -1.58% return, which is significantly lower than PDEJX's 0.55% return.


FUIPX

1D
2.71%
1M
-5.56%
YTD
-1.58%
6M
1.01%
1Y
19.25%
3Y*
15.28%
5Y*
8.12%
10Y*

PDEJX

1D
1.40%
1M
-2.68%
YTD
0.55%
6M
1.96%
1Y
10.58%
3Y*
12.21%
5Y*
7.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUIPX vs. PDEJX - Expense Ratio Comparison

FUIPX has a 0.06% expense ratio, which is higher than PDEJX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FUIPX vs. PDEJX — Risk / Return Rank

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

FUIPX
FUIPX Risk / Return Rank: 7373
Overall Rank
FUIPX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FUIPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FUIPX Omega Ratio Rank: 7070
Omega Ratio Rank
FUIPX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FUIPX Martin Ratio Rank: 8080
Martin Ratio Rank

PDEJX
PDEJX Risk / Return Rank: 7979
Overall Rank
PDEJX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PDEJX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PDEJX Omega Ratio Rank: 7878
Omega Ratio Rank
PDEJX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PDEJX Martin Ratio Rank: 8585
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.

FUIPX vs. PDEJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2060 Fund (FUIPX) and Prudential Day One 2025 Fund (PDEJX). 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.


FUIPXPDEJXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.45

-0.16

Sortino ratio

Return per unit of downside risk

1.87

2.07

-0.20

Omega ratio

Gain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

1.83

1.90

-0.07

Martin ratio

Return relative to average drawdown

8.31

9.24

-0.92

FUIPX vs. PDEJX - Sharpe Ratio Comparison

The current FUIPX Sharpe Ratio is 1.29, which is comparable to the PDEJX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FUIPX and PDEJX, 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


FUIPXPDEJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.45

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.81

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.88

-0.03

Correlation

The correlation between FUIPX and PDEJX is 0.93, 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

FUIPX vs. PDEJX - Dividend Comparison

FUIPX's dividend yield for the trailing twelve months is around 2.03%, less than PDEJX's 5.60% yield.


TTM202520242023202220212020201920182017
FUIPX
Fidelity Freedom Index 2060 Fund
2.03%2.00%2.01%1.96%2.05%1.97%1.65%0.00%0.00%0.00%
PDEJX
Prudential Day One 2025 Fund
5.60%5.63%20.16%3.66%7.83%10.79%2.42%5.03%4.61%1.68%

Drawdowns

FUIPX vs. PDEJX - Drawdown Comparison

The maximum FUIPX drawdown since its inception was -26.20%, which is greater than PDEJX's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for FUIPX and PDEJX.


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Drawdown Indicators


FUIPXPDEJXDifference

Max Drawdown

Largest peak-to-trough decline

-26.20%

-20.45%

-5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-5.85%

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-16.83%

-9.37%

Current Drawdown

Current decline from peak

-6.60%

-2.94%

-3.66%

Average Drawdown

Average peak-to-trough decline

-5.49%

-2.90%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

1.20%

+1.18%

Volatility

FUIPX vs. PDEJX - Volatility Comparison

Fidelity Freedom Index 2060 Fund (FUIPX) has a higher volatility of 5.91% compared to Prudential Day One 2025 Fund (PDEJX) at 2.87%. This indicates that FUIPX's price experiences larger fluctuations and is considered to be riskier than PDEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUIPXPDEJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

2.87%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

4.33%

+4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

7.52%

+7.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

8.87%

+5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

8.86%

+5.37%