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FULSX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FULSX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Freedom Blend 2020 Fund (FULSX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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FULSX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FULSX
Fidelity Flex Freedom Blend 2020 Fund
0.09%14.78%7.59%13.27%-16.10%9.09%13.57%18.28%-4.84%6.93%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%10.71%

Returns By Period

In the year-to-date period, FULSX achieves a 0.09% return, which is significantly lower than FTIHX's 1.79% return.


FULSX

1D
1.52%
1M
-3.41%
YTD
0.09%
6M
1.94%
1Y
12.56%
3Y*
9.88%
5Y*
4.50%
10Y*

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FULSX vs. FTIHX - Expense Ratio Comparison

FULSX has a 0.00% expense ratio, which is lower than FTIHX's 0.06% expense ratio. Despite the difference, 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

FULSX vs. FTIHX — Risk / Return Rank

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

FULSX
FULSX Risk / Return Rank: 7878
Overall Rank
FULSX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FULSX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FULSX Omega Ratio Rank: 7878
Omega Ratio Rank
FULSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FULSX Martin Ratio Rank: 7878
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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.

FULSX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend 2020 Fund (FULSX) and Fidelity Total International Index Fund (FTIHX). 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.


FULSXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.74

-0.19

Sortino ratio

Return per unit of downside risk

2.19

2.32

-0.12

Omega ratio

Gain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratio

Return relative to maximum drawdown

2.04

2.38

-0.34

Martin ratio

Return relative to average drawdown

8.72

9.30

-0.58

FULSX vs. FTIHX - Sharpe Ratio Comparison

The current FULSX Sharpe Ratio is 1.55, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FULSX and FTIHX, 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


FULSXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.74

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.48

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.56

+0.15

Correlation

The correlation between FULSX and FTIHX is 0.89, 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

FULSX vs. FTIHX - Dividend Comparison

FULSX's dividend yield for the trailing twelve months is around 7.83%, more than FTIHX's 2.73% yield.


TTM2025202420232022202120202019201820172016
FULSX
Fidelity Flex Freedom Blend 2020 Fund
7.83%7.84%2.85%2.82%5.22%6.27%4.48%6.03%6.15%2.62%0.00%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%

Drawdowns

FULSX vs. FTIHX - Drawdown Comparison

The maximum FULSX drawdown since its inception was -22.52%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FULSX and FTIHX.


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Drawdown Indicators


FULSXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-22.52%

-35.75%

+13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-11.25%

+5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.52%

-29.99%

+7.47%

Current Drawdown

Current decline from peak

-3.90%

-8.61%

+4.71%

Average Drawdown

Average peak-to-trough decline

-4.46%

-7.31%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

2.88%

-1.44%

Volatility

FULSX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Flex Freedom Blend 2020 Fund (FULSX) is 3.63%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.78%. This indicates that FULSX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FULSXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

7.78%

-4.15%

Volatility (6M)

Calculated over the trailing 6-month period

5.21%

11.04%

-5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

8.42%

16.05%

-7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.92%

15.09%

-6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.31%

16.02%

-6.71%