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FULSX vs. PDAHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FULSX vs. PDAHX - Performance Comparison

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

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FULSX vs. PDAHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FULSX
Fidelity Flex Freedom Blend 2020 Fund
-1.41%14.78%7.59%13.27%-16.10%9.09%13.57%18.28%-4.84%6.93%
PDAHX
Prudential Day One Income Fund
1.03%10.37%8.27%8.89%-11.69%9.21%8.22%13.58%-3.26%4.32%

Returns By Period

In the year-to-date period, FULSX achieves a -1.41% return, which is significantly lower than PDAHX's 1.03% return.


FULSX

1D
0.09%
1M
-5.26%
YTD
-1.41%
6M
0.66%
1Y
11.28%
3Y*
9.33%
5Y*
4.36%
10Y*

PDAHX

1D
0.95%
1M
-2.04%
YTD
1.03%
6M
2.12%
1Y
9.03%
3Y*
8.37%
5Y*
4.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FULSX vs. PDAHX - Expense Ratio Comparison

FULSX has a 0.00% expense ratio, which is lower than PDAHX's 0.16% 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. PDAHX — Risk / Return Rank

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

FULSX
FULSX Risk / Return Rank: 7676
Overall Rank
FULSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FULSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FULSX Omega Ratio Rank: 7575
Omega Ratio Rank
FULSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FULSX Martin Ratio Rank: 7878
Martin Ratio Rank

PDAHX
PDAHX Risk / Return Rank: 8181
Overall Rank
PDAHX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PDAHX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PDAHX Omega Ratio Rank: 8181
Omega Ratio Rank
PDAHX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PDAHX 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. PDAHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend 2020 Fund (FULSX) and Prudential Day One Income Fund (PDAHX). 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.


FULSXPDAHXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.59

-0.21

Sortino ratio

Return per unit of downside risk

1.94

2.23

-0.29

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.05

Calmar ratio

Return relative to maximum drawdown

1.75

2.08

-0.33

Martin ratio

Return relative to average drawdown

7.59

9.97

-2.39

FULSX vs. PDAHX - Sharpe Ratio Comparison

The current FULSX Sharpe Ratio is 1.38, which is comparable to the PDAHX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FULSX and PDAHX, 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


FULSXPDAHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.59

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.70

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.85

-0.16

Correlation

The correlation between FULSX and PDAHX 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. PDAHX - Dividend Comparison

FULSX's dividend yield for the trailing twelve months is around 7.95%, more than PDAHX's 4.80% yield.


TTM202520242023202220212020201920182017
FULSX
Fidelity Flex Freedom Blend 2020 Fund
7.95%7.84%2.85%2.82%5.22%6.27%4.48%6.03%6.15%2.62%
PDAHX
Prudential Day One Income Fund
4.80%4.92%7.35%3.54%7.78%7.72%2.22%4.25%3.70%1.88%

Drawdowns

FULSX vs. PDAHX - Drawdown Comparison

The maximum FULSX drawdown since its inception was -22.52%, which is greater than PDAHX's maximum drawdown of -15.65%. Use the drawdown chart below to compare losses from any high point for FULSX and PDAHX.


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Drawdown Indicators


FULSXPDAHXDifference

Max Drawdown

Largest peak-to-trough decline

-22.52%

-15.65%

-6.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-4.60%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.52%

-15.65%

-6.87%

Current Drawdown

Current decline from peak

-5.34%

-2.31%

-3.03%

Average Drawdown

Average peak-to-trough decline

-4.46%

-2.71%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

0.96%

+0.46%

Volatility

FULSX vs. PDAHX - Volatility Comparison

Fidelity Flex Freedom Blend 2020 Fund (FULSX) has a higher volatility of 3.18% compared to Prudential Day One Income Fund (PDAHX) at 2.16%. This indicates that FULSX's price experiences larger fluctuations and is considered to be riskier than PDAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FULSXPDAHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

2.16%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.99%

3.27%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

8.31%

5.84%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

6.54%

+2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.30%

6.41%

+2.89%