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FXIFX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FXIFXFSELX
YTD Return10.44%42.47%
1Y Return17.70%45.49%
3Y Return (Ann)1.91%13.57%
5Y Return (Ann)6.66%23.57%
10Y Return (Ann)6.99%18.56%
Sharpe Ratio2.251.28
Sortino Ratio3.251.80
Omega Ratio1.421.23
Calmar Ratio1.661.88
Martin Ratio13.945.36
Ulcer Index1.26%8.54%
Daily Std Dev7.80%35.88%
Max Drawdown-23.90%-81.70%
Current Drawdown-1.65%-8.72%

Correlation

-0.50.00.51.00.7

The correlation between FXIFX and FSELX is 0.74, 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.

Performance

FXIFX vs. FSELX - Performance Comparison

In the year-to-date period, FXIFX achieves a 10.44% return, which is significantly lower than FSELX's 42.47% return. Over the past 10 years, FXIFX has underperformed FSELX with an annualized return of 6.99%, while FSELX has yielded a comparatively higher 18.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.14%
7.53%
FXIFX
FSELX

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FXIFX vs. FSELX - Expense Ratio Comparison

FXIFX has a 0.12% expense ratio, which is lower than FSELX's 0.68% expense ratio.


FSELX
Fidelity Select Semiconductors Portfolio
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FXIFX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

FXIFX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


FXIFX
Sharpe ratio
The chart of Sharpe ratio for FXIFX, currently valued at 2.25, compared to the broader market0.002.004.002.25
Sortino ratio
The chart of Sortino ratio for FXIFX, currently valued at 3.25, compared to the broader market0.005.0010.003.25
Omega ratio
The chart of Omega ratio for FXIFX, currently valued at 1.42, compared to the broader market1.002.003.004.001.42
Calmar ratio
The chart of Calmar ratio for FXIFX, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.66
Martin ratio
The chart of Martin ratio for FXIFX, currently valued at 13.94, compared to the broader market0.0020.0040.0060.0080.00100.0013.94
FSELX
Sharpe ratio
The chart of Sharpe ratio for FSELX, currently valued at 1.28, compared to the broader market0.002.004.001.28
Sortino ratio
The chart of Sortino ratio for FSELX, currently valued at 1.80, compared to the broader market0.005.0010.001.80
Omega ratio
The chart of Omega ratio for FSELX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for FSELX, currently valued at 1.88, compared to the broader market0.005.0010.0015.0020.001.88
Martin ratio
The chart of Martin ratio for FSELX, currently valued at 5.36, compared to the broader market0.0020.0040.0060.0080.00100.005.36

FXIFX vs. FSELX - Sharpe Ratio Comparison

The current FXIFX Sharpe Ratio is 2.25, which is higher than the FSELX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FXIFX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.25
1.28
FXIFX
FSELX

Dividends

FXIFX vs. FSELX - Dividend Comparison

FXIFX's dividend yield for the trailing twelve months is around 2.09%, more than FSELX's 0.07% yield.


TTM20232022202120202019201820172016201520142013
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
2.09%2.26%2.22%1.53%1.41%1.92%2.19%1.76%1.90%2.02%4.87%0.26%
FSELX
Fidelity Select Semiconductors Portfolio
0.07%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

FXIFX vs. FSELX - Drawdown Comparison

The maximum FXIFX drawdown since its inception was -23.90%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FXIFX and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.65%
-8.72%
FXIFX
FSELX

Volatility

FXIFX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) is 2.09%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.87%. This indicates that FXIFX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.09%
8.87%
FXIFX
FSELX