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FZTKX vs. FBGKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FZTKX and FBGKX 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.


Performance

FZTKX vs. FBGKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2050 Fund Class K6 (FZTKX) and Fidelity Blue Chip Growth Fund Class K (FBGKX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FZTKX:

0.75

FBGKX:

0.42

Sortino Ratio

FZTKX:

1.03

FBGKX:

0.69

Omega Ratio

FZTKX:

1.14

FBGKX:

1.09

Calmar Ratio

FZTKX:

0.71

FBGKX:

0.37

Martin Ratio

FZTKX:

3.06

FBGKX:

1.14

Ulcer Index

FZTKX:

3.60%

FBGKX:

8.83%

Daily Std Dev

FZTKX:

16.63%

FBGKX:

28.42%

Max Drawdown

FZTKX:

-30.91%

FBGKX:

-48.88%

Current Drawdown

FZTKX:

-0.35%

FBGKX:

-8.01%

Returns By Period

In the year-to-date period, FZTKX achieves a 6.57% return, which is significantly higher than FBGKX's -3.58% return.


FZTKX

YTD

6.57%

1M

5.41%

6M

3.20%

1Y

11.75%

3Y*

11.40%

5Y*

12.84%

10Y*

N/A

FBGKX

YTD

-3.58%

1M

8.83%

6M

-2.29%

1Y

12.28%

3Y*

21.93%

5Y*

18.52%

10Y*

16.97%

*Annualized

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FZTKX vs. FBGKX - Expense Ratio Comparison

FZTKX has a 0.50% expense ratio, which is lower than FBGKX's 0.68% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FZTKX vs. FBGKX — Risk-Adjusted Performance Rank

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

FZTKX
The Risk-Adjusted Performance Rank of FZTKX is 5858
Overall Rank
The Sharpe Ratio Rank of FZTKX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FZTKX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FZTKX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FZTKX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FZTKX is 6666
Martin Ratio Rank

FBGKX
The Risk-Adjusted Performance Rank of FBGKX is 3131
Overall Rank
The Sharpe Ratio Rank of FBGKX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGKX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FBGKX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FBGKX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of FBGKX is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FZTKX vs. FBGKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund Class K6 (FZTKX) and Fidelity Blue Chip Growth Fund Class K (FBGKX). 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.


The current FZTKX Sharpe Ratio is 0.75, which is higher than the FBGKX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of FZTKX and FBGKX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FZTKX vs. FBGKX - Dividend Comparison

FZTKX's dividend yield for the trailing twelve months is around 4.45%, less than FBGKX's 6.22% yield.


TTM20242023202220212020201920182017201620152014
FZTKX
Fidelity Freedom 2050 Fund Class K6
4.45%2.33%2.06%12.18%12.02%5.15%6.78%8.12%2.88%0.00%0.00%0.00%
FBGKX
Fidelity Blue Chip Growth Fund Class K
6.22%6.00%0.93%0.56%8.77%6.41%3.70%6.41%4.37%4.22%5.36%6.07%

Drawdowns

FZTKX vs. FBGKX - Drawdown Comparison

The maximum FZTKX drawdown since its inception was -30.91%, smaller than the maximum FBGKX drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for FZTKX and FBGKX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FZTKX vs. FBGKX - Volatility Comparison

The current volatility for Fidelity Freedom 2050 Fund Class K6 (FZTKX) is 3.39%, while Fidelity Blue Chip Growth Fund Class K (FBGKX) has a volatility of 6.52%. This indicates that FZTKX experiences smaller price fluctuations and is considered to be less risky than FBGKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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