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FZTKX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FZTKX and ^GSPC 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FZTKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2050 Fund Class K6 (FZTKX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
103.33%
133.26%
FZTKX
^GSPC

Key characteristics

Sharpe Ratio

FZTKX:

0.76

^GSPC:

0.67

Sortino Ratio

FZTKX:

1.16

^GSPC:

1.05

Omega Ratio

FZTKX:

1.16

^GSPC:

1.16

Calmar Ratio

FZTKX:

0.82

^GSPC:

0.68

Martin Ratio

FZTKX:

3.53

^GSPC:

2.70

Ulcer Index

FZTKX:

3.57%

^GSPC:

4.78%

Daily Std Dev

FZTKX:

16.58%

^GSPC:

19.41%

Max Drawdown

FZTKX:

-30.91%

^GSPC:

-56.78%

Current Drawdown

FZTKX:

-3.11%

^GSPC:

-7.45%

Returns By Period

In the year-to-date period, FZTKX achieves a 2.86% return, which is significantly higher than ^GSPC's -3.31% return.


FZTKX

YTD

2.86%

1M

1.67%

6M

2.61%

1Y

11.47%

5Y*

13.72%

10Y*

N/A

^GSPC

YTD

-3.31%

1M

0.28%

6M

-0.74%

1Y

12.29%

5Y*

15.01%

10Y*

10.56%

*Annualized

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Risk-Adjusted Performance

FZTKX vs. ^GSPC — 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 7272
Overall Rank
The Sharpe Ratio Rank of FZTKX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FZTKX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FZTKX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FZTKX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FZTKX is 7676
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8282
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8484
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund Class K6 (FZTKX) and S&P 500 (^GSPC). 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 chart of Sharpe ratio for FZTKX, currently valued at 0.76, compared to the broader market-2.00-1.000.001.002.003.00
FZTKX: 0.76
^GSPC: 0.67
The chart of Sortino ratio for FZTKX, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.00
FZTKX: 1.16
^GSPC: 1.05
The chart of Omega ratio for FZTKX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
FZTKX: 1.16
^GSPC: 1.16
The chart of Calmar ratio for FZTKX, currently valued at 0.82, compared to the broader market0.002.004.006.008.00
FZTKX: 0.82
^GSPC: 0.68
The chart of Martin ratio for FZTKX, currently valued at 3.53, compared to the broader market0.0010.0020.0030.0040.00
FZTKX: 3.53
^GSPC: 2.70

The current FZTKX Sharpe Ratio is 0.76, which is comparable to the ^GSPC Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FZTKX and ^GSPC, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.76
0.67
FZTKX
^GSPC

Drawdowns

FZTKX vs. ^GSPC - Drawdown Comparison

The maximum FZTKX drawdown since its inception was -30.91%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FZTKX and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.11%
-7.45%
FZTKX
^GSPC

Volatility

FZTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2050 Fund Class K6 (FZTKX) is 11.59%, while S&P 500 (^GSPC) has a volatility of 14.17%. This indicates that FZTKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.59%
14.17%
FZTKX
^GSPC