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JAKSX vs. FIKFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAKSX vs. FIKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement 2060 Fund (JAKSX) and Fidelity Freedom Index Income Fund Investor Class (FIKFX). The values are adjusted to include any dividend payments, if applicable.

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JAKSX vs. FIKFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAKSX
JPMorgan SmartRetirement 2060 Fund
-2.09%17.84%12.40%22.14%-18.38%17.47%15.22%24.77%-9.72%20.96%
FIKFX
Fidelity Freedom Index Income Fund Investor Class
-0.05%9.23%4.96%8.28%-11.09%2.79%8.54%10.59%-0.76%6.38%

Returns By Period

In the year-to-date period, JAKSX achieves a -2.09% return, which is significantly lower than FIKFX's -0.05% return.


JAKSX

1D
2.76%
1M
-5.55%
YTD
-2.09%
6M
-0.33%
1Y
15.58%
3Y*
14.20%
5Y*
7.27%
10Y*

FIKFX

1D
0.74%
1M
-1.99%
YTD
-0.05%
6M
1.03%
1Y
6.95%
3Y*
6.20%
5Y*
2.67%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAKSX vs. FIKFX - Expense Ratio Comparison

JAKSX has a 0.26% expense ratio, which is higher than FIKFX's 0.12% expense ratio. However, 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

JAKSX vs. FIKFX — Risk / Return Rank

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

JAKSX
JAKSX Risk / Return Rank: 5353
Overall Rank
JAKSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JAKSX Sortino Ratio Rank: 5050
Sortino Ratio Rank
JAKSX Omega Ratio Rank: 5050
Omega Ratio Rank
JAKSX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JAKSX Martin Ratio Rank: 6262
Martin Ratio Rank

FIKFX
FIKFX Risk / Return Rank: 8484
Overall Rank
FIKFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FIKFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FIKFX Omega Ratio Rank: 8181
Omega Ratio Rank
FIKFX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FIKFX Martin Ratio Rank: 8686
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.

JAKSX vs. FIKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2060 Fund (JAKSX) and Fidelity Freedom Index Income Fund Investor Class (FIKFX). 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.


JAKSXFIKFXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.63

-0.61

Sortino ratio

Return per unit of downside risk

1.52

2.30

-0.78

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

1.44

2.20

-0.76

Martin ratio

Return relative to average drawdown

6.46

9.11

-2.65

JAKSX vs. FIKFX - Sharpe Ratio Comparison

The current JAKSX Sharpe Ratio is 1.02, which is lower than the FIKFX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of JAKSX and FIKFX, 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


JAKSXFIKFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.63

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.53

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.96

-0.34

Correlation

The correlation between JAKSX and FIKFX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JAKSX vs. FIKFX - Dividend Comparison

JAKSX's dividend yield for the trailing twelve months is around 4.36%, more than FIKFX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
JAKSX
JPMorgan SmartRetirement 2060 Fund
4.36%4.27%2.96%1.55%6.59%8.71%3.49%3.95%2.96%1.93%0.00%0.00%
FIKFX
Fidelity Freedom Index Income Fund Investor Class
3.41%3.40%3.13%2.85%3.06%2.04%2.18%7.27%2.94%1.89%1.65%1.39%

Drawdowns

JAKSX vs. FIKFX - Drawdown Comparison

The maximum JAKSX drawdown since its inception was -33.11%, which is greater than FIKFX's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for JAKSX and FIKFX.


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Drawdown Indicators


JAKSXFIKFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.11%

-15.03%

-18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-3.32%

-7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

-15.03%

-10.77%

Max Drawdown (10Y)

Largest decline over 10 years

-15.03%

Current Drawdown

Current decline from peak

-6.63%

-2.37%

-4.26%

Average Drawdown

Average peak-to-trough decline

-5.36%

-1.74%

-3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

0.80%

+1.68%

Volatility

JAKSX vs. FIKFX - Volatility Comparison

JPMorgan SmartRetirement 2060 Fund (JAKSX) has a higher volatility of 5.80% compared to Fidelity Freedom Index Income Fund Investor Class (FIKFX) at 2.05%. This indicates that JAKSX's price experiences larger fluctuations and is considered to be riskier than FIKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAKSXFIKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

2.05%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

2.85%

+6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

4.39%

+11.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

5.07%

+9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

4.40%

+11.52%