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JPSRX vs. FFGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPSRX vs. FFGZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement Blend 2035 Fund (JPSRX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

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JPSRX vs. FFGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPSRX
JPMorgan SmartRetirement Blend 2035 Fund
-2.93%17.08%8.86%19.87%-16.92%22.01%12.34%22.49%-7.64%18.64%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
-0.78%9.13%5.02%8.32%-11.07%2.85%8.59%10.68%-0.80%6.73%

Returns By Period

In the year-to-date period, JPSRX achieves a -2.93% return, which is significantly lower than FFGZX's -0.78% return. Over the past 10 years, JPSRX has outperformed FFGZX with an annualized return of 9.26%, while FFGZX has yielded a comparatively lower 3.87% annualized return.


JPSRX

1D
-0.09%
1M
-6.75%
YTD
-2.93%
6M
-0.43%
1Y
13.46%
3Y*
11.88%
5Y*
7.69%
10Y*
9.26%

FFGZX

1D
0.25%
1M
-3.09%
YTD
-0.78%
6M
0.46%
1Y
6.37%
3Y*
5.94%
5Y*
2.62%
10Y*
3.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPSRX vs. FFGZX - Expense Ratio Comparison

JPSRX has a 0.29% expense ratio, which is higher than FFGZX's 0.08% expense ratio.


Return for Risk

JPSRX vs. FFGZX — Risk / Return Rank

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

JPSRX
JPSRX Risk / Return Rank: 6464
Overall Rank
JPSRX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JPSRX Sortino Ratio Rank: 6565
Sortino Ratio Rank
JPSRX Omega Ratio Rank: 6464
Omega Ratio Rank
JPSRX Calmar Ratio Rank: 6060
Calmar Ratio Rank
JPSRX Martin Ratio Rank: 6969
Martin Ratio Rank

FFGZX
FFGZX Risk / Return Rank: 8181
Overall Rank
FFGZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 7777
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 8383
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.

JPSRX vs. FFGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2035 Fund (JPSRX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). 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.


JPSRXFFGZXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.51

-0.39

Sortino ratio

Return per unit of downside risk

1.64

2.12

-0.48

Omega ratio

Gain probability vs. loss probability

1.24

1.30

-0.06

Calmar ratio

Return relative to maximum drawdown

1.39

1.99

-0.61

Martin ratio

Return relative to average drawdown

6.51

8.42

-1.91

JPSRX vs. FFGZX - Sharpe Ratio Comparison

The current JPSRX Sharpe Ratio is 1.12, which is comparable to the FFGZX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of JPSRX and FFGZX, 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


JPSRXFFGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.51

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.52

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.88

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.84

-0.15

Correlation

The correlation between JPSRX and FFGZX is 0.76, 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

JPSRX vs. FFGZX - Dividend Comparison

JPSRX's dividend yield for the trailing twelve months is around 2.95%, less than FFGZX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
JPSRX
JPMorgan SmartRetirement Blend 2035 Fund
2.95%2.86%2.55%2.30%1.78%12.06%1.55%2.94%5.74%1.95%2.05%2.05%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.46%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%

Drawdowns

JPSRX vs. FFGZX - Drawdown Comparison

The maximum JPSRX drawdown since its inception was -28.44%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for JPSRX and FFGZX.


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Drawdown Indicators


JPSRXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-28.44%

-14.94%

-13.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-3.33%

-5.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-14.94%

-8.52%

Max Drawdown (10Y)

Largest decline over 10 years

-28.44%

-14.94%

-13.50%

Current Drawdown

Current decline from peak

-7.13%

-3.09%

-4.04%

Average Drawdown

Average peak-to-trough decline

-3.95%

-2.29%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

0.79%

+1.11%

Volatility

JPSRX vs. FFGZX - Volatility Comparison

JPMorgan SmartRetirement Blend 2035 Fund (JPSRX) has a higher volatility of 3.91% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 1.85%. This indicates that JPSRX's price experiences larger fluctuations and is considered to be riskier than FFGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPSRXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

1.85%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

6.74%

2.78%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

4.35%

+7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.50%

5.03%

+7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.08%

4.39%

+8.69%