JSASX vs. FDEEX
JSASX (JPMorgan SmartRetirement 2045 Fund) and FDEEX (Fidelity Freedom 2055 Fund) are both Target Retirement Date funds. Over the past 10 years, JSASX returned 11.28%/yr vs 11.81%/yr for FDEEX. Their 0.98 correlation means they have historically moved very closely together. JSASX charges 0.25%/yr vs 0.75%/yr for FDEEX.
Performance
JSASX vs. FDEEX - Performance Comparison
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Returns By Period
In the year-to-date period, JSASX achieves a 8.07% return, which is significantly lower than FDEEX's 12.01% return. Both investments have delivered pretty close results over the past 10 years, with JSASX having a 11.28% annualized return and FDEEX not far ahead at 11.81%.
JSASX
- 1D
- 1.74%
- 1M
- -0.57%
- 6M
- 5.51%
- YTD
- 8.07%
- 1Y
- 17.12%
- 3Y*
- 14.39%
- 5Y*
- 8.07%
- 10Y*
- 11.28%
- ALL TIME*
- 8.44%
FDEEX
- 1D
- 2.26%
- 1M
- -1.21%
- 6M
- 7.88%
- YTD
- 12.01%
- 1Y
- 24.52%
- 3Y*
- 17.85%
- 5Y*
- 9.72%
- 10Y*
- 11.81%
- ALL TIME*
- 10.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JSASX vs. FDEEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSASX JPMorgan SmartRetirement 2045 Fund | 8.07% | 17.32% | 11.75% | 22.08% | -18.47% | 17.52% | 15.40% | 36.27% | -9.85% | 21.88% |
FDEEX Fidelity Freedom 2055 Fund | 12.01% | 23.74% | 14.02% | 20.55% | -19.19% | 16.57% | 18.26% | 25.35% | -8.92% | 22.32% |
Correlation
The correlation between JSASX and FDEEX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2011 | 0.98 |
The correlation between JSASX and FDEEX has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
JSASX vs. FDEEX — Risk / Return Rank
JSASX
FDEEX
JSASX vs. FDEEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2045 Fund (JSASX) and Fidelity Freedom 2055 Fund (FDEEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JSASX | FDEEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.33 | -0.55 |
| Martin ratioReturn relative to average drawdown | 7.53 | 9.76 | -2.23 |
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Drawdowns
JSASX vs. FDEEX - Drawdown Comparison
The maximum JSASX drawdown since its inception was -50.36%, which is greater than FDEEX's maximum drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for JSASX and FDEEX.
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Drawdown Indicators
| JSASX | FDEEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.36% | -31.00% | -19.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -9.79% | +1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -14.47% | -15.39% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.70% | -27.34% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.26% | -31.00% | -2.26% |
Current DrawdownCurrent decline from peak | -1.43% | -2.53% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -4.80% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.34% | -0.29% |
Volatility
JSASX vs. FDEEX - Volatility Comparison
The current volatility for JPMorgan SmartRetirement 2045 Fund (JSASX) is 3.46%, while Fidelity Freedom 2055 Fund (FDEEX) has a volatility of 4.39%. This indicates that JSASX experiences smaller price fluctuations and is considered to be less risky than FDEEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSASX | FDEEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.39% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 12.42% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 14.41% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 15.27% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 15.40% | +0.43% |
JSASX vs. FDEEX - Expense Ratio Comparison
JSASX has a 0.25% expense ratio, which is lower than FDEEX's 0.75% expense ratio.
Dividends
JSASX vs. FDEEX - Dividend Comparison
JSASX's dividend yield for the trailing twelve months is around 4.90%, less than FDEEX's 5.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDEEX Fidelity Freedom 2055 Fund | 5.05% | 3.87% | 1.73% | 1.91% | 10.33% | 11.20% | 4.20% | 6.23% | 6.68% | 3.59% | 3.52% | 4.99% |
JSASX JPMorgan SmartRetirement 2045 Fund | 4.90% | 5.29% | 4.39% | 1.66% | 11.21% | 16.58% | 4.42% | 18.55% | 5.43% | 3.88% | 2.93% | 3.14% |
Frequently Asked Questions
With a correlation of 0.98, JSASX and FDEEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FDEEX has higher volatility (4.39%) compared to JSASX (3.46%). In terms of maximum drawdown, JSASX dropped -50.36% vs FDEEX's -31.00%.
FDEEX currently has the higher Sharpe Ratio (1.59 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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