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MFEKX vs. FFFLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFEKX vs. FFFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Growth R6 (MFEKX) and Fidelity Advisor Freedom 2050 Fund Class A (FFFLX). The values are adjusted to include any dividend payments, if applicable.

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MFEKX vs. FFFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFEKX
MFS Growth R6
-13.60%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%2.40%30.97%
FFFLX
Fidelity Advisor Freedom 2050 Fund Class A
-3.95%22.73%13.41%18.92%-18.34%15.79%17.25%26.29%-8.46%21.36%

Returns By Period

In the year-to-date period, MFEKX achieves a -13.60% return, which is significantly lower than FFFLX's -3.95% return. Over the past 10 years, MFEKX has outperformed FFFLX with an annualized return of 15.54%, while FFFLX has yielded a comparatively lower 10.36% annualized return.


MFEKX

1D
-0.58%
1M
-9.05%
YTD
-13.60%
6M
-14.18%
1Y
6.63%
3Y*
21.39%
5Y*
10.96%
10Y*
15.54%

FFFLX

1D
-0.27%
1M
-9.19%
YTD
-3.95%
6M
-0.88%
1Y
17.36%
3Y*
14.34%
5Y*
7.40%
10Y*
10.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFEKX vs. FFFLX - Expense Ratio Comparison

MFEKX has a 0.51% expense ratio, which is lower than FFFLX's 1.00% expense ratio.


Return for Risk

MFEKX vs. FFFLX — Risk / Return Rank

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

MFEKX
MFEKX Risk / Return Rank: 1212
Overall Rank
MFEKX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1111
Martin Ratio Rank

FFFLX
FFFLX Risk / Return Rank: 6262
Overall Rank
FFFLX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FFFLX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FFFLX Omega Ratio Rank: 6363
Omega Ratio Rank
FFFLX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FFFLX Martin Ratio Rank: 6565
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.

MFEKX vs. FFFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Growth R6 (MFEKX) and Fidelity Advisor Freedom 2050 Fund Class A (FFFLX). 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.


MFEKXFFFLXDifference

Sharpe ratio

Return per unit of total volatility

0.31

1.10

-0.79

Sortino ratio

Return per unit of downside risk

0.59

1.58

-0.99

Omega ratio

Gain probability vs. loss probability

1.08

1.24

-0.15

Calmar ratio

Return relative to maximum drawdown

0.22

1.39

-1.17

Martin ratio

Return relative to average drawdown

0.76

6.13

-5.37

MFEKX vs. FFFLX - Sharpe Ratio Comparison

The current MFEKX Sharpe Ratio is 0.31, which is lower than the FFFLX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of MFEKX and FFFLX, 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


MFEKXFFFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.10

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.50

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.68

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.40

+0.40

Correlation

The correlation between MFEKX and FFFLX is 0.86, 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

MFEKX vs. FFFLX - Dividend Comparison

MFEKX's dividend yield for the trailing twelve months is around 17.15%, more than FFFLX's 6.11% yield.


TTM20252024202320222021202020192018201720162015
MFEKX
MFS Growth R6
17.15%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%
FFFLX
Fidelity Advisor Freedom 2050 Fund Class A
6.11%5.87%1.42%1.25%10.58%9.34%5.18%6.72%11.39%4.24%4.52%3.69%

Drawdowns

MFEKX vs. FFFLX - Drawdown Comparison

The maximum MFEKX drawdown since its inception was -36.06%, smaller than the maximum FFFLX drawdown of -58.29%. Use the drawdown chart below to compare losses from any high point for MFEKX and FFFLX.


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Drawdown Indicators


MFEKXFFFLXDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-58.29%

+22.23%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-11.09%

-6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-36.06%

-27.47%

-8.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

-31.22%

-4.84%

Current Drawdown

Current decline from peak

-17.27%

-9.79%

-7.48%

Average Drawdown

Average peak-to-trough decline

-5.66%

-9.19%

+3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.05%

2.52%

+2.53%

Volatility

MFEKX vs. FFFLX - Volatility Comparison

MFS Growth R6 (MFEKX) and Fidelity Advisor Freedom 2050 Fund Class A (FFFLX) have volatilities of 5.57% and 5.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFEKXFFFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

5.59%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

9.44%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

21.56%

15.76%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

14.79%

+7.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

15.38%

+5.74%