SAN.MC vs. FCTWX

Last updated Jun 5, 2026

SAN.MC (Banco Santander) is a stock, while FCTWX (Fidelity Advisor Freedom 2025 Fund Class C) is Target Retirement Date fund managed by Fidelity. Over the past 10 years, SAN.MC returned 14.75%/yr vs 6.80%/yr for FCTWX. At a 0.32 correlation, their price movements are largely independent.

Performance

SAN.MC vs. FCTWX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banco Santander (SAN.MC) and Fidelity Advisor Freedom 2025 Fund Class C (FCTWX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SAN.MC is traded in EUR, while FCTWX is traded in USD. To make them comparable, the FCTWX values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SAN.MC having a 7.82% return and FCTWX slightly higher at 8.11%. Over the past 10 years, SAN.MC has outperformed FCTWX with an annualized return of 14.75%, while FCTWX has yielded a comparatively lower 6.80% annualized return.

SAN.MC

• 1D: 1.42%
• 1M: 1.32%
• YTD: 7.82%
• 6M: 14.77%
• 1Y: 56.03%
• 3Y*: 55.38%
• 5Y*: 30.15%
• 10Y*: 14.75%

FCTWX

• 1D: 0.17%
• 1M: 1.75%
• YTD: 8.11%
• 6M: 7.80%
• 1Y: 14.53%
• 3Y*: 8.80%
• 5Y*: 5.32%
• 10Y*: 6.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAN.MC vs. FCTWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAN.MC Banco Santander	7.82%	132.39%	23.23%	40.53%	-0.74%	18.62%	-29.00%	-0.79%	-24.30%	16.56%
FCTWX Fidelity Advisor Freedom 2025 Fund Class C	8.11%	1.33%	13.89%	8.97%	-12.35%	16.88%	3.77%	21.76%	-1.94%	0.54%

Correlation

The correlation between SAN.MC and FCTWX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007	0.32

The correlation between SAN.MC and FCTWX shifts across timeframes, from 0.19 (3 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SAN.MC vs. FCTWX — Risk / Return Rank

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

SAN.MC

SAN.MC Risk / Return Rank: 85
SAN.MC Sharpe Ratio Rank: 87
SAN.MC Sortino Ratio Rank: 84
SAN.MC Omega Ratio Rank: 81
SAN.MC Calmar Ratio Rank: 84
SAN.MC Martin Ratio Rank: 88

FCTWX

FCTWX Risk / Return Rank: 50
FCTWX Sharpe Ratio Rank: 49
FCTWX Sortino Ratio Rank: 50
FCTWX Omega Ratio Rank: 53
FCTWX Calmar Ratio Rank: 45
FCTWX Martin Ratio Rank: 54

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.

SAN.MC vs. FCTWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Santander (SAN.MC) and Fidelity Advisor Freedom 2025 Fund Class C (FCTWX). 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.

	SAN.MC	FCTWX	Difference
Sharpe ratio: Return per unit of total volatility	1.90	1.79	+0.11
Sortino ratio: Return per unit of downside risk	2.62	2.44	+0.18
Omega ratio: Gain probability vs. loss probability	1.31	1.34	-0.03
Calmar ratio: Return relative to maximum drawdown	3.34	3.23	+0.10
Martin ratio: Return relative to average drawdown	10.50	11.73	-1.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAN.MC vs. FCTWX - Sharpe Ratio Comparison

The current SAN.MC Sharpe Ratio is 1.90, which is comparable to the FCTWX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SAN.MC and FCTWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SAN.MC	FCTWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	1.79	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	0.56	+0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.64	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.45	-0.10

Drawdowns

SAN.MC vs. FCTWX - Drawdown Comparison

The maximum SAN.MC drawdown since its inception was -74.07%, which is greater than FCTWX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for SAN.MC and FCTWX.

Drawdown Indicators

	SAN.MC	FCTWX	Difference
Max Drawdown Largest peak-to-trough decline	-74.07%	-43.80%	-30.27%
Max Drawdown (1Y) Largest decline over 1 year	-17.19%	-4.41%	-12.78%
Max Drawdown (3Y) Largest decline over 3 years	-20.79%	-15.22%	-5.57%
Max Drawdown (5Y) Largest decline over 5 years	-31.61%	-15.22%	-16.39%
Max Drawdown (10Y) Largest decline over 10 years	-72.13%	-22.09%	-50.04%
Current Drawdown Current decline from peak	-2.74%	0.00%	-2.74%
Average Drawdown Average peak-to-trough decline	-20.89%	-7.13%	-13.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	1.21%	+4.29%

Volatility

SAN.MC vs. FCTWX - Volatility Comparison

Banco Santander (SAN.MC) has a higher volatility of 7.61% compared to Fidelity Advisor Freedom 2025 Fund Class C (FCTWX) at 2.22%. This indicates that SAN.MC's price experiences larger fluctuations and is considered to be riskier than FCTWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAN.MC	FCTWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.61%	2.22%	+5.39%
Volatility (6M) Calculated over the trailing 6-month period	24.06%	6.09%	+17.97%
Volatility (1Y) Calculated over the trailing 1-year period	30.30%	7.97%	+22.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.80%	9.54%	+21.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.30%	10.65%	+22.65%

Dividends

SAN.MC vs. FCTWX - Dividend Comparison

SAN.MC's dividend yield for the trailing twelve months is around 2.24%, less than FCTWX's 7.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCTWX Fidelity Advisor Freedom 2025 Fund Class C	7.35%	7.21%	3.17%	1.33%	8.34%	8.77%	5.65%	5.88%	8.78%	3.95%	3.79%	4.30%
SAN.MC Banco Santander	2.24%	2.23%	4.37%	3.72%	3.92%	2.58%	0.00%	6.17%	5.54%	3.80%	4.03%	8.71%

Frequently Asked Questions

Can I hold both SAN.MC and FCTWX in my portfolio?

SAN.MC and FCTWX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.