SPHQ vs. FFFEX
Compare and contrast key facts about Invesco S&P 500 Quality ETF (SPHQ) and Fidelity Freedom 2030 Fund (FFFEX).
SPHQ is a passively managed fund by Invesco that tracks the performance of the S&P 500 Quality Index. It was launched on Dec 6, 2005. FFFEX is managed by Fidelity. It was launched on Oct 17, 1996.
Performance
SPHQ vs. FFFEX - Performance Comparison
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SPHQ vs. FFFEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPHQ Invesco S&P 500 Quality ETF | 0.57% | 13.25% | 25.44% | 24.83% | -15.76% | 28.03% | 17.36% | 33.64% | -7.10% | 19.10% |
FFFEX Fidelity Freedom 2030 Fund | -2.10% | 17.68% | 9.22% | 15.37% | -16.97% | 11.53% | 15.64% | 21.82% | -7.02% | 19.83% |
Returns By Period
In the year-to-date period, SPHQ achieves a 0.57% return, which is significantly higher than FFFEX's -2.10% return. Over the past 10 years, SPHQ has outperformed FFFEX with an annualized return of 13.53%, while FFFEX has yielded a comparatively lower 8.58% annualized return.
SPHQ
- 1D
- 2.36%
- 1M
- -6.75%
- YTD
- 0.57%
- 6M
- 3.29%
- 1Y
- 14.73%
- 3Y*
- 18.19%
- 5Y*
- 12.50%
- 10Y*
- 13.53%
FFFEX
- 1D
- 0.05%
- 1M
- -6.63%
- YTD
- -2.10%
- 6M
- 0.44%
- 1Y
- 13.86%
- 3Y*
- 11.10%
- 5Y*
- 5.41%
- 10Y*
- 8.58%
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SPHQ vs. FFFEX - Expense Ratio Comparison
SPHQ has a 0.15% expense ratio, which is lower than FFFEX's 0.66% expense ratio.
Return for Risk
SPHQ vs. FFFEX — Risk / Return Rank
SPHQ
FFFEX
SPHQ vs. FFFEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Quality ETF (SPHQ) and Fidelity Freedom 2030 Fund (FFFEX). 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.
| SPHQ | FFFEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.31 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.85 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.67 | -0.21 |
Martin ratioReturn relative to average drawdown | 6.45 | 7.28 | -0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPHQ | FFFEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.31 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.51 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.76 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.49 | 0.00 |
Correlation
The correlation between SPHQ and FFFEX 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
SPHQ vs. FFFEX - Dividend Comparison
SPHQ's dividend yield for the trailing twelve months is around 1.19%, less than FFFEX's 5.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPHQ Invesco S&P 500 Quality ETF | 1.19% | 1.09% | 1.15% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% |
FFFEX Fidelity Freedom 2030 Fund | 5.55% | 5.44% | 2.94% | 1.87% | 10.06% | 10.92% | 6.24% | 6.79% | 7.32% | 4.60% | 3.86% | 4.52% |
Drawdowns
SPHQ vs. FFFEX - Drawdown Comparison
The maximum SPHQ drawdown since its inception was -57.83%, which is greater than FFFEX's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for SPHQ and FFFEX.
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Drawdown Indicators
| SPHQ | FFFEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.83% | -51.83% | -6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -7.81% | -3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.04% | -24.32% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -31.60% | -24.64% | -6.96% |
Current DrawdownCurrent decline from peak | -6.75% | -6.85% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -9.06% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.79% | +0.66% |
Volatility
SPHQ vs. FFFEX - Volatility Comparison
Invesco S&P 500 Quality ETF (SPHQ) has a higher volatility of 5.40% compared to Fidelity Freedom 2030 Fund (FFFEX) at 3.98%. This indicates that SPHQ's price experiences larger fluctuations and is considered to be riskier than FFFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPHQ | FFFEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 3.98% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 6.36% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 10.65% | +6.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 10.65% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 11.36% | +6.45% |