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SSFNX vs. FSNQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSFNX vs. FSNQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Target Retirement Fund (SSFNX) and Fidelity Freedom 2030 Fund Class K (FSNQX). The values are adjusted to include any dividend payments, if applicable.

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SSFNX vs. FSNQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSFNX
State Street Target Retirement Fund
-0.35%10.93%7.05%10.73%-12.21%6.87%10.26%13.97%-2.49%3.21%
FSNQX
Fidelity Freedom 2030 Fund Class K
-2.05%17.70%12.33%15.46%-16.87%11.59%15.76%21.87%-9.21%6.54%

Returns By Period

In the year-to-date period, SSFNX achieves a -0.35% return, which is significantly higher than FSNQX's -2.05% return.


SSFNX

1D
0.18%
1M
-3.35%
YTD
-0.35%
6M
1.07%
1Y
8.90%
3Y*
8.01%
5Y*
3.96%
10Y*
5.41%

FSNQX

1D
0.05%
1M
-6.59%
YTD
-2.05%
6M
0.51%
1Y
13.99%
3Y*
12.17%
5Y*
6.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSFNX vs. FSNQX - Expense Ratio Comparison

SSFNX has a 0.10% expense ratio, which is lower than FSNQX's 0.58% expense ratio.


Return for Risk

SSFNX vs. FSNQX — Risk / Return Rank

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

SSFNX
SSFNX Risk / Return Rank: 8484
Overall Rank
SSFNX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SSFNX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SSFNX Omega Ratio Rank: 8484
Omega Ratio Rank
SSFNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SSFNX Martin Ratio Rank: 8787
Martin Ratio Rank

FSNQX
FSNQX Risk / Return Rank: 7474
Overall Rank
FSNQX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FSNQX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FSNQX Omega Ratio Rank: 7474
Omega Ratio Rank
FSNQX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FSNQX Martin Ratio Rank: 7575
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.

SSFNX vs. FSNQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement Fund (SSFNX) and Fidelity Freedom 2030 Fund Class K (FSNQX). 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.


SSFNXFSNQXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.32

+0.27

Sortino ratio

Return per unit of downside risk

2.24

1.85

+0.39

Omega ratio

Gain probability vs. loss probability

1.35

1.28

+0.07

Calmar ratio

Return relative to maximum drawdown

1.93

1.66

+0.27

Martin ratio

Return relative to average drawdown

9.29

7.25

+2.04

SSFNX vs. FSNQX - Sharpe Ratio Comparison

The current SSFNX Sharpe Ratio is 1.59, which is comparable to the FSNQX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SSFNX and FSNQX, 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


SSFNXFSNQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.32

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.57

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.65

+0.12

Correlation

The correlation between SSFNX and FSNQX is 0.93, 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

SSFNX vs. FSNQX - Dividend Comparison

SSFNX's dividend yield for the trailing twelve months is around 4.88%, less than FSNQX's 5.60% yield.


TTM20252024202320222021202020192018201720162015
SSFNX
State Street Target Retirement Fund
4.88%4.86%5.78%5.26%5.12%6.69%1.61%3.35%4.40%2.72%1.84%2.05%
FSNQX
Fidelity Freedom 2030 Fund Class K
5.60%5.48%5.78%2.01%10.15%10.98%6.28%6.88%4.51%3.23%0.00%0.00%

Drawdowns

SSFNX vs. FSNQX - Drawdown Comparison

The maximum SSFNX drawdown since its inception was -16.62%, smaller than the maximum FSNQX drawdown of -24.61%. Use the drawdown chart below to compare losses from any high point for SSFNX and FSNQX.


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Drawdown Indicators


SSFNXFSNQXDifference

Max Drawdown

Largest peak-to-trough decline

-16.62%

-24.61%

+7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-7.83%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.62%

-24.28%

+7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-16.62%

Current Drawdown

Current decline from peak

-3.35%

-6.82%

+3.47%

Average Drawdown

Average peak-to-trough decline

-2.55%

-5.38%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.79%

-0.85%

Volatility

SSFNX vs. FSNQX - Volatility Comparison

The current volatility for State Street Target Retirement Fund (SSFNX) is 1.92%, while Fidelity Freedom 2030 Fund Class K (FSNQX) has a volatility of 3.98%. This indicates that SSFNX experiences smaller price fluctuations and is considered to be less risky than FSNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSFNXFSNQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

3.98%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

6.40%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

5.71%

10.70%

-4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

10.70%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

11.77%

-5.22%