PortfoliosLab logoPortfoliosLab logo
ISIN
US3157928389
Issuer
Fidelity
Inception Date
Jul 24, 2003
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

FDCFX Performance Chart

Fidelity Advisor Freedom 2020 Fund Class C (FDCFX) is up 5.8% since the beginning of the year. FDCFX is currently trading at $13 per share. Investors who bought $1,000 worth of FDCFX shares 5 years ago would now be looking at an investment worth $1,196.


Loading charts...

S&P 500 Index

Returns By Period

Fidelity Advisor Freedom 2020 Fund Class C (FDCFX) has returned 5.81% so far this year and 14.56% over the past 12 months. Over the last ten years, FDCFX has returned 6.38% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Fidelity Advisor Freedom 2020 Fund Class C

1D
0.08%
1M
2.05%
YTD
5.81%
6M
6.32%
1Y
14.56%
3Y*
10.35%
5Y*
3.65%
10Y*
6.38%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDCFX Monthly Returns History

Based on dividend-adjusted daily data since Jan 8, 2003, FDCFX's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +9.5%, while the worst month was Oct 2008 at -15.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FDCFX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +7.7%, while the worst single day was Jul 24, 2003 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.80%2.01%-4.10%4.52%1.57%0.08%5.81%
20252.16%0.93%-1.43%0.51%2.41%2.90%0.17%1.57%1.96%0.96%0.16%0.48%13.47%
2024-0.09%1.41%2.09%-3.07%2.94%0.95%1.97%1.68%1.66%-2.61%1.92%-2.72%6.05%
20235.51%-2.93%2.26%0.65%-1.28%2.32%1.63%-2.05%-3.28%-2.45%6.38%4.48%11.14%
2022-3.19%-2.07%-0.78%-5.85%0.31%-5.66%4.60%-3.23%-7.51%2.30%6.37%-2.59%-16.84%
2021-0.22%1.31%0.57%2.42%1.24%0.65%0.36%1.14%-2.33%2.46%-1.76%1.67%7.64%

Benchmark Metrics

Fidelity Advisor Freedom 2020 Fund Class C has an annualized alpha of -0.69%, beta of 0.55, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 09, 2003.

  • This fund participated in 70.16% of S&P 500 Index downside but only 55.46% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.55 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.69%
Beta
0.55
0.82
Upside Capture
55.46%
Downside Capture
70.16%

Expense Ratio

FDCFX has a high expense ratio of 1.58%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FDCFX ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FDCFX Risk / Return Rank: 5252
Overall Rank
FDCFX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FDCFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FDCFX Omega Ratio Rank: 5656
Omega Ratio Rank
FDCFX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FDCFX Martin Ratio Rank: 5555
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Advisor Freedom 2020 Fund Class C (FDCFX) and compare them to S&P 500 Index.


FDCFXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.11

2.39

-0.28

Sortino ratio

Return per unit of downside risk

3.02

3.25

-0.23

Omega ratio

Gain probability vs. loss probability

1.42

1.43

-0.02

Calmar ratio

Return relative to maximum drawdown

2.61

3.11

-0.50

Martin ratio

Return relative to average drawdown

11.23

14.38

-3.15

Dividends

Dividend History

Fidelity Advisor Freedom 2020 Fund Class C provided a 7.11% dividend yield over the last twelve months, with an annual payout of $0.89 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.89$0.86$0.45$0.17$0.86$1.37$0.88$0.79$1.03$0.71$0.46$0.41

Dividend yield

7.11%7.04%3.91%1.54%8.31%10.14%6.37%6.02%8.67%5.15%3.63%3.32%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Freedom 2020 Fund Class C. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.40$0.00$0.40
2025$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.86
2024$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.45
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2022$0.00$0.00$0.00$0.00$0.63$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.86
2021$0.00$0.00$0.00$0.00$0.66$0.00$0.00$0.00$0.00$0.00$0.00$0.70$1.37

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Freedom 2020 Fund Class C. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Advisor Freedom 2020 Fund Class C was 47.97%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-47.97%Mar 2009
1y 4mo3y 10mo
5y 2moNov 2007 - Jan 2013
Bear market2022
-23.25%Oct 2022
11mo 8d1y 11mo
2y 10moNov 2021 - Sep 2024
COVID crash2020
-19.99%Mar 2020
1mo 2d4mo 8d
5mo 10dFeb 2020 - Jul 2020
2016 correction2016
-13.99%Feb 2016
8mo 25d6mo 29d
1y 3moMay 2015 - Sep 2016
2003 correction2003
-12.56%Aug 2003
12d5mo 12d
5mo 24dJul 2003 - Jan 2004

Drawdown Indicators


FDCFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.97%

-56.78%

+8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-9.10%

+3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

-18.90%

+10.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.25%

-25.43%

+2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-23.25%

-33.92%

+10.67%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.03%

-10.72%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

1.97%

-0.65%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FDCFX

Add Fidelity Advisor Freedom 2020 Fund Class C to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FDCFX