PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Fidelity Freedom Index 2025 Fund Institutional Pre...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3157936382

CUSIP

315793638

Issuer

Fidelity

Inception Date

Oct 2, 2009

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FFEDX has an expense ratio of 0.08%, which is considered low compared to other funds.


Expense ratio chart for FFEDX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
FFEDX vs. FXAIX FFEDX vs. FCNTX FFEDX vs. FNCMX FFEDX vs. FIWTX FFEDX vs. FDRR FFEDX vs. FFEGX
Popular comparisons:
FFEDX vs. FXAIX FFEDX vs. FCNTX FFEDX vs. FNCMX FFEDX vs. FIWTX FFEDX vs. FDRR FFEDX vs. FFEGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Freedom Index 2025 Fund Institutional Premium Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
75.25%
184.01%
FFEDX (Fidelity Freedom Index 2025 Fund Institutional Premium Class)
Benchmark (^GSPC)

Returns By Period

Fidelity Freedom Index 2025 Fund Institutional Premium Class had a return of 9.05% year-to-date (YTD) and 8.74% in the last 12 months.


FFEDX

YTD

9.05%

1M

-1.53%

6M

3.88%

1Y

8.74%

5Y*

5.18%

10Y*

N/A

^GSPC (Benchmark)

YTD

25.18%

1M

-0.47%

6M

9.35%

1Y

24.83%

5Y*

13.03%

10Y*

11.14%

*Annualized

Monthly Returns

The table below presents the monthly returns of FFEDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.11%1.70%2.11%-3.16%2.59%1.87%2.26%1.85%1.86%-2.49%2.55%9.05%
20235.72%-2.85%2.88%0.89%-1.21%3.11%1.74%-1.99%-3.72%-2.42%6.99%4.69%13.94%
2022-3.52%-1.96%-0.22%-6.22%0.20%-5.55%5.32%-3.60%-7.71%3.07%6.40%-3.05%-16.55%
2021-0.38%0.88%0.98%2.75%1.00%1.10%0.78%1.28%-2.74%2.97%-1.21%1.97%9.63%
20200.12%-3.70%-8.31%6.93%3.02%2.07%3.50%3.15%-1.78%-1.52%7.55%2.89%13.60%
20195.36%1.70%1.55%2.17%-2.92%4.39%0.34%-0.17%0.97%1.57%1.60%1.77%19.68%
20183.04%-2.89%-0.77%0.12%1.02%-0.12%1.90%1.23%-0.12%-4.97%1.34%-4.00%-4.45%
20171.68%2.05%0.58%1.03%1.26%0.51%1.63%0.50%1.23%1.34%1.44%0.99%15.20%
2016-3.34%-0.29%5.16%0.91%0.58%0.55%2.68%0.20%0.47%-1.60%0.88%1.30%7.52%
2015-1.40%0.75%-4.44%-2.11%5.03%-0.21%-1.61%-4.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FFEDX is 69, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FFEDX is 6969
Overall Rank
The Sharpe Ratio Rank of FFEDX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FFEDX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FFEDX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FFEDX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FFEDX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FFEDX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.001.171.98
The chart of Sortino ratio for FFEDX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.001.672.65
The chart of Omega ratio for FFEDX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.37
The chart of Calmar ratio for FFEDX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.001.202.93
The chart of Martin ratio for FFEDX, currently valued at 6.45, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.4512.73
FFEDX
^GSPC

The current Fidelity Freedom Index 2025 Fund Institutional Premium Class Sharpe ratio is 1.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Freedom Index 2025 Fund Institutional Premium Class with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.17
1.98
FFEDX (Fidelity Freedom Index 2025 Fund Institutional Premium Class)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Freedom Index 2025 Fund Institutional Premium Class provided a 0.16% dividend yield over the last twelve months, with an annual payout of $0.03 per share. The fund has been increasing its distributions for 3 consecutive years.


1.40%1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.10$0.20$0.30$0.40201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.03$0.43$0.40$0.32$0.26$0.32$0.34$0.30$0.28$0.27

Dividend yield

0.16%2.42%2.51%1.61%1.40%1.92%2.20%1.77%1.89%1.89%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Freedom Index 2025 Fund Institutional Premium Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03
2023$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.43
2022$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.40
2021$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.32
2020$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.26
2019$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.32
2018$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.34
2017$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.30
2016$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.28
2015$0.27$0.27

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.82%
-1.96%
FFEDX (Fidelity Freedom Index 2025 Fund Institutional Premium Class)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Freedom Index 2025 Fund Institutional Premium Class. 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 Freedom Index 2025 Fund Institutional Premium Class was 22.60%, occurring on Oct 14, 2022. Recovery took 431 trading sessions.

The current Fidelity Freedom Index 2025 Fund Institutional Premium Class drawdown is 2.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.6%Nov 10, 2021234Oct 14, 2022431Jul 5, 2024665
-20.76%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-11.26%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-11.04%Jul 20, 2015144Feb 11, 2016103Jul 11, 2016247
-4.55%Sep 3, 202015Sep 24, 202032Nov 9, 202047

Volatility

Volatility Chart

The current Fidelity Freedom Index 2025 Fund Institutional Premium Class volatility is 2.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.33%
4.07%
FFEDX (Fidelity Freedom Index 2025 Fund Institutional Premium Class)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab