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Fidelity Freedom Index 2035 Fund Institutional Pre...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3157936127

CUSIP

315793612

Issuer

Fidelity

Inception Date

Oct 2, 2009

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FFEZX vs. FHLKX FFEZX vs. FFGZX FFEZX vs. FXAIX FFEZX vs. FBALX FFEZX vs. FSPSX FFEZX vs. FSPGX FFEZX vs. FNCMX FFEZX vs. TRRJX FFEZX vs. FFTHX FFEZX vs. FDRR
Popular comparisons:
FFEZX vs. FHLKX FFEZX vs. FFGZX FFEZX vs. FXAIX FFEZX vs. FBALX FFEZX vs. FSPSX FFEZX vs. FSPGX FFEZX vs. FNCMX FFEZX vs. TRRJX FFEZX vs. FFTHX FFEZX vs. FDRR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Freedom Index 2035 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.


100.00%120.00%140.00%160.00%180.00%JuneJulyAugustSeptemberOctoberNovember
108.12%
183.94%
FFEZX (Fidelity Freedom Index 2035 Fund Institutional Premium Class)
Benchmark (^GSPC)

Returns By Period

Fidelity Freedom Index 2035 Fund Institutional Premium Class had a return of 12.89% year-to-date (YTD) and 19.17% in the last 12 months.


FFEZX

YTD

12.89%

1M

0.54%

6M

6.61%

1Y

19.17%

5Y (annualized)

8.07%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.74%

6M

12.53%

1Y

30.93%

5Y (annualized)

13.79%

10Y (annualized)

11.18%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.14%2.79%2.54%-3.36%2.96%2.09%2.18%2.05%1.97%-2.42%12.89%
20236.62%-3.01%2.84%1.10%-1.18%4.23%2.51%-2.40%-3.96%-2.71%7.85%5.06%17.31%
2022-4.10%-2.47%0.69%-7.24%0.38%-6.75%5.97%-3.79%-8.45%4.36%7.49%-3.69%-17.55%
2021-0.34%1.74%1.80%3.50%1.28%1.29%0.66%1.84%-3.57%4.10%-1.84%2.80%13.80%
2020-0.60%-5.85%-11.67%9.27%4.02%2.67%4.41%4.61%-2.44%-1.96%10.35%3.93%15.58%
20197.25%2.51%1.44%3.04%-4.81%5.79%0.41%-1.21%1.58%2.16%2.21%2.61%24.92%
20184.58%-3.77%-1.27%0.38%1.24%-0.16%2.59%1.60%0.05%-6.75%1.63%-6.37%-6.72%
20172.27%2.71%0.78%1.25%1.51%0.70%2.19%0.34%1.91%1.87%1.95%1.27%20.40%
2016-4.87%-0.64%6.72%1.07%0.78%0.20%3.55%0.38%0.51%-1.89%1.92%1.76%9.45%
2015-1.88%0.76%-5.69%-2.95%6.63%-0.26%-1.95%-5.63%

Expense Ratio

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


Expense ratio chart for FFEZX: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FFEZX is 70, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FFEZX is 7070
Combined Rank
The Sharpe Ratio Rank of FFEZX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FFEZX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FFEZX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FFEZX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FFEZX is 7474
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 2035 Fund Institutional Premium Class (FFEZX) 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 FFEZX, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.005.002.222.53
The chart of Sortino ratio for FFEZX, currently valued at 3.15, compared to the broader market0.005.0010.003.153.39
The chart of Omega ratio for FFEZX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.47
The chart of Calmar ratio for FFEZX, currently valued at 2.10, compared to the broader market0.005.0010.0015.0020.0025.002.103.65
The chart of Martin ratio for FFEZX, currently valued at 13.90, compared to the broader market0.0020.0040.0060.0080.00100.0013.9016.21
FFEZX
^GSPC

The current Fidelity Freedom Index 2035 Fund Institutional Premium Class Sharpe ratio is 2.22. 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 2035 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.22
2.53
FFEZX (Fidelity Freedom Index 2035 Fund Institutional Premium Class)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Freedom Index 2035 Fund Institutional Premium Class provided a 2.00% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 3 consecutive years.


1.40%1.60%1.80%2.00%2.20%$0.00$0.10$0.20$0.30$0.40$0.50201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.48$0.46$0.37$0.37$0.30$0.34$0.38$0.33$0.31$0.30

Dividend yield

2.00%2.13%1.98%1.57%1.43%1.86%2.21%1.76%1.96%2.04%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Freedom Index 2035 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$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.05
2023$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.46
2022$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.37
2021$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.37
2020$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.30
2019$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.34
2018$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.38
2017$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.33
2016$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.31
2015$0.30$0.30

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%JuneJulyAugustSeptemberOctoberNovember
-0.82%
-0.53%
FFEZX (Fidelity Freedom Index 2035 Fund Institutional Premium Class)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Freedom Index 2035 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 2035 Fund Institutional Premium Class was 28.46%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Fidelity Freedom Index 2035 Fund Institutional Premium Class drawdown is 0.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.46%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-24.83%Nov 9, 2021235Oct 14, 2022349Mar 7, 2024584
-16.01%Jan 29, 2018229Dec 24, 201875Apr 12, 2019304
-15.19%Jul 17, 2015145Feb 11, 2016110Jul 20, 2016255
-6.12%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility

Volatility Chart

The current Fidelity Freedom Index 2035 Fund Institutional Premium Class volatility is 2.28%, 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%JuneJulyAugustSeptemberOctoberNovember
2.28%
3.97%
FFEZX (Fidelity Freedom Index 2035 Fund Institutional Premium Class)
Benchmark (^GSPC)