PortfoliosLab logoPortfoliosLab logo
ISIN
US3157921012
CUSIP
315792101
Issuer
Fidelity
Inception Date
Sep 6, 2000
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

FFFFX Performance Chart

Fidelity Freedom 2040 Fund (FFFFX) is up 11.5% since the beginning of the year. FFFFX is currently trading at $14 per share. Investors who bought $1,000 worth of FFFFX shares 5 years ago would now be looking at an investment worth $1,559.


Loading charts...

S&P 500 Index

Returns By Period

Fidelity Freedom 2040 Fund (FFFFX) has returned 11.51% so far this year and 27.63% over the past 12 months. Over the last ten years, FFFFX has returned 11.92% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Fidelity Freedom 2040 Fund

1D
0.21%
1M
3.54%
YTD
11.51%
6M
13.54%
1Y
27.63%
3Y*
18.91%
5Y*
9.29%
10Y*
11.92%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFFFX Monthly Returns History

Based on dividend-adjusted daily data since Sep 6, 2000, FFFFX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Oct 2008 at -18.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FFFFX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -9.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.36%2.39%-5.79%8.17%3.18%0.21%11.51%
20253.28%-0.00%-2.93%0.69%5.15%4.35%0.88%2.22%3.34%1.73%0.07%1.52%22.01%
20240.10%4.19%3.29%-3.54%4.19%1.24%1.83%1.97%1.93%-2.39%3.13%-3.07%13.20%
20237.99%-3.33%2.48%1.26%-0.99%4.84%3.11%-2.73%-4.00%-3.02%8.39%5.50%20.06%
2022-4.02%-2.99%0.62%-7.45%0.62%-8.42%6.20%-3.44%-9.18%5.35%8.69%-4.12%-18.31%
20210.17%3.23%2.30%3.86%2.06%0.88%-0.16%2.13%-3.33%4.40%-2.84%3.05%16.57%

Benchmark Metrics

Fidelity Freedom 2040 Fund has an annualized alpha of 0.64%, beta of 0.83, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since September 07, 2000.

  • This fund participated in 93.90% of S&P 500 Index downside but only 91.98% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.64%
Beta
0.83
0.94
Upside Capture
91.98%
Downside Capture
93.90%

Expense Ratio

FFFFX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FFFFX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FFFFX Risk / Return Rank: 7171
Overall Rank
FFFFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FFFFX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FFFFX Omega Ratio Rank: 6969
Omega Ratio Rank
FFFFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FFFFX Martin Ratio Rank: 7676
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 Freedom 2040 Fund (FFFFX) and compare them to S&P 500 Index.


FFFFXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.49

2.39

+0.10

Sortino ratio

Return per unit of downside risk

3.44

3.25

+0.18

Omega ratio

Gain probability vs. loss probability

1.47

1.43

+0.03

Calmar ratio

Return relative to maximum drawdown

3.25

3.11

+0.13

Martin ratio

Return relative to average drawdown

14.30

14.38

-0.08

Dividends

Dividend History

Fidelity Freedom 2040 Fund provided a 6.39% dividend yield over the last twelve months, with an annual payout of $0.92 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.92$0.68$0.30$0.18$1.10$1.47$0.67$0.71$0.72$0.47$0.37$0.42

Dividend yield

6.39%5.07%2.63%1.72%12.33%12.09%5.67%6.69%7.97%4.37%4.05%4.81%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Freedom 2040 Fund. 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$0.55$0.00$0.55
2025$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.68
2024$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.30
2023$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.18
2022$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$0.00$0.34$1.10
2021$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.00$0.88$1.47

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 Freedom 2040 Fund. 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 2040 Fund was 54.10%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.10%Mar 2009
1y 4mo3y 11mo
5y 3moNov 2007 - Feb 2013
Dot-com crash2000–2002
-46.49%Oct 2002
2y 1mo3y 3mo
5y 4moSep 2000 - Jan 2006
COVID crash2020
-30.93%Mar 2020
2mo 2d4mo 22d
6mo 24dJan 2020 - Aug 2020
Bear market2022
-27.21%Oct 2022
11mo 9d1y 4mo
2y 3moNov 2021 - Feb 2024
2016 correction2016
-19.14%Feb 2016
8mo 25d10mo 1d
1y 6moMay 2015 - Dec 2016

Drawdown Indicators


FFFFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.10%

-56.78%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-9.10%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-14.08%

-18.90%

+4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-25.43%

-1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

-33.92%

+2.99%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.15%

-10.72%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.97%

0.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FFFFX

Add Fidelity Freedom 2040 Fund 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 FFFFX