FFSZX's Sortino Ratio of 2.81 indicates that for each unit of downside volatility, it generates 2.81 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
FFSZX Sortino Ratio Rank
FFSZX ranks above 57.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
FFSZX Sortino Ratio Market Positioning
The chart shows FFSZX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.74 or lower
- Yellow zone (middle 50%): 1.74 to 3.09
- Green zone (top 25%): 3.09 or higher
- Top 1%: 8.86+
- Median: 2.51 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Fidelity Freedom 2065 Fund Class K6's Sortino Ratio with other mutual funds in the Target Retirement Date category across multiple time periods, showing how FFSZX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FRKMX | Fidelity Managed Retirement Income Fund Class K | 5,218,028.60 | |||
| FRAMX | Fidelity Advisor Managed Retirement Income Fund Class A | 548,105.79 | |||
| FRHMX | Fidelity Managed Retirement Income Fund Class K6 | 488,367.03 | |||
| FIRVX | Fidelity Managed Retirement 2020 Fund | 351,355.56 | |||
| PADLX | Putnam Retirement Advantage Maturity Fund | 3.76 | |||
| ISEIX | Voya Index Solution 2035 Portfolio | 3.48 | |||
| ISKIX | Voya Index Solution Income Portfolio | 3.42 | |||
| IDXQX | Voya Index Solution 2050 Portfolio | 3.37 | |||
| ISWIX | Voya Solution Income Portfolio | 3.36 | |||
| VISPX | Voya Index Solution 2060 Portfolio | 3.36 | |||
| FFSZX | Fidelity Freedom 2065 Fund Class K6 | 2.81 |
Historical Sortino Ratio
The chart shows FFSZX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when FFSZX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does FFSZX fit in your portfolio?
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