PortfoliosLab logo
Fidelity Advisor Freedom 2005 Fund Class M (FFTVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3157926144

Issuer

Fidelity

Inception Date

Nov 6, 2003

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FFTVX has a high expense ratio of 0.97%, indicating above-average management fees.


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.


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period


FFTVX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.10%0.10%1.29%-2.06%1.89%-1.83%-0.76%
20233.65%-2.22%2.06%0.50%-1.04%0.91%0.70%-1.00%-2.22%-1.45%4.40%3.32%7.59%
2022-1.99%-1.23%-1.34%-3.62%-2.51%-3.37%2.79%-2.42%-5.07%0.42%4.28%-1.24%-14.62%
2021-0.08%0.17%-0.25%1.50%-1.81%0.59%0.58%0.41%-1.32%1.17%-0.83%-1.72%-1.64%
20200.35%-1.12%-5.49%3.50%-0.22%1.79%2.55%1.29%-0.85%-0.51%3.77%-0.36%4.44%
20192.97%0.72%1.43%1.06%-1.97%2.32%0.09%0.70%0.09%0.95%0.69%-0.50%8.78%
20181.58%-1.97%-0.25%-0.17%-1.98%-0.00%0.69%0.51%-0.34%-2.81%0.61%-4.59%-8.54%
20171.40%1.38%0.42%0.93%-0.19%0.08%1.34%0.41%0.49%0.74%0.49%-1.78%5.83%
2016-2.13%-0.18%3.72%1.05%-1.25%0.61%2.01%0.34%0.34%-1.02%-0.43%-0.04%2.94%
20150.08%1.93%-0.33%0.58%0.43%-1.17%0.51%-2.94%-1.38%2.89%-0.09%-2.54%-2.15%
2014-0.92%2.35%-0.25%0.33%1.49%0.99%-1.14%1.65%-1.54%1.15%0.65%0.50%5.31%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FFTVX is 51, 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 FFTVX is 5151
Overall Rank
The Sharpe Ratio Rank of FFTVX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTVX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FFTVX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FFTVX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FFTVX is 6060
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 Advisor Freedom 2005 Fund Class M (FFTVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for Fidelity Advisor Freedom 2005 Fund Class M. This metric is based on the past 12 months of trading data. Please check back later for updated information.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Fidelity Advisor Freedom 2005 Fund Class M provided a 0.35% dividend yield over the last twelve months, with an annual payout of $0.04 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.802014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.04$0.23$0.30$0.23$0.08$0.17$0.19$0.14$0.15$0.36$0.75

Dividend yield

0.35%2.26%3.11%1.97%0.69%1.45%1.79%1.18%1.33%3.23%6.27%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Freedom 2005 Fund Class M. 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$0.02$0.04$0.05
2023$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2020$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.08
2019$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.17
2018$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.19
2017$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.14
2016$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.15
2015$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.36
2014$0.23$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.75

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 data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Freedom 2005 Fund Class M. 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 2005 Fund Class M was 35.97%, occurring on Mar 9, 2009. Recovery took 418 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.97%Nov 1, 2007338Mar 9, 2009418Nov 2, 2010756
-21.13%May 10, 2021367Oct 20, 2022
-12.98%Dec 28, 2017559Mar 19, 2020161Nov 5, 2020720
-9.74%May 22, 2015183Feb 11, 2016255Feb 15, 2017438
-9.45%May 2, 2011108Oct 3, 201189Feb 9, 2012197
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...