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Fidelity Advisor Freedom Blend 2020 Fund Class M (...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US3157943131
Issuer
Fidelity
Inception Date
Aug 31, 2018
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Advisor Freedom Blend 2020 Fund Class M, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Fidelity Advisor Freedom Blend 2020 Fund Class M (FJANX) has returned -1.55% so far this year and 10.31% over the past 12 months.


Fidelity Advisor Freedom Blend 2020 Fund Class M

1D
0.17%
1M
-5.28%
YTD
-1.55%
6M
0.21%
1Y
10.31%
3Y*
8.31%
5Y*
3.35%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 31, 2018, FJANX's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, your investment would double in approximately 12.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +7.2%, while the worst month was Mar 2020 at -8.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FJANX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +3.8%, while the worst single day was Mar 12, 2020 at -5.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.89%2.02%-5.28%-1.55%
20252.01%1.03%-1.48%0.38%2.25%2.94%0.18%1.78%2.19%1.11%0.25%0.41%13.76%
2024-0.20%1.30%2.07%-2.90%2.93%0.97%2.01%1.60%1.76%-2.55%2.05%-2.56%6.43%
20235.71%-2.91%2.57%0.73%-1.16%2.41%1.64%-2.01%-3.49%-2.34%6.54%4.54%12.20%
2022-3.12%-2.15%-0.73%-5.81%0.10%-5.61%4.78%-3.34%-7.55%2.27%6.43%-2.73%-16.98%
2021-0.18%1.14%0.69%2.41%1.12%0.85%0.34%1.09%-2.25%2.55%-1.58%1.60%7.98%

Benchmark Metrics

Fidelity Advisor Freedom Blend 2020 Fund Class M has an annualized alpha of 0.41%, beta of 0.44, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since September 04, 2018.

  • This fund participated in 63.84% of S&P 500 Index downside but only 50.02% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.44 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.41%
Beta
0.44
0.81
Upside Capture
50.02%
Downside Capture
63.84%

Expense Ratio

FJANX has a high expense ratio of 0.94%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FJANX ranks 69 for risk / return — better than 69% 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.


FJANX Risk / Return Rank: 6969
Overall Rank
FJANX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FJANX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FJANX Omega Ratio Rank: 6868
Omega Ratio Rank
FJANX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FJANX Martin Ratio Rank: 7272
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 Advisor Freedom Blend 2020 Fund Class M (FJANX) and compare them to a chosen benchmark (S&P 500 Index).


FJANXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.90

+0.36

Sortino ratio

Return per unit of downside risk

1.77

1.39

+0.38

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.58

1.40

+0.18

Martin ratio

Return relative to average drawdown

6.86

6.61

+0.25

Explore FJANX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Fidelity Advisor Freedom Blend 2020 Fund Class M provided a 2.18% dividend yield over the last twelve months, with an annual payout of $0.25 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.8020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.25$0.25$0.21$0.20$0.48$0.78$0.46$0.28$0.10

Dividend yield

2.18%2.15%1.96%2.02%5.21%6.77%4.05%2.61%1.13%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Freedom Blend 2020 Fund Class M. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.21
2023$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.20
2022$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.48
2021$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.78

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Freedom Blend 2020 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 Blend 2020 Fund Class M was 23.20%, occurring on Oct 14, 2022. Recovery took 484 trading sessions.

The current Fidelity Advisor Freedom Blend 2020 Fund Class M drawdown is 5.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.2%Nov 10, 2021234Oct 14, 2022484Sep 19, 2024718
-19.42%Feb 20, 202023Mar 23, 202083Jul 22, 2020106
-9.59%Sep 24, 201864Dec 24, 201856Mar 18, 2019120
-7.51%Dec 9, 202482Apr 8, 202526May 15, 2025108
-5.53%Feb 27, 202621Mar 27, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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