PortfoliosLab logoPortfoliosLab logo
ISIN
US3157924990
Issuer
Fidelity
Inception Date
Nov 6, 2003
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

FTTWX Performance Chart

Fidelity Advisor Freedom 2025 Fund Class M (FTTWX) is up 7.7% since the beginning of the year. FTTWX is currently trading at $14 per share. Investors who bought $1,000 worth of FTTWX shares 5 years ago would now be looking at an investment worth $1,292.


Loading charts...

S&P 500 Index

Returns By Period

Fidelity Advisor Freedom 2025 Fund Class M (FTTWX) has returned 7.74% so far this year and 17.52% over the past 12 months. Over the last ten years, FTTWX has returned 7.72% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Fidelity Advisor Freedom 2025 Fund Class M

1D
1.00%
1M
2.18%
YTD
7.74%
6M
7.83%
1Y
17.52%
3Y*
11.85%
5Y*
5.25%
10Y*
7.72%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTTWX Monthly Returns History

Based on dividend-adjusted daily data since Jan 8, 2003, FTTWX's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +10.0%, while the worst month was Oct 2008 at -16.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FTTWX closed higher 49% of trading days. The best single day was Oct 13, 2008 with a return of +8.1%, while the worst single day was Oct 15, 2008 at -7.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.14%2.10%-4.61%5.35%1.92%0.86%7.74%
20252.45%0.93%-1.76%0.55%2.95%3.28%0.30%1.73%2.29%1.09%0.14%0.66%15.50%
2024-0.08%1.89%2.34%-3.23%3.24%1.03%2.04%1.85%1.82%-2.67%2.14%-2.88%7.43%
20236.02%-3.10%2.40%0.78%-1.29%2.70%1.95%-2.16%-3.57%-2.65%6.98%4.86%12.89%
2022-3.42%-2.17%-0.59%-6.17%0.42%-6.09%4.89%-3.22%-7.97%2.85%6.85%-2.81%-17.06%
2021-0.07%1.54%0.83%2.80%1.30%0.75%0.41%1.28%-2.54%2.87%-2.00%1.98%9.39%

Benchmark Metrics

Fidelity Advisor Freedom 2025 Fund Class M has an annualized alpha of -0.18%, beta of 0.61, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 08, 2003.

  • This fund participated in 74.53% of S&P 500 Index downside but only 62.96% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.61 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
-0.18%
Beta
0.61
0.85
Upside Capture
62.96%
Downside Capture
74.53%

Expense Ratio

FTTWX has a high expense ratio of 1.12%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FTTWX ranks 57 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FTTWX Risk / Return Rank: 5757
Overall Rank
FTTWX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTTWX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTTWX Omega Ratio Rank: 6161
Omega Ratio Rank
FTTWX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FTTWX Martin Ratio Rank: 6161
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 2025 Fund Class M (FTTWX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTTWXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

2.67

2.78

-0.11

Martin ratioReturn relative to average drawdown

11.38

12.44

-1.06

Dividends

Dividend History

Fidelity Advisor Freedom 2025 Fund Class M provided a 7.41% dividend yield over the last twelve months, with an annual payout of $1.04 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.04$1.00$0.44$0.20$0.94$1.29$0.84$0.83$1.11$0.56$0.52$0.58

Dividend yield

7.41%7.42%3.51%1.68%8.57%9.02%5.88%6.17%9.28%4.01%4.17%4.76%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Freedom 2025 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$0.49$0.00$0.49
2025$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$0.00$0.55$1.00
2024$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.44
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2022$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.94
2021$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.00$0.69$1.29

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 Advisor Freedom 2025 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 2025 Fund Class M was 49.59%, occurring on Mar 9, 2009. Recovery took 887 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-49.59%Mar 2009
1y 4mo3y 6mo
4y 10moNov 2007 - Sep 2012
Bear market2022
-23.98%Oct 2022
11mo 8d1y 10mo
2y 9moNov 2021 - Aug 2024
COVID crash2020
-22.10%Mar 2020
1mo 2d4mo 14d
5mo 16dFeb 2020 - Aug 2020
2016 correction2016
-14.17%Feb 2016
8mo 25d6mo 2d
1y 2moMay 2015 - Aug 2016
Rate-hike selloffLate 2018
-12.70%Dec 2018
10mo 29d4mo 6d
1y 3moJan 2018 - Apr 2019

Drawdown Indicators


FTTWXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.59%

-56.78%

+7.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-9.10%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-8.75%

-18.90%

+10.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-25.43%

+1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

-33.92%

+9.94%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-5.96%

-10.71%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

2.03%

-0.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FTTWX

Add Fidelity Advisor Freedom 2025 Fund Class M 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 FTTWX