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FAFAX vs. FRKMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAFAX vs. FRKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Income Fund Class A (FAFAX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). The values are adjusted to include any dividend payments, if applicable.

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FAFAX vs. FRKMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FAFAX
Fidelity Advisor Freedom Income Fund Class A
0.26%9.76%4.04%7.83%-11.67%2.92%8.46%3.25%
FRKMX
Fidelity Managed Retirement Income Fund Class K
0.27%9.91%4.40%8.17%-11.57%2.88%8.68%3.08%

Returns By Period

The year-to-date returns for both investments are quite close, with FAFAX having a 0.26% return and FRKMX slightly higher at 0.27%.


FAFAX

1D
0.94%
1M
-2.28%
YTD
0.26%
6M
1.28%
1Y
7.45%
3Y*
6.08%
5Y*
2.33%
10Y*
3.86%

FRKMX

1D
0.75%
1M
-2.05%
YTD
0.27%
6M
1.36%
1Y
7.67%
3Y*
6.29%
5Y*
2.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAFAX vs. FRKMX - Expense Ratio Comparison

FAFAX has a 0.72% expense ratio, which is higher than FRKMX's 0.35% expense ratio.


Return for Risk

FAFAX vs. FRKMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FAFAX
FAFAX Risk / Return Rank: 8080
Overall Rank
FAFAX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FAFAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FAFAX Omega Ratio Rank: 7878
Omega Ratio Rank
FAFAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FAFAX Martin Ratio Rank: 7979
Martin Ratio Rank

FRKMX
FRKMX Risk / Return Rank: 8484
Overall Rank
FRKMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FRKMX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FRKMX Omega Ratio Rank: 8282
Omega Ratio Rank
FRKMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRKMX Martin Ratio Rank: 8383
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.

FAFAX vs. FRKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Income Fund Class A (FAFAX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FAFAXFRKMXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.72

-0.12

Sortino ratio

Return per unit of downside risk

2.25

2.41

-0.16

Omega ratio

Gain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratio

Return relative to maximum drawdown

2.08

2.35

-0.27

Martin ratio

Return relative to average drawdown

8.52

9.34

-0.82

FAFAX vs. FRKMX - Sharpe Ratio Comparison

The current FAFAX Sharpe Ratio is 1.61, which is comparable to the FRKMX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of FAFAX and FRKMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FAFAXFRKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.72

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.49

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.71

+0.07

Correlation

The correlation between FAFAX and FRKMX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FAFAX vs. FRKMX - Dividend Comparison

FAFAX's dividend yield for the trailing twelve months is around 2.98%, less than FRKMX's 3.25% yield.


TTM20252024202320222021202020192018201720162015
FAFAX
Fidelity Advisor Freedom Income Fund Class A
2.98%2.93%2.88%2.66%5.70%5.06%3.60%3.52%5.39%3.13%2.86%2.82%
FRKMX
Fidelity Managed Retirement Income Fund Class K
3.25%3.11%3.12%2.92%4.66%3.65%2.56%1.85%0.00%0.00%0.00%0.00%

Drawdowns

FAFAX vs. FRKMX - Drawdown Comparison

The maximum FAFAX drawdown since its inception was -19.07%, which is greater than FRKMX's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for FAFAX and FRKMX.


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Drawdown Indicators


FAFAXFRKMXDifference

Max Drawdown

Largest peak-to-trough decline

-19.07%

-16.04%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.73%

-3.42%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

-16.04%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

Current Drawdown

Current decline from peak

-2.64%

-2.44%

-0.20%

Average Drawdown

Average peak-to-trough decline

-2.18%

-3.64%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.86%

+0.05%

Volatility

FAFAX vs. FRKMX - Volatility Comparison

Fidelity Advisor Freedom Income Fund Class A (FAFAX) has a higher volatility of 2.38% compared to Fidelity Managed Retirement Income Fund Class K (FRKMX) at 2.14%. This indicates that FAFAX's price experiences larger fluctuations and is considered to be riskier than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAFAXFRKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

2.14%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

2.95%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

4.63%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

5.23%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.58%

5.14%

-0.56%