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FAFEX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAFEX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2030 Fund Class A (FAFEX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FAFEX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAFEX
Fidelity Advisor Freedom 2030 Fund Class A
-2.46%16.97%8.71%14.28%-17.03%10.87%14.83%22.52%-6.72%18.98%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, FAFEX achieves a -2.46% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, FAFEX has underperformed FXAIX with an annualized return of 8.16%, while FXAIX has yielded a comparatively higher 13.75% annualized return.


FAFEX

1D
0.07%
1M
-6.74%
YTD
-2.46%
6M
-0.29%
1Y
12.44%
3Y*
10.37%
5Y*
4.84%
10Y*
8.16%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAFEX vs. FXAIX - Expense Ratio Comparison

FAFEX has a 0.91% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

FAFEX vs. FXAIX — Risk / Return Rank

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

FAFEX
FAFEX Risk / Return Rank: 6666
Overall Rank
FAFEX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FAFEX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FAFEX Omega Ratio Rank: 6666
Omega Ratio Rank
FAFEX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FAFEX Martin Ratio Rank: 6868
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

FAFEX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2030 Fund Class A (FAFEX) and Fidelity 500 Index Fund (FXAIX). 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.


FAFEXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.84

+0.34

Sortino ratio

Return per unit of downside risk

1.67

1.30

+0.38

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.50

1.05

+0.45

Martin ratio

Return relative to average drawdown

6.46

5.13

+1.33

FAFEX vs. FXAIX - Sharpe Ratio Comparison

The current FAFEX Sharpe Ratio is 1.18, which is higher than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FAFEX and FXAIX, 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


FAFEXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.84

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.68

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.77

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.75

-0.33

Correlation

The correlation between FAFEX and FXAIX is 0.92, 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

FAFEX vs. FXAIX - Dividend Comparison

FAFEX's dividend yield for the trailing twelve months is around 7.46%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
FAFEX
Fidelity Advisor Freedom 2030 Fund Class A
7.46%7.28%2.76%1.72%8.89%9.42%6.37%6.75%10.72%5.44%4.66%3.90%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FAFEX vs. FXAIX - Drawdown Comparison

The maximum FAFEX drawdown since its inception was -53.79%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FAFEX and FXAIX.


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Drawdown Indicators


FAFEXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.79%

-33.79%

-20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-12.13%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-24.50%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-24.98%

-33.79%

+8.81%

Current Drawdown

Current decline from peak

-6.91%

-8.89%

+1.98%

Average Drawdown

Average peak-to-trough decline

-7.12%

-3.83%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

2.50%

-0.69%

Volatility

FAFEX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2030 Fund Class A (FAFEX) is 4.02%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that FAFEX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAFEXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.24%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.37%

9.08%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

10.61%

18.13%

-7.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.60%

16.88%

-6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.45%

18.03%

-6.58%