PortfoliosLab logoPortfoliosLab logo
FATWX vs. FIRMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FATWX vs. FIRMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2025 Fund Class A (FATWX) and Fidelity Managed Retirement Income Fund (FIRMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FATWX vs. FIRMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FATWX
Fidelity Advisor Freedom 2025 Fund Class A
-2.15%15.82%7.64%13.18%-16.27%9.60%13.89%20.00%-5.70%14.98%
FIRMX
Fidelity Managed Retirement Income Fund
-0.50%9.95%4.29%8.07%-11.66%2.77%8.57%10.57%-1.80%7.08%

Returns By Period

In the year-to-date period, FATWX achieves a -2.15% return, which is significantly lower than FIRMX's -0.50% return. Over the past 10 years, FATWX has outperformed FIRMX with an annualized return of 7.17%, while FIRMX has yielded a comparatively lower 3.92% annualized return.


FATWX

1D
0.08%
1M
-6.25%
YTD
-2.15%
6M
-0.25%
1Y
11.39%
3Y*
9.48%
5Y*
4.35%
10Y*
7.17%

FIRMX

1D
0.27%
1M
-3.18%
YTD
-0.50%
6M
0.75%
1Y
7.05%
3Y*
5.96%
5Y*
2.41%
10Y*
3.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FATWX vs. FIRMX - Expense Ratio Comparison

FATWX has a 0.87% expense ratio, which is higher than FIRMX's 0.45% expense ratio.


Return for Risk

FATWX vs. FIRMX — Risk / Return Rank

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

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

FIRMX
FIRMX Risk / Return Rank: 8383
Overall Rank
FIRMX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FIRMX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FIRMX Omega Ratio Rank: 8080
Omega Ratio Rank
FIRMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FIRMX Martin Ratio Rank: 8484
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.

FATWX vs. FIRMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2025 Fund Class A (FATWX) and Fidelity Managed Retirement Income Fund (FIRMX). 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.


FATWXFIRMXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.56

-0.36

Sortino ratio

Return per unit of downside risk

1.69

2.17

-0.48

Omega ratio

Gain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratio

Return relative to maximum drawdown

1.51

2.08

-0.57

Martin ratio

Return relative to average drawdown

6.45

8.41

-1.96

FATWX vs. FIRMX - Sharpe Ratio Comparison

The current FATWX Sharpe Ratio is 1.20, which is comparable to the FIRMX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FATWX and FIRMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FATWXFIRMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.56

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.46

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.88

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.52

-0.07

Correlation

The correlation between FATWX and FIRMX is 0.93, 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

FATWX vs. FIRMX - Dividend Comparison

FATWX's dividend yield for the trailing twelve months is around 7.86%, more than FIRMX's 3.16% yield.


TTM20252024202320222021202020192018201720162015
FATWX
Fidelity Advisor Freedom 2025 Fund Class A
7.86%7.69%3.79%1.91%9.50%9.22%6.11%6.43%9.56%4.08%4.42%5.02%
FIRMX
Fidelity Managed Retirement Income Fund
3.16%3.13%3.02%2.81%4.54%3.56%2.48%2.59%4.65%8.57%1.67%1.68%

Drawdowns

FATWX vs. FIRMX - Drawdown Comparison

The maximum FATWX drawdown since its inception was -49.44%, which is greater than FIRMX's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for FATWX and FIRMX.


Loading graphics...

Drawdown Indicators


FATWXFIRMXDifference

Max Drawdown

Largest peak-to-trough decline

-49.44%

-33.73%

-15.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-3.44%

-3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-23.85%

-16.11%

-7.74%

Max Drawdown (10Y)

Largest decline over 10 years

-23.85%

-16.11%

-7.74%

Current Drawdown

Current decline from peak

-6.38%

-3.18%

-3.20%

Average Drawdown

Average peak-to-trough decline

-5.81%

-3.73%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

0.85%

+0.82%

Volatility

FATWX vs. FIRMX - Volatility Comparison

Fidelity Advisor Freedom 2025 Fund Class A (FATWX) has a higher volatility of 3.64% compared to Fidelity Managed Retirement Income Fund (FIRMX) at 1.96%. This indicates that FATWX's price experiences larger fluctuations and is considered to be riskier than FIRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FATWXFIRMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

1.96%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

5.79%

2.86%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

9.63%

4.59%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

5.21%

+4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.10%

4.47%

+5.63%