FATWX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Freedom 2025 Fund Class A (FATWX) and Fidelity ZERO Total Market Index Fund (FZROX).
FATWX is managed by Fidelity. It was launched on Nov 6, 2003. FZROX is managed by Fidelity.
Performance
FATWX vs. FZROX - Performance Comparison
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FATWX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FATWX Fidelity Advisor Freedom 2025 Fund Class A | -0.37% | 15.82% | 7.64% | 13.18% | -16.27% | 9.60% | 13.89% | 20.00% | -6.81% |
FZROX Fidelity ZERO Total Market Index Fund | -3.98% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
Returns By Period
In the year-to-date period, FATWX achieves a -0.37% return, which is significantly higher than FZROX's -3.98% return.
FATWX
- 1D
- 1.82%
- 1M
- -4.00%
- YTD
- -0.37%
- 6M
- 1.34%
- 1Y
- 12.97%
- 3Y*
- 10.14%
- 5Y*
- 4.53%
- 10Y*
- 7.36%
FZROX
- 1D
- 2.99%
- 1M
- -5.06%
- YTD
- -3.98%
- 6M
- -1.97%
- 1Y
- 17.77%
- 3Y*
- 17.96%
- 5Y*
- 10.74%
- 10Y*
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FATWX vs. FZROX - Expense Ratio Comparison
FATWX has a 0.87% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FATWX vs. FZROX — Risk / Return Rank
FATWX
FZROX
FATWX vs. FZROX - 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 ZERO Total Market Index Fund (FZROX). 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.
| FATWX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.98 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.50 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.51 | +0.38 |
Martin ratioReturn relative to average drawdown | 7.95 | 7.28 | +0.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FATWX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.98 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.62 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.63 | -0.16 |
Correlation
The correlation between FATWX and FZROX is 0.90, 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. FZROX - Dividend Comparison
FATWX's dividend yield for the trailing twelve months is around 7.72%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FATWX Fidelity Advisor Freedom 2025 Fund Class A | 7.72% | 7.69% | 3.79% | 1.91% | 9.50% | 9.22% | 6.11% | 6.43% | 9.56% | 4.08% | 4.42% | 5.02% |
FZROX Fidelity ZERO Total Market Index Fund | 1.07% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FATWX vs. FZROX - Drawdown Comparison
The maximum FATWX drawdown since its inception was -49.44%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FATWX and FZROX.
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Drawdown Indicators
| FATWX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.44% | -34.96% | -14.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -12.44% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.85% | -25.12% | +1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -23.85% | — | — |
Current DrawdownCurrent decline from peak | -4.68% | -6.16% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -5.61% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.58% | -0.88% |
Volatility
FATWX vs. FZROX - Volatility Comparison
The current volatility for Fidelity Advisor Freedom 2025 Fund Class A (FATWX) is 4.19%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 5.52%. This indicates that FATWX experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FATWX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 5.52% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 6.05% | 9.81% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.77% | 18.68% | -8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.85% | 17.45% | -7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.12% | 20.28% | -10.16% |