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FCFTX vs. FNILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCFTX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2010 Fund Class M (FCFTX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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FCFTX vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FCFTX
Fidelity Advisor Freedom 2010 Fund Class M
-0.90%10.77%4.65%8.99%-13.60%4.87%10.34%14.19%-4.70%
FNILX
Fidelity ZERO Large Cap Index Fund
-7.30%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Returns By Period

In the year-to-date period, FCFTX achieves a -0.90% return, which is significantly higher than FNILX's -7.30% return.


FCFTX

1D
0.27%
1M
-3.92%
YTD
-0.90%
6M
0.41%
1Y
7.43%
3Y*
6.37%
5Y*
2.47%
10Y*
4.83%

FNILX

1D
-0.35%
1M
-7.60%
YTD
-7.30%
6M
-5.00%
1Y
14.41%
3Y*
17.43%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCFTX vs. FNILX - Expense Ratio Comparison

FCFTX has a 0.99% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Return for Risk

FCFTX vs. FNILX — Risk / Return Rank

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

FCFTX
FCFTX Risk / Return Rank: 7575
Overall Rank
FCFTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FCFTX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FCFTX Omega Ratio Rank: 7373
Omega Ratio Rank
FCFTX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FCFTX Martin Ratio Rank: 7575
Martin Ratio Rank

FNILX
FNILX Risk / Return Rank: 4545
Overall Rank
FNILX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FNILX Omega Ratio Rank: 4949
Omega Ratio Rank
FNILX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FNILX Martin Ratio Rank: 5252
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.

FCFTX vs. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2010 Fund Class M (FCFTX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


FCFTXFNILXDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.83

+0.56

Sortino ratio

Return per unit of downside risk

1.91

1.28

+0.63

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

1.78

1.04

+0.73

Martin ratio

Return relative to average drawdown

7.22

5.01

+2.20

FCFTX vs. FNILX - Sharpe Ratio Comparison

The current FCFTX Sharpe Ratio is 1.39, which is higher than the FNILX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FCFTX and FNILX, 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


FCFTXFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.83

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.65

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.64

-0.15

Correlation

The correlation between FCFTX and FNILX is 0.78, 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

FCFTX vs. FNILX - Dividend Comparison

FCFTX's dividend yield for the trailing twelve months is around 4.75%, more than FNILX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FCFTX
Fidelity Advisor Freedom 2010 Fund Class M
4.75%4.70%2.56%2.24%6.83%8.60%5.58%5.52%8.73%6.18%4.19%3.91%
FNILX
Fidelity ZERO Large Cap Index Fund
1.09%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%

Drawdowns

FCFTX vs. FNILX - Drawdown Comparison

The maximum FCFTX drawdown since its inception was -38.51%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FCFTX and FNILX.


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Drawdown Indicators


FCFTXFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-38.51%

-33.76%

-4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-12.18%

+8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.70%

-25.40%

+6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-18.70%

Current Drawdown

Current decline from peak

-3.92%

-9.01%

+5.09%

Average Drawdown

Average peak-to-trough decline

-4.20%

-5.47%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

2.54%

-1.51%

Volatility

FCFTX vs. FNILX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2010 Fund Class M (FCFTX) is 2.35%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.23%. This indicates that FCFTX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCFTXFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

4.23%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

9.14%

-5.65%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

18.26%

-12.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

17.22%

-10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.31%

20.17%

-13.86%