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FCIFX vs. SSFNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCIFX vs. SSFNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2010 Fund Class I (FCIFX) and State Street Target Retirement Fund (SSFNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCIFX achieves a 5.00% return, which is significantly lower than SSFNX's 5.58% return. Both investments have delivered pretty close results over the past 10 years, with FCIFX having a 5.74% annualized return and SSFNX not far ahead at 5.89%.


FCIFX

1D
0.26%
1M
1.76%
YTD
5.00%
6M
5.31%
1Y
12.03%
3Y*
8.87%
5Y*
3.56%
10Y*
5.74%

SSFNX

1D
0.17%
1M
1.53%
YTD
5.58%
6M
5.73%
1Y
13.09%
3Y*
9.93%
5Y*
4.57%
10Y*
5.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCIFX vs. SSFNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCIFX
Fidelity Advisor Freedom 2010 Fund Class I
5.00%11.27%5.19%9.55%-13.19%5.44%10.90%14.74%-3.44%12.26%
SSFNX
State Street Target Retirement Fund
5.58%10.93%7.05%10.73%-12.21%6.87%10.26%13.97%-2.49%8.92%

Correlation

The correlation between FCIFX and SSFNX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.92

The correlation between FCIFX and SSFNX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

FCIFX vs. SSFNX — Risk / Return Rank

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

FCIFX
FCIFX Risk / Return Rank: 6868
Overall Rank
FCIFX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FCIFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FCIFX Omega Ratio Rank: 7575
Omega Ratio Rank
FCIFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FCIFX Martin Ratio Rank: 6767
Martin Ratio Rank

SSFNX
SSFNX Risk / Return Rank: 8888
Overall Rank
SSFNX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SSFNX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SSFNX Omega Ratio Rank: 8888
Omega Ratio Rank
SSFNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SSFNX Martin Ratio Rank: 8888
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.

FCIFX vs. SSFNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2010 Fund Class I (FCIFX) and State Street Target Retirement Fund (SSFNX). 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.


FCIFXSSFNXDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.49

1.62

-0.12

Calmar ratioReturn relative to maximum drawdown

3.00

3.73

-0.74

Martin ratioReturn relative to average drawdown

12.95

16.97

-4.02

FCIFX vs. SSFNX - Sharpe Ratio Comparison

The current FCIFX Sharpe Ratio is 2.41, which is comparable to the SSFNX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of FCIFX and SSFNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FCIFXSSFNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

3.00

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.70

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.90

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.84

-0.27

Drawdowns

FCIFX vs. SSFNX - Drawdown Comparison

The maximum FCIFX drawdown since its inception was -38.09%, which is greater than SSFNX's maximum drawdown of -16.62%. Use the drawdown chart below to compare losses from any high point for FCIFX and SSFNX.


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Drawdown Indicators


FCIFXSSFNXDifference

Max Drawdown

Largest peak-to-trough decline

-38.09%

-16.62%

-21.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.03%

-3.52%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-5.78%

-5.40%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.34%

-16.62%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-18.34%

-16.62%

-1.72%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.96%

-2.52%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.77%

+0.16%

Volatility

FCIFX vs. SSFNX - Volatility Comparison

Fidelity Advisor Freedom 2010 Fund Class I (FCIFX) has a higher volatility of 1.99% compared to State Street Target Retirement Fund (SSFNX) at 1.41%. This indicates that FCIFX's price experiences larger fluctuations and is considered to be riskier than SSFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCIFXSSFNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.41%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

3.53%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

4.38%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

6.58%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

6.57%

-0.21%

FCIFX vs. SSFNX - Expense Ratio Comparison

FCIFX has a 0.49% expense ratio, which is higher than SSFNX's 0.10% expense ratio.


Dividends

FCIFX vs. SSFNX - Dividend Comparison

FCIFX's dividend yield for the trailing twelve months is around 5.05%, more than SSFNX's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
FCIFX
Fidelity Advisor Freedom 2010 Fund Class I
5.05%5.15%2.72%2.62%7.32%9.05%6.04%5.98%9.07%6.67%4.58%4.02%
SSFNX
State Street Target Retirement Fund
4.61%4.86%5.78%5.26%5.12%6.69%1.61%3.35%4.40%2.72%1.84%2.05%

Frequently Asked Questions


With a correlation of 0.93, FCIFX and SSFNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FCIFX has higher volatility (1.99%) compared to SSFNX (1.41%). In terms of maximum drawdown, FCIFX dropped -38.09% vs SSFNX's -16.62%.

SSFNX currently has the higher Sharpe Ratio (3.00 vs 2.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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