FDAFX vs. FZROX
Compare and contrast key facts about Fidelity Advisor Freedom 2020 Fund Class A (FDAFX) and Fidelity ZERO Total Market Index Fund (FZROX).
FDAFX is managed by Fidelity. It was launched on Jul 24, 2003. FZROX is managed by Fidelity.
Performance
FDAFX vs. FZROX - Performance Comparison
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FDAFX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDAFX Fidelity Advisor Freedom 2020 Fund Class A | -1.61% | 14.28% | 6.79% | 12.08% | -16.22% | 8.40% | 13.09% | 18.40% | -5.99% |
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, FDAFX achieves a -1.61% return, which is significantly higher than FZROX's -3.98% return.
FDAFX
- 1D
- 0.16%
- 1M
- -5.42%
- YTD
- -1.61%
- 6M
- 0.11%
- 1Y
- 10.37%
- 3Y*
- 8.64%
- 5Y*
- 3.71%
- 10Y*
- 6.33%
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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FDAFX vs. FZROX - Expense Ratio Comparison
FDAFX has a 0.83% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Return for Risk
FDAFX vs. FZROX — Risk / Return Rank
FDAFX
FZROX
FDAFX vs. FZROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2020 Fund Class A (FDAFX) 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.
| FDAFX | FZROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.98 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.50 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.51 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.89 | 7.28 | -0.39 |
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
| FDAFX | FZROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.98 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.62 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.63 | -0.18 |
Correlation
The correlation between FDAFX and FZROX is 0.87, 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
FDAFX vs. FZROX - Dividend Comparison
FDAFX's dividend yield for the trailing twelve months is around 7.82%, more than FZROX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDAFX Fidelity Advisor Freedom 2020 Fund Class A | 7.82% | 7.70% | 4.66% | 2.15% | 8.84% | 10.71% | 6.97% | 6.62% | 9.48% | 3.23% | 4.34% | 3.51% |
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
FDAFX vs. FZROX - Drawdown Comparison
The maximum FDAFX drawdown since its inception was -47.38%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FDAFX and FZROX.
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Drawdown Indicators
| FDAFX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -34.96% | -12.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.07% | -12.44% | +6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -25.12% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -22.75% | — | — |
Current DrawdownCurrent decline from peak | -5.42% | -6.16% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -5.61% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 2.58% | -1.14% |
Volatility
FDAFX vs. FZROX - Volatility Comparison
The current volatility for Fidelity Advisor Freedom 2020 Fund Class A (FDAFX) is 3.22%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 5.52%. This indicates that FDAFX 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
| FDAFX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.52% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 4.99% | 9.81% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.23% | 18.68% | -10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.79% | 17.45% | -8.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 20.28% | -11.24% |