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FDCFX vs. FFFEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDCFX vs. FFFEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2020 Fund Class C (FDCFX) and Fidelity Freedom 2030 Fund (FFFEX). The values are adjusted to include any dividend payments, if applicable.

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FDCFX vs. FFFEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDCFX
Fidelity Advisor Freedom 2020 Fund Class C
-0.41%13.47%6.05%11.14%-16.84%7.64%12.30%17.51%-5.79%14.18%
FFFEX
Fidelity Freedom 2030 Fund
-0.15%17.68%9.22%15.37%-16.97%11.53%15.64%21.82%-7.02%19.83%

Returns By Period

In the year-to-date period, FDCFX achieves a -0.41% return, which is significantly lower than FFFEX's -0.15% return. Over the past 10 years, FDCFX has underperformed FFFEX with an annualized return of 5.96%, while FFFEX has yielded a comparatively higher 8.80% annualized return.


FDCFX

1D
1.50%
1M
-3.57%
YTD
-0.41%
6M
0.95%
1Y
10.71%
3Y*
8.34%
5Y*
3.06%
10Y*
5.96%

FFFEX

1D
1.98%
1M
-4.26%
YTD
-0.15%
6M
2.22%
1Y
15.66%
3Y*
11.83%
5Y*
5.60%
10Y*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDCFX vs. FFFEX - Expense Ratio Comparison

FDCFX has a 1.58% expense ratio, which is higher than FFFEX's 0.66% expense ratio.


Return for Risk

FDCFX vs. FFFEX — Risk / Return Rank

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

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

FFFEX
FFFEX Risk / Return Rank: 8181
Overall Rank
FFFEX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FFFEX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FFFEX Omega Ratio Rank: 7979
Omega Ratio Rank
FFFEX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFFEX Martin Ratio Rank: 8585
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.

FDCFX vs. FFFEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2020 Fund Class C (FDCFX) and Fidelity Freedom 2030 Fund (FFFEX). 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.


FDCFXFFFEXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.50

-0.16

Sortino ratio

Return per unit of downside risk

1.89

2.12

-0.23

Omega ratio

Gain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratio

Return relative to maximum drawdown

1.83

2.06

-0.23

Martin ratio

Return relative to average drawdown

7.53

8.87

-1.33

FDCFX vs. FFFEX - Sharpe Ratio Comparison

The current FDCFX Sharpe Ratio is 1.34, which is comparable to the FFFEX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FDCFX and FFFEX, 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


FDCFXFFFEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.50

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.53

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.78

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.50

-0.10

Correlation

The correlation between FDCFX and FFFEX is 0.97, 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

FDCFX vs. FFFEX - Dividend Comparison

FDCFX's dividend yield for the trailing twelve months is around 7.07%, more than FFFEX's 5.45% yield.


TTM20252024202320222021202020192018201720162015
FDCFX
Fidelity Advisor Freedom 2020 Fund Class C
7.07%7.04%3.91%1.54%8.31%10.14%6.37%6.02%8.67%5.15%3.63%3.32%
FFFEX
Fidelity Freedom 2030 Fund
5.45%5.44%2.94%1.87%10.06%10.92%6.24%6.79%7.32%4.60%3.86%4.52%

Drawdowns

FDCFX vs. FFFEX - Drawdown Comparison

The maximum FDCFX drawdown since its inception was -47.97%, smaller than the maximum FFFEX drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for FDCFX and FFFEX.


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Drawdown Indicators


FDCFXFFFEXDifference

Max Drawdown

Largest peak-to-trough decline

-47.97%

-51.83%

+3.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-7.81%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.25%

-24.32%

+1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-23.25%

-24.64%

+1.39%

Current Drawdown

Current decline from peak

-4.10%

-5.01%

+0.91%

Average Drawdown

Average peak-to-trough decline

-6.07%

-9.06%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

1.82%

-0.34%

Volatility

FDCFX vs. FFFEX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2020 Fund Class C (FDCFX) is 3.70%, while Fidelity Freedom 2030 Fund (FFFEX) has a volatility of 4.58%. This indicates that FDCFX experiences smaller price fluctuations and is considered to be less risky than FFFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDCFXFFFEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

4.58%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

5.28%

6.65%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

8.39%

10.80%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.81%

10.69%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.02%

11.38%

-2.36%