PortfoliosLab logoPortfoliosLab logo
FDEEX vs. FFANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDEEX vs. FFANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2055 Fund (FDEEX) and Fidelity Asset Manager 40% Fund (FFANX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FDEEX vs. FFANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDEEX
Fidelity Freedom 2055 Fund
-0.48%23.74%14.02%20.55%-19.19%16.57%18.26%25.35%-8.92%22.32%
FFANX
Fidelity Asset Manager 40% Fund
-0.14%13.16%7.40%11.52%-13.62%8.03%13.10%15.81%-4.06%11.25%

Returns By Period

In the year-to-date period, FDEEX achieves a -0.48% return, which is significantly lower than FFANX's -0.14% return. Over the past 10 years, FDEEX has outperformed FFANX with an annualized return of 11.10%, while FFANX has yielded a comparatively lower 6.28% annualized return.


FDEEX

1D
3.14%
1M
-5.78%
YTD
-0.48%
6M
2.99%
1Y
22.53%
3Y*
16.48%
5Y*
8.29%
10Y*
11.10%

FFANX

1D
1.44%
1M
-3.24%
YTD
-0.14%
6M
1.77%
1Y
12.13%
3Y*
9.01%
5Y*
4.47%
10Y*
6.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDEEX vs. FFANX - Expense Ratio Comparison

FDEEX has a 0.75% expense ratio, which is higher than FFANX's 0.52% expense ratio.


Return for Risk

FDEEX vs. FFANX — Risk / Return Rank

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

FDEEX
FDEEX Risk / Return Rank: 8181
Overall Rank
FDEEX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FDEEX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FDEEX Omega Ratio Rank: 7878
Omega Ratio Rank
FDEEX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FDEEX Martin Ratio Rank: 8686
Martin Ratio Rank

FFANX
FFANX Risk / Return Rank: 8484
Overall Rank
FFANX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FFANX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFANX Omega Ratio Rank: 8282
Omega Ratio Rank
FFANX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FFANX Martin Ratio Rank: 8686
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.

FDEEX vs. FFANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund (FDEEX) and Fidelity Asset Manager 40% Fund (FFANX). 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.


FDEEXFFANXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.59

-0.16

Sortino ratio

Return per unit of downside risk

2.03

2.26

-0.23

Omega ratio

Gain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratio

Return relative to maximum drawdown

2.05

2.22

-0.17

Martin ratio

Return relative to average drawdown

9.03

9.23

-0.20

FDEEX vs. FFANX - Sharpe Ratio Comparison

The current FDEEX Sharpe Ratio is 1.43, which is comparable to the FFANX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FDEEX and FFANX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FDEEXFFANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.59

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.58

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.82

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.63

0.00

Correlation

The correlation between FDEEX and FFANX is 0.94, 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

FDEEX vs. FFANX - Dividend Comparison

FDEEX's dividend yield for the trailing twelve months is around 3.89%, less than FFANX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
FDEEX
Fidelity Freedom 2055 Fund
3.89%3.87%1.73%1.91%10.33%11.20%4.20%6.23%6.68%3.59%3.52%4.99%
FFANX
Fidelity Asset Manager 40% Fund
3.97%3.97%2.81%2.49%5.75%2.35%2.36%3.67%4.56%2.56%1.43%3.18%

Drawdowns

FDEEX vs. FFANX - Drawdown Comparison

The maximum FDEEX drawdown since its inception was -31.00%, roughly equal to the maximum FFANX drawdown of -31.69%. Use the drawdown chart below to compare losses from any high point for FDEEX and FFANX.


Loading graphics...

Drawdown Indicators


FDEEXFFANXDifference

Max Drawdown

Largest peak-to-trough decline

-31.00%

-31.69%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-5.67%

-5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-18.52%

-8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-31.00%

-18.52%

-12.48%

Current Drawdown

Current decline from peak

-6.95%

-3.83%

-3.12%

Average Drawdown

Average peak-to-trough decline

-4.88%

-3.83%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.36%

+1.18%

Volatility

FDEEX vs. FFANX - Volatility Comparison

Fidelity Freedom 2055 Fund (FDEEX) has a higher volatility of 6.69% compared to Fidelity Asset Manager 40% Fund (FFANX) at 3.47%. This indicates that FDEEX's price experiences larger fluctuations and is considered to be riskier than FFANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FDEEXFFANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

3.47%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

5.08%

+4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

7.91%

+8.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

7.80%

+7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

7.64%

+7.67%