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FDEWX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDEWX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2055 Fund Investor Class (FDEWX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FDEWX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDEWX
Fidelity Freedom Index 2055 Fund Investor Class
-4.21%21.39%14.14%19.95%-18.01%15.88%16.46%25.94%-7.19%20.53%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FDEWX achieves a -4.21% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, FDEWX has outperformed FSPSX with an annualized return of 10.41%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FDEWX

1D
-0.16%
1M
-8.59%
YTD
-4.21%
6M
-1.28%
1Y
16.51%
3Y*
14.18%
5Y*
7.77%
10Y*
10.41%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDEWX vs. FSPSX - Expense Ratio Comparison

FDEWX has a 0.12% expense ratio, which is higher than FSPSX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FDEWX vs. FSPSX — Risk / Return Rank

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

FDEWX
FDEWX Risk / Return Rank: 6464
Overall Rank
FDEWX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FDEWX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FDEWX Omega Ratio Rank: 6464
Omega Ratio Rank
FDEWX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FDEWX Martin Ratio Rank: 6767
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

FDEWX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2055 Fund Investor Class (FDEWX) and Fidelity International Index Fund (FSPSX). 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.


FDEWXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.11

-0.02

Sortino ratio

Return per unit of downside risk

1.60

1.56

+0.04

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.37

1.54

-0.17

Martin ratio

Return relative to average drawdown

6.32

5.93

+0.39

FDEWX vs. FSPSX - Sharpe Ratio Comparison

The current FDEWX Sharpe Ratio is 1.09, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FDEWX and FSPSX, 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


FDEWXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.11

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.51

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.53

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.46

+0.17

Correlation

The correlation between FDEWX and FSPSX is 0.88, 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

FDEWX vs. FSPSX - Dividend Comparison

FDEWX's dividend yield for the trailing twelve months is around 2.06%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FDEWX
Fidelity Freedom Index 2055 Fund Investor Class
2.06%1.97%1.98%1.92%2.24%1.89%1.85%10.83%2.36%1.93%2.42%2.31%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FDEWX vs. FSPSX - Drawdown Comparison

The maximum FDEWX drawdown since its inception was -30.69%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FDEWX and FSPSX.


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Drawdown Indicators


FDEWXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-30.69%

-33.69%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-11.39%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-26.22%

-29.41%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-30.69%

-33.69%

+3.00%

Current Drawdown

Current decline from peak

-9.07%

-10.86%

+1.79%

Average Drawdown

Average peak-to-trough decline

-4.26%

-6.59%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.96%

-0.61%

Volatility

FDEWX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2055 Fund Investor Class (FDEWX) is 5.01%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FDEWX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDEWXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

7.04%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

10.63%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

16.79%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

15.77%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

16.47%

-1.38%