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FDFPX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDFPX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Freedom Blend 2065 Fund (FDFPX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FDFPX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FDFPX
Fidelity Flex Freedom Blend 2065 Fund
-3.52%22.81%17.81%20.93%-18.57%16.84%18.54%9.17%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%6.96%

Returns By Period

In the year-to-date period, FDFPX achieves a -3.52% return, which is significantly lower than FSPSX's -1.94% return.


FDFPX

1D
-0.34%
1M
-8.98%
YTD
-3.52%
6M
-0.10%
1Y
18.49%
3Y*
16.30%
5Y*
8.83%
10Y*

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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FDFPX vs. FSPSX - Expense Ratio Comparison

FDFPX has a 0.00% expense ratio, which is lower than FSPSX's 0.04% expense ratio. Despite the difference, 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

FDFPX vs. FSPSX — Risk / Return Rank

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

FDFPX
FDFPX Risk / Return Rank: 6767
Overall Rank
FDFPX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FDFPX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FDFPX Omega Ratio Rank: 6767
Omega Ratio Rank
FDFPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FDFPX Martin Ratio Rank: 7171
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.

FDFPX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend 2065 Fund (FDFPX) 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.


FDFPXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.11

+0.04

Sortino ratio

Return per unit of downside risk

1.68

1.56

+0.12

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.47

1.54

-0.07

Martin ratio

Return relative to average drawdown

6.74

5.93

+0.81

FDFPX vs. FSPSX - Sharpe Ratio Comparison

The current FDFPX Sharpe Ratio is 1.16, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FDFPX 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


FDFPXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.11

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.51

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.46

+0.21

Correlation

The correlation between FDFPX 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

FDFPX vs. FSPSX - Dividend Comparison

FDFPX's dividend yield for the trailing twelve months is around 2.98%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FDFPX
Fidelity Flex Freedom Blend 2065 Fund
2.98%2.87%6.56%2.22%5.41%8.52%5.38%3.19%0.00%0.00%0.00%0.00%
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

FDFPX vs. FSPSX - Drawdown Comparison

The maximum FDFPX drawdown since its inception was -31.22%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FDFPX and FSPSX.


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Drawdown Indicators


FDFPXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-31.22%

-33.69%

+2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-11.39%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

-29.41%

+2.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-9.54%

-10.86%

+1.32%

Average Drawdown

Average peak-to-trough decline

-5.97%

-6.59%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.96%

-0.48%

Volatility

FDFPX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Flex Freedom Blend 2065 Fund (FDFPX) is 5.50%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FDFPX 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


FDFPXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

7.04%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

10.63%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

16.79%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

15.77%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

16.47%

+0.73%