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FDKLX vs. FBALX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDKLX vs. FBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2060 Fund Investor Class (FDKLX) and Fidelity Balanced Fund (FBALX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDKLX achieves a 11.93% return, which is significantly higher than FBALX's 9.80% return. Both investments have delivered pretty close results over the past 10 years, with FDKLX having a 12.22% annualized return and FBALX not far behind at 11.98%.


FDKLX

1D
-0.12%
1M
1.81%
YTD
11.93%
6M
11.29%
1Y
26.86%
3Y*
19.01%
5Y*
9.85%
10Y*
12.22%

FBALX

1D
-0.37%
1M
1.03%
YTD
9.80%
6M
9.32%
1Y
22.66%
3Y*
16.25%
5Y*
9.12%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDKLX vs. FBALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDKLX
Fidelity Freedom Index 2060 Fund Investor Class
11.93%21.38%14.16%19.91%-18.18%15.88%16.38%26.06%-7.23%20.58%
FBALX
Fidelity Balanced Fund
9.80%15.11%16.09%20.31%-18.29%18.27%22.45%24.40%-3.98%16.52%

Correlation

The correlation between FDKLX and FBALX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2014

0.96

The correlation between FDKLX and FBALX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

FDKLX vs. FBALX — Risk / Return Rank

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

FDKLX
FDKLX Risk / Return Rank: 7070
Overall Rank
FDKLX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FDKLX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FDKLX Omega Ratio Rank: 6767
Omega Ratio Rank
FDKLX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FDKLX Martin Ratio Rank: 7575
Martin Ratio Rank

FBALX
FBALX Risk / Return Rank: 8585
Overall Rank
FBALX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FBALX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FBALX Omega Ratio Rank: 8181
Omega Ratio Rank
FBALX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FBALX Martin Ratio Rank: 9191
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.

FDKLX vs. FBALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2060 Fund Investor Class (FDKLX) and Fidelity Balanced Fund (FBALX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDKLXFBALXDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.41

1.49

-0.07

Calmar ratioReturn relative to maximum drawdown

3.07

3.65

-0.58

Martin ratioReturn relative to average drawdown

13.26

17.07

-3.81

FDKLX vs. FBALX - Sharpe Ratio Comparison

The current FDKLX Sharpe Ratio is 2.24, which is comparable to the FBALX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of FDKLX and FBALX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDKLX vs. FBALX - Drawdown Comparison

The maximum FDKLX drawdown since its inception was -30.73%, smaller than the maximum FBALX drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for FDKLX and FBALX.


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Drawdown Indicators


FDKLXFBALXDifference

Max Drawdown

Largest peak-to-trough decline

-30.73%

-43.57%

+12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-6.47%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-14.73%

-12.88%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-26.19%

-22.89%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-30.73%

-26.68%

-4.05%

Current Drawdown

Current decline from peak

-0.66%

-0.51%

-0.15%

Average Drawdown

Average peak-to-trough decline

-4.55%

-4.37%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.38%

+0.73%

Volatility

FDKLX vs. FBALX - Volatility Comparison

Fidelity Freedom Index 2060 Fund Investor Class (FDKLX) has a higher volatility of 5.09% compared to Fidelity Balanced Fund (FBALX) at 3.67%. This indicates that FDKLX's price experiences larger fluctuations and is considered to be riskier than FBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDKLXFBALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

3.67%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

7.48%

+2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

9.18%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

12.26%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

12.82%

+2.40%

FDKLX vs. FBALX - Expense Ratio Comparison

FDKLX has a 0.12% expense ratio, which is lower than FBALX's 0.46% expense ratio.


Dividends

FDKLX vs. FBALX - Dividend Comparison

FDKLX's dividend yield for the trailing twelve months is around 1.69%, less than FBALX's 5.16% yield.


PositionTTM20252024202320222021202020192018201720162015
FBALX
Fidelity Balanced Fund
5.16%5.69%5.67%2.28%8.06%9.66%5.90%4.24%10.99%7.90%3.07%7.70%
FDKLX
Fidelity Freedom Index 2060 Fund Investor Class
1.69%1.95%1.94%1.89%1.99%1.86%1.79%6.74%2.33%2.12%2.41%1.82%

Frequently Asked Questions


With a correlation of 0.96, FDKLX and FBALX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FDKLX has higher volatility (5.09%) compared to FBALX (3.67%). In terms of maximum drawdown, FDKLX dropped -30.73% vs FBALX's -43.57%.

FBALX currently has the higher Sharpe Ratio (2.58 vs 2.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FDKLX and FBALX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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