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FDKLX vs. FFLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDKLX vs. FFLEX - 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 Freedom Index 2060 Fund Institutional Premium Class (FFLEX). The values are adjusted to include any dividend payments, if applicable.

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FDKLX vs. FFLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDKLX
Fidelity Freedom Index 2060 Fund Investor Class
-1.58%21.38%14.16%19.91%-18.18%15.88%16.38%26.06%-7.23%20.58%
FFLEX
Fidelity Freedom Index 2060 Fund Institutional Premium Class
-1.62%21.47%14.20%19.97%-18.19%15.98%16.46%26.17%-7.21%20.63%

Returns By Period

The year-to-date returns for both stocks are quite close, with FDKLX having a -1.58% return and FFLEX slightly lower at -1.62%. Both investments have delivered pretty close results over the past 10 years, with FDKLX having a 10.68% annualized return and FFLEX not far ahead at 10.73%.


FDKLX

1D
2.76%
1M
-5.52%
YTD
-1.58%
6M
0.97%
1Y
19.13%
3Y*
15.22%
5Y*
8.04%
10Y*
10.68%

FFLEX

1D
2.71%
1M
-5.56%
YTD
-1.62%
6M
0.99%
1Y
19.17%
3Y*
15.24%
5Y*
8.08%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDKLX vs. FFLEX - Expense Ratio Comparison

FDKLX has a 0.12% expense ratio, which is higher than FFLEX's 0.08% 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

FDKLX vs. FFLEX — Risk / Return Rank

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

FDKLX
FDKLX Risk / Return Rank: 7575
Overall Rank
FDKLX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FDKLX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FDKLX Omega Ratio Rank: 7272
Omega Ratio Rank
FDKLX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FDKLX Martin Ratio Rank: 8282
Martin Ratio Rank

FFLEX
FFLEX Risk / Return Rank: 7474
Overall Rank
FFLEX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FFLEX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FFLEX Omega Ratio Rank: 7171
Omega Ratio Rank
FFLEX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FFLEX Martin Ratio Rank: 8181
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. FFLEX - 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 Freedom Index 2060 Fund Institutional Premium Class (FFLEX). 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.


FDKLXFFLEXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.29

0.00

Sortino ratio

Return per unit of downside risk

1.86

1.86

0.00

Omega ratio

Gain probability vs. loss probability

1.28

1.28

0.00

Calmar ratio

Return relative to maximum drawdown

1.81

1.82

-0.01

Martin ratio

Return relative to average drawdown

8.23

8.26

-0.03

FDKLX vs. FFLEX - Sharpe Ratio Comparison

The current FDKLX Sharpe Ratio is 1.29, which is comparable to the FFLEX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of FDKLX and FFLEX, 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


FDKLXFFLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.29

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.57

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.71

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.64

-0.01

Correlation

The correlation between FDKLX and FFLEX is 1.00, 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

FDKLX vs. FFLEX - Dividend Comparison

FDKLX's dividend yield for the trailing twelve months is around 1.98%, less than FFLEX's 2.01% yield.


TTM20252024202320222021202020192018201720162015
FDKLX
Fidelity Freedom Index 2060 Fund Investor Class
1.98%1.95%1.94%1.89%1.99%1.86%1.79%6.74%2.33%2.12%2.41%1.82%
FFLEX
Fidelity Freedom Index 2060 Fund Institutional Premium Class
2.01%1.98%1.98%1.94%2.03%1.95%1.85%6.75%2.36%2.16%2.44%1.82%

Drawdowns

FDKLX vs. FFLEX - Drawdown Comparison

The maximum FDKLX drawdown since its inception was -30.73%, roughly equal to the maximum FFLEX drawdown of -30.71%. Use the drawdown chart below to compare losses from any high point for FDKLX and FFLEX.


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Drawdown Indicators


FDKLXFFLEXDifference

Max Drawdown

Largest peak-to-trough decline

-30.73%

-30.71%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-10.79%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-26.19%

-26.17%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.73%

-30.71%

-0.02%

Current Drawdown

Current decline from peak

-6.60%

-6.60%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.62%

-4.73%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.38%

+0.01%

Volatility

FDKLX vs. FFLEX - Volatility Comparison

Fidelity Freedom Index 2060 Fund Investor Class (FDKLX) and Fidelity Freedom Index 2060 Fund Institutional Premium Class (FFLEX) have volatilities of 5.92% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDKLXFFLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

5.85%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

9.14%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

15.38%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

14.32%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

15.11%

0.00%