FDTKX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Freedom 2025 Fund Class K6 (FDTKX) and S&P 500 Index (^GSPC).

FDTKX is managed by Fidelity. It was launched on Nov 6, 2003.

Performance

FDTKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund Class K6 (FDTKX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

FDTKX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDTKX Fidelity Freedom 2025 Fund Class K6	-0.00%	16.75%	8.47%	14.44%	-16.54%	10.35%	14.76%	19.72%	-5.76%	5.95%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	9.91%

Returns By Period

FDTKX

• 1D: 1.79%
• 1M: -3.96%
• YTD: -0.00%
• 6M: 2.17%
• 1Y: 14.56%
• 3Y*: 11.08%
• 5Y*: 5.17%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FDTKX vs. ^GSPC — Risk / Return Rank

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

FDTKX

FDTKX Risk / Return Rank: 80
FDTKX Sharpe Ratio Rank: 80
FDTKX Sortino Ratio Rank: 81
FDTKX Omega Ratio Rank: 80
FDTKX Calmar Ratio Rank: 79
FDTKX Martin Ratio Rank: 81

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

FDTKX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund Class K6 (FDTKX) and S&P 500 Index (^GSPC). 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.

	FDTKX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.53	0.92	+0.61
Sortino ratio Return per unit of downside risk	2.16	1.41	+0.74
Omega ratio Gain probability vs. loss probability	1.32	1.21	+0.11
Calmar ratio Return relative to maximum drawdown	1.99	1.41	+0.58
Martin ratio Return relative to average drawdown	8.58	6.61	+1.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDTKX vs. ^GSPC - Sharpe Ratio Comparison

The current FDTKX Sharpe Ratio is 1.53, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FDTKX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FDTKX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.53	0.92	+0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.61	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.46	+0.23

Correlation

The correlation between FDTKX and ^GSPC 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.

Drawdowns

FDTKX vs. ^GSPC - Drawdown Comparison

The maximum FDTKX drawdown since its inception was -23.54%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FDTKX and ^GSPC.

Drawdown Indicators

	FDTKX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-23.54%	-56.78%	+33.24%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-12.14%	+4.92%
Max Drawdown (5Y) Largest decline over 5 years	-23.54%	-25.43%	+1.89%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-4.58%	-5.78%	+1.20%
Average Drawdown Average peak-to-trough decline	-4.68%	-10.75%	+6.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	2.60%	-0.92%

Volatility

FDTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2025 Fund Class K6 (FDTKX) is 4.23%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that FDTKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDTKX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	5.37%	-1.14%
Volatility (6M) Calculated over the trailing 6-month period	6.10%	9.55%	-3.45%
Volatility (1Y) Calculated over the trailing 1-year period	9.92%	18.33%	-8.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.89%	16.90%	-7.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.36%	18.05%	-7.69%