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FDTKX vs. FRKMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDTKX vs. FRKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund Class K6 (FDTKX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). The values are adjusted to include any dividend payments, if applicable.

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FDTKX vs. FRKMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FDTKX
Fidelity Freedom 2025 Fund Class K6
-0.00%16.75%8.47%14.44%-16.54%10.35%14.76%7.03%
FRKMX
Fidelity Managed Retirement Income Fund Class K
0.27%9.91%4.40%8.17%-11.57%2.88%8.68%3.08%

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*

FRKMX

1D
0.75%
1M
-2.05%
YTD
0.27%
6M
1.36%
1Y
7.67%
3Y*
6.29%
5Y*
2.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDTKX vs. FRKMX - Expense Ratio Comparison

FDTKX has a 0.44% expense ratio, which is higher than FRKMX's 0.35% expense ratio.


Return for Risk

FDTKX vs. FRKMX — Risk / Return Rank

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

FDTKX
FDTKX Risk / Return Rank: 8080
Overall Rank
FDTKX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FDTKX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FDTKX Omega Ratio Rank: 8080
Omega Ratio Rank
FDTKX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FDTKX Martin Ratio Rank: 8181
Martin Ratio Rank

FRKMX
FRKMX Risk / Return Rank: 8484
Overall Rank
FRKMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FRKMX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FRKMX Omega Ratio Rank: 8282
Omega Ratio Rank
FRKMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRKMX Martin Ratio Rank: 8383
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.

FDTKX vs. FRKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund Class K6 (FDTKX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). 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.


FDTKXFRKMXDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.72

-0.19

Sortino ratio

Return per unit of downside risk

2.16

2.41

-0.26

Omega ratio

Gain probability vs. loss probability

1.32

1.35

-0.02

Calmar ratio

Return relative to maximum drawdown

1.99

2.35

-0.36

Martin ratio

Return relative to average drawdown

8.58

9.34

-0.76

FDTKX vs. FRKMX - Sharpe Ratio Comparison

The current FDTKX Sharpe Ratio is 1.53, which is comparable to the FRKMX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of FDTKX and FRKMX, 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


FDTKXFRKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.72

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.49

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.71

-0.02

Correlation

The correlation between FDTKX and FRKMX is 0.86, 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

FDTKX vs. FRKMX - Dividend Comparison

FDTKX's dividend yield for the trailing twelve months is around 6.77%, more than FRKMX's 3.25% yield.


TTM202520242023202220212020201920182017
FDTKX
Fidelity Freedom 2025 Fund Class K6
6.77%6.77%4.20%2.40%9.94%10.62%5.87%6.36%6.92%1.63%
FRKMX
Fidelity Managed Retirement Income Fund Class K
3.25%3.11%3.12%2.92%4.66%3.65%2.56%1.85%0.00%0.00%

Drawdowns

FDTKX vs. FRKMX - Drawdown Comparison

The maximum FDTKX drawdown since its inception was -23.54%, which is greater than FRKMX's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for FDTKX and FRKMX.


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Drawdown Indicators


FDTKXFRKMXDifference

Max Drawdown

Largest peak-to-trough decline

-23.54%

-16.04%

-7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-3.42%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-23.54%

-16.04%

-7.50%

Current Drawdown

Current decline from peak

-4.58%

-2.44%

-2.14%

Average Drawdown

Average peak-to-trough decline

-4.68%

-3.64%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

0.86%

+0.82%

Volatility

FDTKX vs. FRKMX - Volatility Comparison

Fidelity Freedom 2025 Fund Class K6 (FDTKX) has a higher volatility of 4.23% compared to Fidelity Managed Retirement Income Fund Class K (FRKMX) at 2.14%. This indicates that FDTKX's price experiences larger fluctuations and is considered to be riskier than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDTKXFRKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

2.14%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

6.10%

2.95%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.92%

4.63%

+5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.89%

5.23%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.36%

5.14%

+5.22%