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FFEDX vs. FFEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFEDX and FFEGX is 0.99, 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.


-0.50.00.51.01.0

Performance

FFEDX vs. FFEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) and Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX). The values are adjusted to include any dividend payments, if applicable.

70.00%75.00%80.00%85.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
75.25%
88.12%
FFEDX
FFEGX

Key characteristics

Sharpe Ratio

FFEDX:

1.17

FFEGX:

1.24

Sortino Ratio

FFEDX:

1.67

FFEGX:

1.76

Omega Ratio

FFEDX:

1.21

FFEGX:

1.22

Calmar Ratio

FFEDX:

1.20

FFEGX:

1.47

Martin Ratio

FFEDX:

6.45

FFEGX:

7.09

Ulcer Index

FFEDX:

1.34%

FFEGX:

1.38%

Daily Std Dev

FFEDX:

7.39%

FFEGX:

7.91%

Max Drawdown

FFEDX:

-22.60%

FFEGX:

-23.85%

Current Drawdown

FFEDX:

-2.82%

FFEGX:

-2.85%

Returns By Period

In the year-to-date period, FFEDX achieves a 9.05% return, which is significantly lower than FFEGX's 10.14% return.


FFEDX

YTD

9.05%

1M

-1.53%

6M

3.88%

1Y

8.74%

5Y*

5.18%

10Y*

N/A

FFEGX

YTD

10.14%

1M

-1.47%

6M

4.21%

1Y

9.85%

5Y*

5.95%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFEDX vs. FFEGX - Expense Ratio Comparison

Both FFEDX and FFEGX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


FFEDX
Fidelity Freedom Index 2025 Fund Institutional Premium Class
Expense ratio chart for FFEDX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FFEGX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FFEDX vs. FFEGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) and Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX). 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.


Sharpe ratio
The chart of Sharpe ratio for FFEDX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.001.171.24
The chart of Sortino ratio for FFEDX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.001.671.76
The chart of Omega ratio for FFEDX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.22
The chart of Calmar ratio for FFEDX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.001.201.47
The chart of Martin ratio for FFEDX, currently valued at 6.45, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.457.09
FFEDX
FFEGX

The current FFEDX Sharpe Ratio is 1.17, which is comparable to the FFEGX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FFEDX and FFEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.17
1.24
FFEDX
FFEGX

Dividends

FFEDX vs. FFEGX - Dividend Comparison

FFEDX's dividend yield for the trailing twelve months is around 0.16%, less than FFEGX's 0.17% yield.


TTM202320222021202020192018201720162015
FFEDX
Fidelity Freedom Index 2025 Fund Institutional Premium Class
0.16%2.42%2.51%1.61%1.40%1.92%2.20%1.77%1.89%1.89%
FFEGX
Fidelity Freedom Index 2030 Fund Institutional Premium Class
0.17%2.31%2.27%1.63%1.44%1.96%2.24%1.80%1.95%2.00%

Drawdowns

FFEDX vs. FFEGX - Drawdown Comparison

The maximum FFEDX drawdown since its inception was -22.60%, smaller than the maximum FFEGX drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for FFEDX and FFEGX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.82%
-2.85%
FFEDX
FFEGX

Volatility

FFEDX vs. FFEGX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) is 2.33%, while Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) has a volatility of 2.51%. This indicates that FFEDX experiences smaller price fluctuations and is considered to be less risky than FFEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%JulyAugustSeptemberOctoberNovemberDecember
2.33%
2.51%
FFEDX
FFEGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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