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FFEDX vs. FFFCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFEDX vs. FFFCX - 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 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

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FFEDX vs. FFFCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFEDX
Fidelity Freedom Index 2025 Fund Institutional Premium Class
-0.30%14.93%8.54%13.94%-16.55%9.63%13.60%19.68%-4.46%15.20%
FFFCX
Fidelity Freedom 2010 Fund
0.74%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%

Returns By Period

In the year-to-date period, FFEDX achieves a -0.30% return, which is significantly lower than FFFCX's 0.74% return. Over the past 10 years, FFEDX has outperformed FFFCX with an annualized return of 7.48%, while FFFCX has yielded a comparatively lower 5.55% annualized return.


FFEDX

1D
0.50%
1M
-2.17%
YTD
-0.30%
6M
1.22%
1Y
12.54%
3Y*
10.28%
5Y*
4.84%
10Y*
7.48%

FFFCX

1D
0.34%
1M
-1.26%
YTD
0.74%
6M
1.94%
1Y
9.47%
3Y*
7.56%
5Y*
3.24%
10Y*
5.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFEDX vs. FFFCX - Expense Ratio Comparison

FFEDX has a 0.08% expense ratio, which is lower than FFFCX's 0.49% expense ratio.


Return for Risk

FFEDX vs. FFFCX — Risk / Return Rank

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

FFEDX
FFEDX Risk / Return Rank: 7171
Overall Rank
FFEDX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FFEDX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FFEDX Omega Ratio Rank: 6969
Omega Ratio Rank
FFEDX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FFEDX Martin Ratio Rank: 7373
Martin Ratio Rank

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

FFEDX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) and Fidelity Freedom 2010 Fund (FFFCX). 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.


FFEDXFFFCXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.74

-0.33

Sortino ratio

Return per unit of downside risk

2.00

2.42

-0.42

Omega ratio

Gain probability vs. loss probability

1.29

1.36

-0.06

Calmar ratio

Return relative to maximum drawdown

1.96

2.48

-0.53

Martin ratio

Return relative to average drawdown

8.39

9.70

-1.31

FFEDX vs. FFFCX - Sharpe Ratio Comparison

The current FFEDX Sharpe Ratio is 1.40, which is comparable to the FFFCX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FFEDX and FFFCX, 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


FFEDXFFFCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.74

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.51

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.89

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.67

+0.02

Correlation

The correlation between FFEDX and FFFCX is 0.95, 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

FFEDX vs. FFFCX - Dividend Comparison

FFEDX's dividend yield for the trailing twelve months is around 4.96%, which matches FFFCX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
FFEDX
Fidelity Freedom Index 2025 Fund Institutional Premium Class
4.96%4.95%3.40%2.42%2.69%2.21%2.40%13.80%2.37%1.88%1.94%1.89%
FFFCX
Fidelity Freedom 2010 Fund
4.93%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%

Drawdowns

FFEDX vs. FFFCX - Drawdown Comparison

The maximum FFEDX drawdown since its inception was -22.60%, smaller than the maximum FFFCX drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for FFEDX and FFFCX.


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Drawdown Indicators


FFEDXFFFCXDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-36.88%

+14.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-4.00%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-18.35%

-4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-22.60%

-18.35%

-4.25%

Current Drawdown

Current decline from peak

-3.80%

-2.49%

-1.31%

Average Drawdown

Average peak-to-trough decline

-3.93%

-4.60%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

1.02%

+0.56%

Volatility

FFEDX vs. FFFCX - Volatility Comparison

Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) has a higher volatility of 3.69% compared to Fidelity Freedom 2010 Fund (FFFCX) at 2.50%. This indicates that FFEDX's price experiences larger fluctuations and is considered to be riskier than FFFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFEDXFFFCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

2.50%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

3.57%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

9.24%

5.57%

+3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.49%

6.33%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

6.28%

+3.58%