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FFEGX vs. FFFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFEGX vs. FFFAX - Performance Comparison

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

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FFEGX vs. FFFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFEGX
Fidelity Freedom Index 2030 Fund Institutional Premium Class
-0.88%15.93%9.55%15.16%-16.81%10.94%14.38%22.10%-5.55%18.03%
FFFAX
Fidelity Freedom Income Fund
0.45%10.42%4.34%8.18%-11.33%3.12%8.93%10.74%-1.99%8.21%

Returns By Period

In the year-to-date period, FFEGX achieves a -0.88% return, which is significantly lower than FFFAX's 0.45% return. Over the past 10 years, FFEGX has outperformed FFFAX with an annualized return of 8.39%, while FFFAX has yielded a comparatively lower 4.24% annualized return.


FFEGX

1D
1.77%
1M
-3.98%
YTD
-0.88%
6M
0.91%
1Y
13.50%
3Y*
11.03%
5Y*
5.37%
10Y*
8.39%

FFFAX

1D
0.98%
1M
-2.22%
YTD
0.45%
6M
1.62%
1Y
8.19%
3Y*
6.51%
5Y*
2.71%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFEGX vs. FFFAX - Expense Ratio Comparison

FFEGX has a 0.08% expense ratio, which is lower than FFFAX's 0.47% expense ratio.


Return for Risk

FFEGX vs. FFFAX — Risk / Return Rank

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

FFEGX
FFEGX Risk / Return Rank: 7676
Overall Rank
FFEGX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FFEGX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FFEGX Omega Ratio Rank: 7474
Omega Ratio Rank
FFEGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FFEGX Martin Ratio Rank: 8080
Martin Ratio Rank

FFFAX
FFFAX Risk / Return Rank: 8787
Overall Rank
FFFAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FFFAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FFFAX Omega Ratio Rank: 8484
Omega Ratio Rank
FFFAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFAX Martin Ratio Rank: 8787
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.

FFEGX vs. FFFAX - Risk-Adjusted Trends Comparison

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


FFEGXFFFAXDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.75

-0.38

Sortino ratio

Return per unit of downside risk

1.97

2.45

-0.49

Omega ratio

Gain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratio

Return relative to maximum drawdown

1.89

2.31

-0.42

Martin ratio

Return relative to average drawdown

8.29

9.52

-1.24

FFEGX vs. FFFAX - Sharpe Ratio Comparison

The current FFEGX Sharpe Ratio is 1.37, which is comparable to the FFFAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FFEGX and FFFAX, 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


FFEGXFFFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.75

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.52

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.93

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.03

-0.36

Correlation

The correlation between FFEGX and FFFAX is 0.82, 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

FFEGX vs. FFFAX - Dividend Comparison

FFEGX's dividend yield for the trailing twelve months is around 3.40%, more than FFFAX's 3.24% yield.


TTM20252024202320222021202020192018201720162015
FFEGX
Fidelity Freedom Index 2030 Fund Institutional Premium Class
3.40%3.37%2.71%2.31%2.45%2.22%2.43%16.77%2.18%1.88%2.00%2.00%
FFFAX
Fidelity Freedom Income Fund
3.24%3.29%3.13%2.92%5.89%6.12%4.37%3.65%5.17%3.74%3.21%3.28%

Drawdowns

FFEGX vs. FFFAX - Drawdown Comparison

The maximum FFEGX drawdown since its inception was -23.85%, which is greater than FFFAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for FFEGX and FFFAX.


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Drawdown Indicators


FFEGXFFFAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.85%

-17.96%

-5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-3.68%

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-15.87%

-7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-23.85%

-15.87%

-7.98%

Current Drawdown

Current decline from peak

-4.64%

-2.56%

-2.08%

Average Drawdown

Average peak-to-trough decline

-4.21%

-1.80%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

0.89%

+0.80%

Volatility

FFEGX vs. FFFAX - Volatility Comparison

Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) has a higher volatility of 4.07% compared to Fidelity Freedom Income Fund (FFFAX) at 2.44%. This indicates that FFEGX's price experiences larger fluctuations and is considered to be riskier than FFFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFEGXFFFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

2.44%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

6.08%

3.29%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

4.88%

+5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.27%

5.30%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.21%

4.58%

+6.63%