FFEGX vs. NVDA

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) and NVIDIA Corporation (NVDA).

FFEGX is managed by Fidelity. It was launched on Oct 2, 2009.

Performance

FFEGX vs. NVDA - 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 NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

FFEGX vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFEGX Fidelity Freedom Index 2030 Fund Institutional Premium Class	-2.61%	15.93%	9.55%	15.16%	-16.81%	10.94%	14.38%	22.10%	-5.55%	18.03%
NVDA NVIDIA Corporation	-6.48%	38.92%	171.25%	239.02%	-50.26%	125.48%	122.30%	76.94%	-30.82%	81.99%

Returns By Period

In the year-to-date period, FFEGX achieves a -2.61% return, which is significantly higher than NVDA's -6.48% return. Over the past 10 years, FFEGX has underperformed NVDA with an annualized return of 8.20%, while NVDA has yielded a comparatively higher 69.61% annualized return.

FFEGX

• 1D: 0.14%
• 1M: -6.14%
• YTD: -2.61%
• 6M: -0.50%
• 1Y: 11.91%
• 3Y*: 10.39%
• 5Y*: 5.21%
• 10Y*: 8.20%

NVDA

• 1D: 5.59%
• 1M: -1.57%
• YTD: -6.48%
• 6M: -6.52%
• 1Y: 60.95%
• 3Y*: 84.54%
• 5Y*: 66.14%
• 10Y*: 69.61%

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

Return for Risk

FFEGX vs. NVDA — Risk / Return Rank

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

FFEGX

FFEGX Risk / Return Rank: 69
FFEGX Sharpe Ratio Rank: 69
FFEGX Sortino Ratio Rank: 70
FFEGX Omega Ratio Rank: 69
FFEGX Calmar Ratio Rank: 67
FFEGX Martin Ratio Rank: 72

NVDA

NVDA Risk / Return Rank: 83
NVDA Sharpe Ratio Rank: 85
NVDA Sortino Ratio Rank: 82
NVDA Omega Ratio Rank: 80
NVDA Calmar Ratio Rank: 86
NVDA Martin Ratio Rank: 85

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. NVDA - 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 NVIDIA Corporation (NVDA). 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.

	FFEGX	NVDA	Difference
Sharpe ratio Return per unit of total volatility	1.20	1.48	-0.28
Sortino ratio Return per unit of downside risk	1.72	2.17	-0.45
Omega ratio Gain probability vs. loss probability	1.25	1.27	-0.02
Calmar ratio Return relative to maximum drawdown	1.52	2.92	-1.41
Martin ratio Return relative to average drawdown	6.76	7.39	-0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FFEGX vs. NVDA - Sharpe Ratio Comparison

The current FFEGX Sharpe Ratio is 1.20, which is comparable to the NVDA Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of FFEGX and NVDA, 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

	FFEGX	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	1.48	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	1.29	-0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	1.40	-0.67
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.61	+0.04

Correlation

The correlation between FFEGX and NVDA is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FFEGX vs. NVDA - Dividend Comparison

FFEGX's dividend yield for the trailing twelve months is around 3.46%, more than NVDA's 0.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFEGX Fidelity Freedom Index 2030 Fund Institutional Premium Class	3.46%	3.37%	2.71%	2.31%	2.45%	2.22%	2.43%	16.77%	2.18%	1.88%	2.00%	2.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

Drawdowns

FFEGX vs. NVDA - Drawdown Comparison

The maximum FFEGX drawdown since its inception was -23.85%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for FFEGX and NVDA.

Drawdown Indicators

	FFEGX	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-23.85%	-89.72%	+65.87%
Max Drawdown (1Y) Largest decline over 1 year	-7.42%	-20.21%	+12.79%
Max Drawdown (5Y) Largest decline over 5 years	-23.26%	-66.34%	+43.08%
Max Drawdown (10Y) Largest decline over 10 years	-23.85%	-66.34%	+42.49%
Current Drawdown Current decline from peak	-6.30%	-15.76%	+9.46%
Average Drawdown Average peak-to-trough decline	-4.21%	-36.40%	+32.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.66%	7.99%	-6.33%

Volatility

FFEGX vs. NVDA - Volatility Comparison

The current volatility for Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) is 3.53%, while NVIDIA Corporation (NVDA) has a volatility of 10.46%. This indicates that FFEGX experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFEGX	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	10.46%	-6.93%
Volatility (6M) Calculated over the trailing 6-month period	5.83%	25.91%	-20.08%
Volatility (1Y) Calculated over the trailing 1-year period	10.06%	41.44%	-31.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.24%	51.74%	-41.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.20%	49.85%	-38.65%