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FFEGX vs. PRGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFEGX vs. PRGFX - 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 T. Rowe Price Growth Stock Fund (PRGFX). The values are adjusted to include any dividend payments, if applicable.

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FFEGX vs. PRGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PRGFX
T. Rowe Price Growth Stock Fund
-14.51%15.64%38.36%45.33%-40.12%19.86%36.92%30.83%-1.04%33.57%

Returns By Period

In the year-to-date period, FFEGX achieves a -2.61% return, which is significantly higher than PRGFX's -14.51% return. Over the past 10 years, FFEGX has underperformed PRGFX with an annualized return of 8.20%, while PRGFX has yielded a comparatively higher 13.64% 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%

PRGFX

1D
-0.47%
1M
-9.14%
YTD
-14.51%
6M
-14.14%
1Y
8.53%
3Y*
19.62%
5Y*
6.83%
10Y*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFEGX vs. PRGFX - Expense Ratio Comparison

FFEGX has a 0.08% expense ratio, which is lower than PRGFX's 0.63% expense ratio.


Return for Risk

FFEGX vs. PRGFX — Risk / Return Rank

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

FFEGX
FFEGX Risk / Return Rank: 6969
Overall Rank
FFEGX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FFEGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FFEGX Omega Ratio Rank: 6969
Omega Ratio Rank
FFEGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FFEGX Martin Ratio Rank: 7272
Martin Ratio Rank

PRGFX
PRGFX Risk / Return Rank: 1616
Overall Rank
PRGFX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRGFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PRGFX Omega Ratio Rank: 1818
Omega Ratio Rank
PRGFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRGFX Martin Ratio Rank: 1313
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. PRGFX - 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 T. Rowe Price Growth Stock Fund (PRGFX). 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.


FFEGXPRGFXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.42

+0.78

Sortino ratio

Return per unit of downside risk

1.72

0.77

+0.96

Omega ratio

Gain probability vs. loss probability

1.25

1.10

+0.15

Calmar ratio

Return relative to maximum drawdown

1.52

0.34

+1.17

Martin ratio

Return relative to average drawdown

6.76

1.18

+5.59

FFEGX vs. PRGFX - Sharpe Ratio Comparison

The current FFEGX Sharpe Ratio is 1.20, which is higher than the PRGFX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of FFEGX and PRGFX, 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


FFEGXPRGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.42

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.30

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.62

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.54

+0.11

Correlation

The correlation between FFEGX and PRGFX is 0.85, 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. PRGFX - Dividend Comparison

FFEGX's dividend yield for the trailing twelve months is around 3.46%, less than PRGFX's 15.89% yield.


TTM20252024202320222021202020192018201720162015
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%
PRGFX
T. Rowe Price Growth Stock Fund
15.89%13.58%13.26%3.34%3.55%9.34%3.51%1.81%9.09%13.57%2.22%7.23%

Drawdowns

FFEGX vs. PRGFX - Drawdown Comparison

The maximum FFEGX drawdown since its inception was -23.85%, smaller than the maximum PRGFX drawdown of -54.01%. Use the drawdown chart below to compare losses from any high point for FFEGX and PRGFX.


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Drawdown Indicators


FFEGXPRGFXDifference

Max Drawdown

Largest peak-to-trough decline

-23.85%

-54.01%

+30.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-18.02%

+10.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-46.44%

+23.18%

Max Drawdown (10Y)

Largest decline over 10 years

-23.85%

-46.44%

+22.59%

Current Drawdown

Current decline from peak

-6.30%

-18.02%

+11.72%

Average Drawdown

Average peak-to-trough decline

-4.21%

-10.70%

+6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

5.26%

-3.60%

Volatility

FFEGX vs. PRGFX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) is 3.53%, while T. Rowe Price Growth Stock Fund (PRGFX) has a volatility of 5.44%. This indicates that FFEGX experiences smaller price fluctuations and is considered to be less risky than PRGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFEGXPRGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

5.44%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

12.08%

-6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

21.66%

-11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.24%

23.06%

-12.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.20%

22.03%

-10.83%