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FFFCX vs. FBGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFFCX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2010 Fund (FFFCX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFFCX achieves a 5.33% return, which is significantly lower than FBGRX's 18.56% return. Over the past 10 years, FFFCX has underperformed FBGRX with an annualized return of 5.84%, while FBGRX has yielded a comparatively higher 21.88% annualized return.


FFFCX

1D
0.26%
1M
1.88%
YTD
5.33%
6M
5.67%
1Y
12.68%
3Y*
9.08%
5Y*
3.70%
10Y*
5.84%

FBGRX

1D
0.76%
1M
9.10%
YTD
18.56%
6M
19.76%
1Y
44.98%
3Y*
32.54%
5Y*
17.08%
10Y*
21.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFFCX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFCX
Fidelity Freedom 2010 Fund
5.33%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%
FBGRX
Fidelity Blue Chip Growth Fund
18.56%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Correlation

The correlation between FFFCX and FBGRX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 18, 1996

0.87

The correlation between FFFCX and FBGRX shifts across timeframes, from 0.64 (3 years) to 0.87 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FFFCX vs. FBGRX — Risk / Return Rank

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

FFFCX
FFFCX Risk / Return Rank: 7676
Overall Rank
FFFCX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8181
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 7373
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7575
Overall Rank
FBGRX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6565
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8383
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.

FFFCX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FFFCXFBGRXDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.53

1.45

+0.08

Calmar ratioReturn relative to maximum drawdown

3.20

3.67

-0.47

Martin ratioReturn relative to average drawdown

13.95

15.56

-1.60

FFFCX vs. FBGRX - Sharpe Ratio Comparison

The current FFFCX Sharpe Ratio is 2.59, which is comparable to the FBGRX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FFFCX and FBGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FFFCXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

2.67

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.69

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.93

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.68

0.00

Drawdowns

FFFCX vs. FBGRX - Drawdown Comparison

The maximum FFFCX drawdown since its inception was -36.88%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FFFCX and FBGRX.


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Drawdown Indicators


FFFCXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-58.64%

+21.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-12.65%

+8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-5.83%

-27.07%

+21.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.35%

-43.08%

+24.73%

Max Drawdown (10Y)

Largest decline over 10 years

-18.35%

-43.08%

+24.73%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.57%

-12.53%

+7.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.98%

-2.06%

Volatility

FFFCX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Freedom 2010 Fund (FFFCX) is 2.02%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 4.14%. This indicates that FFFCX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFCXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

4.14%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

13.00%

-8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.95%

17.44%

-12.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

24.88%

-18.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

23.69%

-17.39%

FFFCX vs. FBGRX - Expense Ratio Comparison

FFFCX has a 0.49% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Dividends

FFFCX vs. FBGRX - Dividend Comparison

FFFCX's dividend yield for the trailing twelve months is around 4.66%, more than FBGRX's 1.60% yield.


PositionTTM20252024202320222021202020192018201720162015
FBGRX
Fidelity Blue Chip Growth Fund
1.60%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
FFFCX
Fidelity Freedom 2010 Fund
4.66%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%

Frequently Asked Questions


FFFCX and FBGRX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBGRX has higher volatility (4.14%) compared to FFFCX (2.02%). In terms of maximum drawdown, FFFCX dropped -36.88% vs FBGRX's -58.64%.

FBGRX currently has the higher Sharpe Ratio (2.67 vs 2.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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