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FFFCX vs. FLTR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFCX vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2010 Fund (FFFCX) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

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FFFCX vs. FLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFCX
Fidelity Freedom 2010 Fund
-0.61%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
0.71%5.22%7.38%7.41%0.74%0.55%1.44%5.70%0.30%2.80%

Returns By Period

In the year-to-date period, FFFCX achieves a -0.61% return, which is significantly lower than FLTR's 0.71% return. Over the past 10 years, FFFCX has outperformed FLTR with an annualized return of 5.40%, while FLTR has yielded a comparatively lower 3.46% annualized return.


FFFCX

1D
0.20%
1M
-3.80%
YTD
-0.61%
6M
0.90%
1Y
8.45%
3Y*
7.08%
5Y*
3.10%
10Y*
5.40%

FLTR

1D
0.20%
1M
-0.05%
YTD
0.71%
6M
2.01%
1Y
4.72%
3Y*
6.48%
5Y*
4.28%
10Y*
3.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFCX vs. FLTR - Expense Ratio Comparison

FFFCX has a 0.49% expense ratio, which is higher than FLTR's 0.14% expense ratio.


Return for Risk

FFFCX vs. FLTR — Risk / Return Rank

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

FFFCX
FFFCX Risk / Return Rank: 8383
Overall Rank
FFFCX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8181
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 8383
Martin Ratio Rank

FLTR
FLTR Risk / Return Rank: 9292
Overall Rank
FLTR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 8989
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9898
Omega Ratio Rank
FLTR Calmar Ratio Rank: 8686
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9797
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. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.


FFFCXFLTRDifference

Sharpe ratio

Return per unit of total volatility

1.55

2.10

-0.55

Sortino ratio

Return per unit of downside risk

2.14

2.43

-0.29

Omega ratio

Gain probability vs. loss probability

1.32

1.93

-0.61

Calmar ratio

Return relative to maximum drawdown

2.10

2.47

-0.38

Martin ratio

Return relative to average drawdown

8.41

18.16

-9.75

FFFCX vs. FLTR - Sharpe Ratio Comparison

The current FFFCX Sharpe Ratio is 1.55, which is comparable to the FLTR Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FFFCX and FLTR, 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


FFFCXFLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

2.10

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

2.01

-1.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.69

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.51

+0.15

Correlation

The correlation between FFFCX and FLTR is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FFFCX vs. FLTR - Dividend Comparison

FFFCX's dividend yield for the trailing twelve months is around 5.00%, more than FLTR's 4.89% yield.


TTM20252024202320222021202020192018201720162015
FFFCX
Fidelity Freedom 2010 Fund
5.00%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.89%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%

Drawdowns

FFFCX vs. FLTR - Drawdown Comparison

The maximum FFFCX drawdown since its inception was -36.88%, which is greater than FLTR's maximum drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for FFFCX and FLTR.


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Drawdown Indicators


FFFCXFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-17.84%

-19.04%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-1.93%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.35%

-3.06%

-15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-18.35%

-17.84%

-0.51%

Current Drawdown

Current decline from peak

-3.80%

-0.12%

-3.68%

Average Drawdown

Average peak-to-trough decline

-4.60%

-0.68%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.26%

+0.74%

Volatility

FFFCX vs. FLTR - Volatility Comparison

Fidelity Freedom 2010 Fund (FFFCX) has a higher volatility of 2.31% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.40%. This indicates that FFFCX's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFCXFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

0.40%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

0.57%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

2.25%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

2.14%

+4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

5.01%

+1.26%