PortfoliosLab logoPortfoliosLab logo
FFFCX vs. FTLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFCX vs. FTLSX - Performance Comparison

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

Loading graphics...

FFFCX vs. FTLSX - 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%5.60%
FTLSX
Fidelity Flex Freedom Blend Income Fund
-0.50%10.31%4.72%8.60%-11.33%3.30%9.04%10.97%-1.40%3.61%

Returns By Period

In the year-to-date period, FFFCX achieves a -0.61% return, which is significantly lower than FTLSX's -0.50% 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%

FTLSX

1D
0.20%
1M
-3.46%
YTD
-0.50%
6M
0.89%
1Y
7.42%
3Y*
6.37%
5Y*
2.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFFCX vs. FTLSX - Expense Ratio Comparison

FFFCX has a 0.49% expense ratio, which is higher than FTLSX's 0.00% expense ratio.


Return for Risk

FFFCX vs. FTLSX — 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

FTLSX
FTLSX Risk / Return Rank: 8383
Overall Rank
FTLSX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FTLSX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FTLSX Omega Ratio Rank: 8080
Omega Ratio Rank
FTLSX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FTLSX Martin Ratio Rank: 8484
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. FTLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) and Fidelity Flex Freedom Blend Income Fund (FTLSX). 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.


FFFCXFTLSXDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.58

-0.03

Sortino ratio

Return per unit of downside risk

2.14

2.18

-0.04

Omega ratio

Gain probability vs. loss probability

1.32

1.31

0.00

Calmar ratio

Return relative to maximum drawdown

2.10

2.06

+0.03

Martin ratio

Return relative to average drawdown

8.41

8.61

-0.20

FFFCX vs. FTLSX - Sharpe Ratio Comparison

The current FFFCX Sharpe Ratio is 1.55, which is comparable to the FTLSX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FFFCX and FTLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFFCXFTLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.58

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.53

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.85

-0.19

Correlation

The correlation between FFFCX and FTLSX is 0.93, 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

FFFCX vs. FTLSX - Dividend Comparison

FFFCX's dividend yield for the trailing twelve months is around 5.00%, more than FTLSX's 3.83% 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%
FTLSX
Fidelity Flex Freedom Blend Income Fund
3.83%3.68%3.37%3.19%5.28%4.91%3.06%4.44%4.26%1.97%0.00%0.00%

Drawdowns

FFFCX vs. FTLSX - Drawdown Comparison

The maximum FFFCX drawdown since its inception was -36.88%, which is greater than FTLSX's maximum drawdown of -15.74%. Use the drawdown chart below to compare losses from any high point for FFFCX and FTLSX.


Loading graphics...

Drawdown Indicators


FFFCXFTLSXDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-15.74%

-21.14%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-3.65%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.35%

-15.74%

-2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-18.35%

Current Drawdown

Current decline from peak

-3.80%

-3.46%

-0.34%

Average Drawdown

Average peak-to-trough decline

-4.60%

-2.86%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.87%

+0.13%

Volatility

FFFCX vs. FTLSX - Volatility Comparison

Fidelity Freedom 2010 Fund (FFFCX) has a higher volatility of 2.31% compared to Fidelity Flex Freedom Blend Income Fund (FTLSX) at 2.12%. This indicates that FFFCX's price experiences larger fluctuations and is considered to be riskier than FTLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFFCXFTLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

2.12%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

3.10%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

4.82%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

5.34%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

4.74%

+1.53%