FFFCX vs. IISPX

Last updated Jun 25, 2026

FFFCX (Fidelity Freedom 2010 Fund) and IISPX (Voya Solution 2055 Portfolio) are both Target Retirement Date funds. Over the past 10 years, FFFCX returned 5.94%/yr vs 11.70%/yr for IISPX. Their correlation of 0.89 suggests significant overlap in exposure. FFFCX charges 0.49%/yr vs 0.19%/yr for IISPX.

Performance

FFFCX vs. IISPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2010 Fund (FFFCX) and Voya Solution 2055 Portfolio (IISPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFFCX achieves a 4.51% return, which is significantly lower than IISPX's 9.77% return. Over the past 10 years, FFFCX has underperformed IISPX with an annualized return of 5.94%, while IISPX has yielded a comparatively higher 11.70% annualized return.

FFFCX

• 1D: -0.78%
• 1M: 0.39%
• YTD: 4.51%
• 6M: 4.23%
• 1Y: 10.34%
• 3Y*: 8.66%
• 5Y*: 3.43%
• 10Y*: 5.94%

IISPX

• 1D: -1.90%
• 1M: -0.32%
• YTD: 9.77%
• 6M: 8.92%
• 1Y: 22.30%
• 3Y*: 18.35%
• 5Y*: 9.20%
• 10Y*: 11.70%

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

FFFCX vs. IISPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFFCX Fidelity Freedom 2010 Fund	4.51%	11.39%	5.26%	9.82%	-13.21%	5.64%	11.09%	14.34%	-3.74%	12.48%
IISPX Voya Solution 2055 Portfolio	9.77%	20.07%	15.30%	20.87%	-19.26%	17.64%	16.42%	24.65%	-10.28%	21.95%

Correlation

The correlation between FFFCX and IISPX is 0.79, 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	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Mar 8, 2010	0.89

The correlation between FFFCX and IISPX shifts across timeframes, from 0.78 (3 years) to 0.89 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FFFCX vs. IISPX — Risk / Return Rank

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

FFFCX

FFFCX Risk / Return Rank: 62
FFFCX Sharpe Ratio Rank: 59
FFFCX Sortino Ratio Rank: 60
FFFCX Omega Ratio Rank: 67
FFFCX Calmar Ratio Rank: 59
FFFCX Martin Ratio Rank: 65

IISPX

IISPX Risk / Return Rank: 68
IISPX Sharpe Ratio Rank: 66
IISPX Sortino Ratio Rank: 66
IISPX Omega Ratio Rank: 64
IISPX Calmar Ratio Rank: 66
IISPX Martin Ratio Rank: 80

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. IISPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) and Voya Solution 2055 Portfolio (IISPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FFFCX	IISPX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.02	+0.01
Sortino ratio: Return per unit of downside risk	2.89	2.86	+0.03
Omega ratio: Gain probability vs. loss probability	1.41	1.37	+0.03
Calmar ratio: Return relative to maximum drawdown	2.75	2.76	-0.01
Martin ratio: Return relative to average drawdown	11.70	12.87	-1.17

FFFCX vs. IISPX - Sharpe Ratio Comparison

The current FFFCX Sharpe Ratio is 2.03, which is comparable to the IISPX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of FFFCX and IISPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FFFCX vs. IISPX - Drawdown Comparison

The maximum FFFCX drawdown since its inception was -36.88%, which is greater than IISPX's maximum drawdown of -34.45%. Use the drawdown chart below to compare losses from any high point for FFFCX and IISPX.

Drawdown Indicators

	FFFCX	IISPX	Difference
Max Drawdown Largest peak-to-trough decline	-36.88%	-34.45%	-2.43%
Max Drawdown (1Y) Largest decline over 1 year	-4.00%	-9.51%	+5.51%
Max Drawdown (3Y) Largest decline over 3 years	-5.83%	-15.98%	+10.15%
Max Drawdown (5Y) Largest decline over 5 years	-18.35%	-27.04%	+8.69%
Max Drawdown (10Y) Largest decline over 10 years	-18.35%	-34.45%	+16.10%
Current Drawdown Current decline from peak	-0.97%	-2.70%	+1.73%
Average Drawdown Average peak-to-trough decline	-4.57%	-4.93%	+0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.94%	1.96%	-1.02%

Volatility

FFFCX vs. IISPX - Volatility Comparison

The current volatility for Fidelity Freedom 2010 Fund (FFFCX) is 2.51%, while Voya Solution 2055 Portfolio (IISPX) has a volatility of 5.19%. This indicates that FFFCX experiences smaller price fluctuations and is considered to be less risky than IISPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFFCX	IISPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.51%	5.19%	-2.68%
Volatility (6M) Calculated over the trailing 6-month period	4.69%	10.58%	-5.89%
Volatility (1Y) Calculated over the trailing 1-year period	5.43%	13.01%	-7.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.46%	15.53%	-9.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.28%	16.36%	-10.08%

FFFCX vs. IISPX - Expense Ratio Comparison

FFFCX has a 0.49% expense ratio, which is higher than IISPX's 0.19% expense ratio.

Dividends

FFFCX vs. IISPX - Dividend Comparison

FFFCX's dividend yield for the trailing twelve months is around 4.69%, less than IISPX's 7.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFFCX Fidelity Freedom 2010 Fund	4.69%	4.97%	2.99%	2.72%	7.23%	9.33%	6.01%	5.78%	6.98%	4.82%	3.22%	3.68%
IISPX Voya Solution 2055 Portfolio	7.82%	8.58%	1.54%	5.14%	29.36%	14.46%	6.23%	10.08%	5.84%	2.98%	8.44%	13.57%

Frequently Asked Questions

Can I hold both FFFCX and IISPX in my portfolio?

FFFCX and IISPX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFFCX or IISPX?

IISPX has higher volatility (5.19%) compared to FFFCX (2.51%). In terms of maximum drawdown, FFFCX dropped -36.88% vs IISPX's -34.45%.

Which has better risk-adjusted returns?

FFFCX currently has the higher Sharpe Ratio (2.03 vs 2.02), 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.