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FFFCX vs. LTTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFFCX vs. LTTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2010 Fund (FFFCX) and MFS Lifetime 2025 Fund (LTTIX). 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 higher than LTTIX's 2.74% return. Both investments have delivered pretty close results over the past 10 years, with FFFCX having a 6.02% annualized return and LTTIX not far ahead at 6.24%.


FFFCX

1D
-0.19%
1M
1.18%
YTD
5.33%
6M
5.26%
1Y
11.82%
3Y*
8.94%
5Y*
3.66%
10Y*
6.02%

LTTIX

1D
0.00%
1M
0.08%
YTD
2.74%
6M
2.59%
1Y
8.04%
3Y*
8.33%
5Y*
3.72%
10Y*
6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFFCX vs. LTTIX - 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%
LTTIX
MFS Lifetime 2025 Fund
2.74%9.29%6.73%10.36%-12.36%8.61%10.61%17.82%-3.97%13.16%

Correlation

The correlation between FFFCX and LTTIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.92

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.94

The correlation between FFFCX and LTTIX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

FFFCX vs. LTTIX — Risk / Return Rank

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

FFFCX
FFFCX Risk / Return Rank: 7373
Overall Rank
FFFCX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 7878
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 7373
Martin Ratio Rank

LTTIX
LTTIX Risk / Return Rank: 6161
Overall Rank
LTTIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LTTIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
LTTIX Omega Ratio Rank: 6969
Omega Ratio Rank
LTTIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
LTTIX Martin Ratio Rank: 5656
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. LTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) and MFS Lifetime 2025 Fund (LTTIX). 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.


FFFCXLTTIXDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.46

1.42

+0.04

Calmar ratioReturn relative to maximum drawdown

3.05

2.47

+0.58

Martin ratioReturn relative to average drawdown

12.99

10.68

+2.31

FFFCX vs. LTTIX - Sharpe Ratio Comparison

The current FFFCX Sharpe Ratio is 2.27, which is comparable to the LTTIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FFFCX and LTTIX, 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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Drawdowns

FFFCX vs. LTTIX - Drawdown Comparison

The maximum FFFCX drawdown since its inception was -36.88%, which is greater than LTTIX's maximum drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for FFFCX and LTTIX.


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Drawdown Indicators


FFFCXLTTIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-19.33%

-17.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-3.64%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-5.83%

-5.77%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.35%

-16.92%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-18.35%

-19.33%

+0.98%

Current Drawdown

Current decline from peak

-0.19%

-0.45%

+0.26%

Average Drawdown

Average peak-to-trough decline

-4.57%

-2.68%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.84%

+0.10%

Volatility

FFFCX vs. LTTIX - Volatility Comparison

Fidelity Freedom 2010 Fund (FFFCX) has a higher volatility of 2.37% compared to MFS Lifetime 2025 Fund (LTTIX) at 1.34%. This indicates that FFFCX's price experiences larger fluctuations and is considered to be riskier than LTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFCXLTTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

1.34%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

3.32%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

4.18%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

6.37%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.32%

7.24%

-0.92%

FFFCX vs. LTTIX - Expense Ratio Comparison

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


Dividends

FFFCX vs. LTTIX - Dividend Comparison

FFFCX's dividend yield for the trailing twelve months is around 4.66%, less than LTTIX's 11.54% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
LTTIX
MFS Lifetime 2025 Fund
11.54%8.13%7.07%3.30%5.88%7.35%2.83%3.68%4.32%3.51%4.03%1.82%

Frequently Asked Questions


FFFCX and LTTIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFFCX has higher volatility (2.37%) compared to LTTIX (1.34%). In terms of maximum drawdown, FFFCX dropped -36.88% vs LTTIX's -19.33%.

FFFCX currently has the higher Sharpe Ratio (2.27 vs 2.16), 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.

Portfolio Optimizer

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