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FFFDX vs. FRKMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFDX vs. FRKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2020 Fund (FFFDX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). The values are adjusted to include any dividend payments, if applicable.

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FFFDX vs. FRKMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FFFDX
Fidelity Freedom 2020 Fund
-1.37%14.87%7.32%12.85%-16.06%8.97%13.81%6.31%
FRKMX
Fidelity Managed Retirement Income Fund Class K
-0.48%9.91%4.40%8.17%-11.57%2.88%8.68%3.08%

Returns By Period

In the year-to-date period, FFFDX achieves a -1.37% return, which is significantly lower than FRKMX's -0.48% return.


FFFDX

1D
0.13%
1M
-5.32%
YTD
-1.37%
6M
0.71%
1Y
11.44%
3Y*
9.21%
5Y*
4.20%
10Y*
6.79%

FRKMX

1D
0.26%
1M
-3.17%
YTD
-0.48%
6M
0.79%
1Y
7.15%
3Y*
6.03%
5Y*
2.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFDX vs. FRKMX - Expense Ratio Comparison

FFFDX has a 0.58% expense ratio, which is higher than FRKMX's 0.35% expense ratio.


Return for Risk

FFFDX vs. FRKMX — Risk / Return Rank

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

FFFDX
FFFDX Risk / Return Rank: 7878
Overall Rank
FFFDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FFFDX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FFFDX Omega Ratio Rank: 7878
Omega Ratio Rank
FFFDX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FFFDX Martin Ratio Rank: 7979
Martin Ratio Rank

FRKMX
FRKMX Risk / Return Rank: 8383
Overall Rank
FRKMX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FRKMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRKMX Omega Ratio Rank: 8080
Omega Ratio Rank
FRKMX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FRKMX 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.

FFFDX vs. FRKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2020 Fund (FFFDX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). 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.


FFFDXFRKMXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.59

-0.18

Sortino ratio

Return per unit of downside risk

1.97

2.20

-0.23

Omega ratio

Gain probability vs. loss probability

1.29

1.32

-0.02

Calmar ratio

Return relative to maximum drawdown

1.79

2.13

-0.33

Martin ratio

Return relative to average drawdown

7.70

8.58

-0.88

FFFDX vs. FRKMX - Sharpe Ratio Comparison

The current FFFDX Sharpe Ratio is 1.40, which is comparable to the FRKMX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FFFDX and FRKMX, 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


FFFDXFRKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.59

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.48

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.69

-0.15

Correlation

The correlation between FFFDX and FRKMX is 0.89, 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

FFFDX vs. FRKMX - Dividend Comparison

FFFDX's dividend yield for the trailing twelve months is around 7.46%, more than FRKMX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
FFFDX
Fidelity Freedom 2020 Fund
7.46%7.36%4.67%2.63%9.81%12.06%6.88%6.54%7.10%2.95%3.62%3.92%
FRKMX
Fidelity Managed Retirement Income Fund Class K
3.27%3.11%3.12%2.92%4.66%3.65%2.56%1.85%0.00%0.00%0.00%0.00%

Drawdowns

FFFDX vs. FRKMX - Drawdown Comparison

The maximum FFFDX drawdown since its inception was -45.53%, which is greater than FRKMX's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for FFFDX and FRKMX.


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Drawdown Indicators


FFFDXFRKMXDifference

Max Drawdown

Largest peak-to-trough decline

-45.53%

-16.04%

-29.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.12%

-3.42%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-16.04%

-6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-22.58%

Current Drawdown

Current decline from peak

-5.38%

-3.17%

-2.21%

Average Drawdown

Average peak-to-trough decline

-7.10%

-3.64%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

0.85%

+0.58%

Volatility

FFFDX vs. FRKMX - Volatility Comparison

Fidelity Freedom 2020 Fund (FFFDX) has a higher volatility of 3.26% compared to Fidelity Managed Retirement Income Fund Class K (FRKMX) at 1.96%. This indicates that FFFDX's price experiences larger fluctuations and is considered to be riskier than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFDXFRKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

1.96%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

5.01%

2.86%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

8.26%

4.58%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.81%

5.22%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.95%

5.13%

+3.82%