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FFFEX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FFFEX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Freedom 2030 Fund (FFFEX) and Berkshire Hathaway Inc. (BRK-B).

FFFEX is managed by Fidelity. It was launched on Oct 17, 1996.

Performance

FFFEX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2030 Fund (FFFEX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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FFFEX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FFFEX
Fidelity Freedom 2030 Fund		-0.15%17.68%9.22%15.37%-16.97%11.53%15.64%21.82%-7.02%19.83%
BRK-B
Berkshire Hathaway Inc.		-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, FFFEX achieves a -0.15% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, FFFEX has underperformed BRK-B with an annualized return of 8.80%, while BRK-B has yielded a comparatively higher 12.78% annualized return.

FFFEX

1D
1.98%
1M
-4.26%
YTD
-0.15%
6M
2.22%
1Y
15.66%
3Y*
11.83%
5Y*
5.60%
10Y*
8.80%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Fidelity Freedom 2030 Fund

Berkshire Hathaway Inc.

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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

FFFEX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FFFEX
FFFEX Risk / Return Rank: 8181
Overall Rank
FFFEX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FFFEX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FFFEX Omega Ratio Rank: 7979
Omega Ratio Rank
FFFEX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFFEX Martin Ratio Rank: 8585
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

FFFEX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2030 Fund (FFFEX) and Berkshire Hathaway Inc. (BRK-B). 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.

FFFEXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.50

-0.56

+2.06

Sortino ratio

Return per unit of downside risk

2.12

-0.65

+2.77

Omega ratio

Gain probability vs. loss probability

1.32

0.91

+0.40

Calmar ratio

Return relative to maximum drawdown

2.06

-0.68

+2.74

Martin ratio

Return relative to average drawdown

8.87

-1.16

+10.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FFFEX vs. BRK-B - Sharpe Ratio Comparison

The current FFFEX Sharpe Ratio is 1.50, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FFFEX and BRK-B, 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

FFFEXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

-0.56

+2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.77

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.66

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.48

+0.02

Correlation

The correlation between FFFEX and BRK-B is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FFFEX vs. BRK-B - Dividend Comparison

FFFEX's dividend yield for the trailing twelve months is around 5.45%, while BRK-B has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
FFFEX
Fidelity Freedom 2030 Fund		5.45%5.44%2.94%1.87%10.06%10.92%6.24%6.79%7.32%4.60%3.86%4.52%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFFEX vs. BRK-B - Drawdown Comparison

The maximum FFFEX drawdown since its inception was -51.83%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FFFEX and BRK-B.

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Drawdown Indicators

FFFEXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-51.83%

-53.86%

+2.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-14.95%

+7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-26.58%

+2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-24.64%

-29.57%

+4.93%

Current Drawdown

Current decline from peak

-5.01%

-11.36%

+6.35%

Average Drawdown

Average peak-to-trough decline

-9.06%

-11.07%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

8.72%

-6.90%

Volatility

FFFEX vs. BRK-B - Volatility Comparison

Fidelity Freedom 2030 Fund (FFFEX) has a higher volatility of 4.58% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that FFFEX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FFFEXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

4.33%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

11.14%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

10.80%

18.30%

-7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.69%

17.20%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.38%

19.45%

-8.07%