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FFFEX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFEX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2030 Fund (FFFEX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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FFFEX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FFFEX
Fidelity Freedom 2030 Fund
-2.10%17.68%9.22%15.37%-16.97%11.53%15.64%21.82%-8.26%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-12.72%

Returns By Period

In the year-to-date period, FFFEX achieves a -2.10% return, which is significantly higher than FZROX's -6.77% return.


FFFEX

1D
0.05%
1M
-6.63%
YTD
-2.10%
6M
0.44%
1Y
13.86%
3Y*
11.10%
5Y*
5.41%
10Y*
8.58%

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFEX vs. FZROX - Expense Ratio Comparison

FFFEX has a 0.66% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FFFEX vs. FZROX — Risk / Return Rank

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

FFFEX
FFFEX Risk / Return Rank: 7575
Overall Rank
FFFEX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FFFEX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FFFEX Omega Ratio Rank: 7474
Omega Ratio Rank
FFFEX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FFFEX Martin Ratio Rank: 7676
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
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. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2030 Fund (FFFEX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


FFFEXFZROXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.84

+0.47

Sortino ratio

Return per unit of downside risk

1.85

1.30

+0.55

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

1.67

1.05

+0.62

Martin ratio

Return relative to average drawdown

7.28

5.11

+2.16

FFFEX vs. FZROX - Sharpe Ratio Comparison

The current FFFEX Sharpe Ratio is 1.31, which is higher than the FZROX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FFFEX and FZROX, 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


FFFEXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.84

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.60

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.61

-0.11

Correlation

The correlation between FFFEX and FZROX is 0.91, 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

FFFEX vs. FZROX - Dividend Comparison

FFFEX's dividend yield for the trailing twelve months is around 5.55%, more than FZROX's 1.10% yield.


TTM20252024202320222021202020192018201720162015
FFFEX
Fidelity Freedom 2030 Fund
5.55%5.44%2.94%1.87%10.06%10.92%6.24%6.79%7.32%4.60%3.86%4.52%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%0.00%0.00%0.00%

Drawdowns

FFFEX vs. FZROX - Drawdown Comparison

The maximum FFFEX drawdown since its inception was -51.83%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FFFEX and FZROX.


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Drawdown Indicators


FFFEXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-51.83%

-34.96%

-16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-12.44%

+4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-25.12%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-24.64%

Current Drawdown

Current decline from peak

-6.85%

-8.89%

+2.04%

Average Drawdown

Average peak-to-trough decline

-9.06%

-5.61%

-3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.56%

-0.77%

Volatility

FFFEX vs. FZROX - Volatility Comparison

The current volatility for Fidelity Freedom 2030 Fund (FFFEX) is 3.98%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 4.41%. This indicates that FFFEX experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFEXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

4.41%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

9.34%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

10.65%

18.49%

-7.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.65%

17.40%

-6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.36%

20.25%

-8.89%