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FFFFX vs. FSIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFFX vs. FSIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2040 Fund (FFFFX) and Fidelity Advisor Strategic Income Fund Class M (FSIAX). The values are adjusted to include any dividend payments, if applicable.

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FFFFX vs. FSIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFFX
Fidelity Freedom 2040 Fund
-2.91%22.01%13.20%20.06%-18.31%16.57%18.24%25.38%-8.94%22.26%
FSIAX
Fidelity Advisor Strategic Income Fund Class M
-0.88%8.59%5.03%8.83%-12.06%3.22%7.30%10.76%-2.93%7.54%

Returns By Period

In the year-to-date period, FFFFX achieves a -2.91% return, which is significantly lower than FSIAX's -0.88% return. Over the past 10 years, FFFFX has outperformed FSIAX with an annualized return of 10.66%, while FSIAX has yielded a comparatively lower 3.85% annualized return.


FFFFX

1D
-0.23%
1M
-8.26%
YTD
-2.91%
6M
0.34%
1Y
18.14%
3Y*
14.60%
5Y*
7.70%
10Y*
10.66%

FSIAX

1D
0.00%
1M
-2.66%
YTD
-0.88%
6M
0.34%
1Y
6.86%
3Y*
6.07%
5Y*
2.33%
10Y*
3.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFFX vs. FSIAX - Expense Ratio Comparison

FFFFX has a 0.75% expense ratio, which is lower than FSIAX's 0.96% expense ratio.


Return for Risk

FFFFX vs. FSIAX — Risk / Return Rank

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

FFFFX
FFFFX Risk / Return Rank: 7373
Overall Rank
FFFFX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FFFFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FFFFX Omega Ratio Rank: 7373
Omega Ratio Rank
FFFFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FFFFX Martin Ratio Rank: 7575
Martin Ratio Rank

FSIAX
FSIAX Risk / Return Rank: 9292
Overall Rank
FSIAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSIAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FSIAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FSIAX Martin Ratio Rank: 9191
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.

FFFFX vs. FSIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2040 Fund (FFFFX) and Fidelity Advisor Strategic Income Fund Class M (FSIAX). 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.


FFFFXFSIAXDifference

Sharpe ratio

Return per unit of total volatility

1.25

2.04

-0.79

Sortino ratio

Return per unit of downside risk

1.79

2.83

-1.05

Omega ratio

Gain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratio

Return relative to maximum drawdown

1.59

2.71

-1.12

Martin ratio

Return relative to average drawdown

7.23

10.68

-3.45

FFFFX vs. FSIAX - Sharpe Ratio Comparison

The current FFFFX Sharpe Ratio is 1.25, which is lower than the FSIAX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FFFFX and FSIAX, 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


FFFFXFSIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.04

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.53

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.87

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.53

-1.18

Correlation

The correlation between FFFFX and FSIAX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FFFFX vs. FSIAX - Dividend Comparison

FFFFX's dividend yield for the trailing twelve months is around 5.23%, more than FSIAX's 3.80% yield.


TTM20252024202320222021202020192018201720162015
FFFFX
Fidelity Freedom 2040 Fund
5.23%5.07%2.63%1.72%12.33%12.09%5.67%6.69%7.97%4.37%4.05%4.81%
FSIAX
Fidelity Advisor Strategic Income Fund Class M
3.80%4.06%3.21%3.71%2.71%4.01%4.32%4.07%3.51%3.70%3.49%3.18%

Drawdowns

FFFFX vs. FSIAX - Drawdown Comparison

The maximum FFFFX drawdown since its inception was -54.10%, which is greater than FSIAX's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for FFFFX and FSIAX.


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Drawdown Indicators


FFFFXFSIAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.10%

-17.81%

-36.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

-2.66%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-16.19%

-11.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

-16.19%

-14.74%

Current Drawdown

Current decline from peak

-8.71%

-2.66%

-6.05%

Average Drawdown

Average peak-to-trough decline

-11.21%

-1.84%

-9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

0.67%

+1.60%

Volatility

FFFFX vs. FSIAX - Volatility Comparison

Fidelity Freedom 2040 Fund (FFFFX) has a higher volatility of 5.14% compared to Fidelity Advisor Strategic Income Fund Class M (FSIAX) at 1.52%. This indicates that FFFFX's price experiences larger fluctuations and is considered to be riskier than FSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFFXFSIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

1.52%

+3.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

2.30%

+6.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.49%

3.55%

+10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

4.42%

+9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

4.42%

+10.58%