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FFFGX vs. FIOFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFGX vs. FIOFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2045 Fund (FFFGX) and Fidelity Freedom Index 2045 Fund Investor Class (FIOFX). The values are adjusted to include any dividend payments, if applicable.

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FFFGX vs. FIOFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFGX
Fidelity Freedom 2045 Fund
-3.32%23.77%13.95%20.56%-18.29%16.55%18.22%25.41%-8.89%22.22%
FIOFX
Fidelity Freedom Index 2045 Fund Investor Class
-4.08%21.40%14.14%19.90%-18.21%15.95%16.43%25.96%-7.24%20.59%

Returns By Period

In the year-to-date period, FFFGX achieves a -3.32% return, which is significantly higher than FIOFX's -4.08% return. Both investments have delivered pretty close results over the past 10 years, with FFFGX having a 10.90% annualized return and FIOFX not far behind at 10.39%.


FFFGX

1D
-0.32%
1M
-8.98%
YTD
-3.32%
6M
0.25%
1Y
19.57%
3Y*
15.37%
5Y*
8.16%
10Y*
10.90%

FIOFX

1D
-0.17%
1M
-8.42%
YTD
-4.08%
6M
-1.19%
1Y
16.67%
3Y*
14.21%
5Y*
7.75%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFGX vs. FIOFX - Expense Ratio Comparison

FFFGX has a 0.75% expense ratio, which is higher than FIOFX's 0.12% expense ratio.


Return for Risk

FFFGX vs. FIOFX — Risk / Return Rank

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

FFFGX
FFFGX Risk / Return Rank: 7171
Overall Rank
FFFGX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FFFGX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FFFGX Omega Ratio Rank: 7171
Omega Ratio Rank
FFFGX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFFGX Martin Ratio Rank: 7474
Martin Ratio Rank

FIOFX
FIOFX Risk / Return Rank: 6565
Overall Rank
FIOFX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FIOFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FIOFX Omega Ratio Rank: 6565
Omega Ratio Rank
FIOFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FIOFX Martin Ratio Rank: 6868
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.

FFFGX vs. FIOFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2045 Fund (FFFGX) and Fidelity Freedom Index 2045 Fund Investor Class (FIOFX). 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.


FFFGXFIOFXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.10

+0.12

Sortino ratio

Return per unit of downside risk

1.76

1.61

+0.15

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

1.57

1.38

+0.18

Martin ratio

Return relative to average drawdown

7.10

6.46

+0.64

FFFGX vs. FIOFX - Sharpe Ratio Comparison

The current FFFGX Sharpe Ratio is 1.23, which is comparable to the FIOFX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FFFGX and FIOFX, 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


FFFGXFIOFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.10

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.55

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.69

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.66

-0.22

Correlation

The correlation between FFFGX and FIOFX is 0.99, 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

FFFGX vs. FIOFX - Dividend Comparison

FFFGX's dividend yield for the trailing twelve months is around 4.55%, more than FIOFX's 2.12% yield.


TTM20252024202320222021202020192018201720162015
FFFGX
Fidelity Freedom 2045 Fund
4.55%4.40%1.97%1.84%12.04%12.00%4.99%6.51%7.82%4.01%4.15%4.07%
FIOFX
Fidelity Freedom Index 2045 Fund Investor Class
2.12%2.03%2.01%1.95%2.03%1.92%1.95%14.88%2.26%1.89%2.00%2.01%

Drawdowns

FFFGX vs. FIOFX - Drawdown Comparison

The maximum FFFGX drawdown since its inception was -54.61%, which is greater than FIOFX's maximum drawdown of -30.72%. Use the drawdown chart below to compare losses from any high point for FFFGX and FIOFX.


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Drawdown Indicators


FFFGXFIOFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.61%

-30.72%

-23.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-10.83%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-27.33%

-26.22%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

-30.72%

-0.23%

Current Drawdown

Current decline from peak

-9.57%

-8.87%

-0.70%

Average Drawdown

Average peak-to-trough decline

-8.42%

-4.18%

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.32%

+0.16%

Volatility

FFFGX vs. FIOFX - Volatility Comparison

Fidelity Freedom 2045 Fund (FFFGX) has a higher volatility of 5.51% compared to Fidelity Freedom Index 2045 Fund Investor Class (FIOFX) at 4.89%. This indicates that FFFGX's price experiences larger fluctuations and is considered to be riskier than FIOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFGXFIOFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

4.89%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

8.63%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

15.15%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

14.25%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

15.08%

+0.18%