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FFFLX vs. FDKPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFFLX vs. FDKPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2050 Fund Class A (FFFLX) and Fidelity Advisor Freedom 2060 Fund Class A (FDKPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FFFLX having a 12.83% return and FDKPX slightly higher at 13.17%. Both investments have delivered pretty close results over the past 10 years, with FFFLX having a 12.29% annualized return and FDKPX not far ahead at 12.31%.


FFFLX

1D
-0.30%
1M
2.84%
YTD
12.83%
6M
12.39%
1Y
27.47%
3Y*
19.59%
5Y*
9.63%
10Y*
12.29%

FDKPX

1D
-0.23%
1M
2.98%
YTD
13.17%
6M
12.68%
1Y
27.84%
3Y*
19.69%
5Y*
9.68%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFFLX vs. FDKPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFLX
Fidelity Advisor Freedom 2050 Fund Class A
12.83%22.73%13.41%18.92%-18.34%15.79%17.25%26.29%-8.46%21.36%
FDKPX
Fidelity Advisor Freedom 2060 Fund Class A
13.17%22.74%13.42%18.93%-18.39%15.80%17.12%26.34%-8.47%21.36%

Correlation

The correlation between FFFLX and FDKPX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2014

1.00

The correlation between FFFLX and FDKPX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FFFLX vs. FDKPX — Risk / Return Rank

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

FFFLX
FFFLX Risk / Return Rank: 6161
Overall Rank
FFFLX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FFFLX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FFFLX Omega Ratio Rank: 5959
Omega Ratio Rank
FFFLX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FFFLX Martin Ratio Rank: 6969
Martin Ratio Rank

FDKPX
FDKPX Risk / Return Rank: 6262
Overall Rank
FDKPX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FDKPX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FDKPX Omega Ratio Rank: 5959
Omega Ratio Rank
FDKPX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FDKPX Martin Ratio Rank: 7070
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.

FFFLX vs. FDKPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2050 Fund Class A (FFFLX) and Fidelity Advisor Freedom 2060 Fund Class A (FDKPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FFFLXFDKPXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.39

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

2.91

2.92

-0.01

Martin ratioReturn relative to average drawdown

12.48

12.58

-0.10

FFFLX vs. FDKPX - Sharpe Ratio Comparison

The current FFFLX Sharpe Ratio is 2.10, which is comparable to the FDKPX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FFFLX and FDKPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FFFLX vs. FDKPX - Drawdown Comparison

The maximum FFFLX drawdown since its inception was -58.29%, which is greater than FDKPX's maximum drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for FFFLX and FDKPX.


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Drawdown Indicators


FFFLXFDKPXDifference

Max Drawdown

Largest peak-to-trough decline

-58.29%

-31.32%

-26.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-9.88%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-15.15%

-15.18%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-27.46%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-31.22%

-31.32%

+0.10%

Current Drawdown

Current decline from peak

-0.30%

-0.23%

-0.07%

Average Drawdown

Average peak-to-trough decline

-9.10%

-5.12%

-3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.29%

-0.01%

Volatility

FFFLX vs. FDKPX - Volatility Comparison

Fidelity Advisor Freedom 2050 Fund Class A (FFFLX) and Fidelity Advisor Freedom 2060 Fund Class A (FDKPX) have volatilities of 5.62% and 5.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFLXFDKPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

5.73%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

11.70%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

13.75%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

15.15%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

15.58%

-0.03%

FFFLX vs. FDKPX - Expense Ratio Comparison

Both FFFLX and FDKPX have an expense ratio of 1.00%.


Dividends

FFFLX vs. FDKPX - Dividend Comparison

FFFLX's dividend yield for the trailing twelve months is around 6.54%, more than FDKPX's 5.77% yield.


PositionTTM20252024202320222021202020192018201720162015
FDKPX
Fidelity Advisor Freedom 2060 Fund Class A
5.77%4.63%1.56%1.96%10.12%8.33%4.26%6.02%8.45%2.84%3.14%3.43%
FFFLX
Fidelity Advisor Freedom 2050 Fund Class A
6.54%5.87%1.42%1.25%10.58%9.34%5.18%6.72%11.39%4.24%4.52%3.69%

Frequently Asked Questions


With a correlation of 1.00, FFFLX and FDKPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FDKPX has higher volatility (5.73%) compared to FFFLX (5.62%). In terms of maximum drawdown, FFFLX dropped -58.29% vs FDKPX's -31.32%.

FDKPX currently has the higher Sharpe Ratio (2.10 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FFFLX and FDKPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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