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FFIJX vs. FITLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFIJX vs. FITLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) and Fidelity US Sustainability Index Fund (FITLX). The values are adjusted to include any dividend payments, if applicable.

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FFIJX vs. FITLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
-1.60%21.45%14.09%19.93%-18.19%15.88%16.47%8.56%
FITLX
Fidelity US Sustainability Index Fund
-5.94%18.77%23.59%29.04%-20.28%31.55%18.69%11.42%

Returns By Period

In the year-to-date period, FFIJX achieves a -1.60% return, which is significantly higher than FITLX's -5.94% return.


FFIJX

1D
2.75%
1M
-5.50%
YTD
-1.60%
6M
1.02%
1Y
19.17%
3Y*
15.21%
5Y*
8.05%
10Y*

FITLX

1D
3.06%
1M
-5.69%
YTD
-5.94%
6M
-2.92%
1Y
18.96%
3Y*
18.12%
5Y*
11.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFIJX vs. FITLX - Expense Ratio Comparison

FFIJX has a 0.12% expense ratio, which is higher than FITLX's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FFIJX vs. FITLX — Risk / Return Rank

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

FFIJX
FFIJX Risk / Return Rank: 7575
Overall Rank
FFIJX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FFIJX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FFIJX Omega Ratio Rank: 7171
Omega Ratio Rank
FFIJX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FFIJX Martin Ratio Rank: 8282
Martin Ratio Rank

FITLX
FITLX Risk / Return Rank: 6464
Overall Rank
FITLX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FITLX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FITLX Omega Ratio Rank: 5959
Omega Ratio Rank
FITLX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FITLX Martin Ratio Rank: 7373
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.

FFIJX vs. FITLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) and Fidelity US Sustainability Index Fund (FITLX). 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.


FFIJXFITLXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.06

+0.22

Sortino ratio

Return per unit of downside risk

1.86

1.63

+0.24

Omega ratio

Gain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratio

Return relative to maximum drawdown

1.83

1.75

+0.07

Martin ratio

Return relative to average drawdown

8.26

7.04

+1.22

FFIJX vs. FITLX - Sharpe Ratio Comparison

The current FFIJX Sharpe Ratio is 1.29, which is comparable to the FITLX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FFIJX and FITLX, 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


FFIJXFITLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.06

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.66

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.73

-0.10

Correlation

The correlation between FFIJX and FITLX is 0.93, 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

FFIJX vs. FITLX - Dividend Comparison

FFIJX's dividend yield for the trailing twelve months is around 1.93%, more than FITLX's 1.18% yield.


TTM202520242023202220212020201920182017
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.93%1.90%1.88%1.87%1.96%1.73%1.78%2.04%0.00%0.00%
FITLX
Fidelity US Sustainability Index Fund
1.18%1.11%1.29%1.12%1.49%0.99%1.01%1.41%1.58%0.76%

Drawdowns

FFIJX vs. FITLX - Drawdown Comparison

The maximum FFIJX drawdown since its inception was -30.68%, smaller than the maximum FITLX drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for FFIJX and FITLX.


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Drawdown Indicators


FFIJXFITLXDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-34.35%

+3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-11.38%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-26.91%

+0.70%

Current Drawdown

Current decline from peak

-6.58%

-8.43%

+1.85%

Average Drawdown

Average peak-to-trough decline

-5.59%

-5.14%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.83%

-0.45%

Volatility

FFIJX vs. FITLX - Volatility Comparison

Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) has a higher volatility of 5.91% compared to Fidelity US Sustainability Index Fund (FITLX) at 5.61%. This indicates that FFIJX's price experiences larger fluctuations and is considered to be riskier than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFIJXFITLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

5.61%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

10.07%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

18.49%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

17.55%

-3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

19.19%

-2.33%