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FFIZX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

FFIZX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFIZX achieves a 8.78% return, which is significantly higher than ^GSPC's 7.48% return. Over the past 10 years, FFIZX has underperformed ^GSPC with an annualized return of 11.67%, while ^GSPC has yielded a comparatively higher 13.91% annualized return.


FFIZX

1D
0.13%
1M
-0.76%
YTD
8.78%
6M
8.05%
1Y
20.99%
3Y*
17.06%
5Y*
8.53%
10Y*
11.67%

^GSPC

1D
-0.01%
1M
-2.15%
YTD
7.48%
6M
6.14%
1Y
20.77%
3Y*
19.34%
5Y*
11.44%
10Y*
13.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFIZX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFIZX
Fidelity Freedom Index 2040 Fund Institutional Premium Class
8.78%19.93%13.37%19.44%-18.15%15.97%16.51%26.01%-7.20%20.57%
^GSPC
S&P 500 Index
7.48%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between FFIZX and ^GSPC is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.94

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2015

0.95

The correlation between FFIZX and ^GSPC has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

FFIZX vs. ^GSPC — Risk / Return Rank

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

FFIZX
FFIZX Risk / Return Rank: 6161
Overall Rank
FFIZX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FFIZX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FFIZX Omega Ratio Rank: 5959
Omega Ratio Rank
FFIZX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FFIZX Martin Ratio Rank: 6767
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7070
Overall Rank
^GSPC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7171
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7878
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.

FFIZX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) and S&P 500 Index (^GSPC). 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.


FFIZX^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

2.59

2.29

+0.30

Martin ratioReturn relative to average drawdown

11.03

10.09

+0.94

FFIZX vs. ^GSPC - Sharpe Ratio Comparison

The current FFIZX Sharpe Ratio is 1.88, which is comparable to the ^GSPC Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FFIZX and ^GSPC, 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

FFIZX vs. ^GSPC - Drawdown Comparison

The maximum FFIZX drawdown since its inception was -30.69%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FFIZX and ^GSPC.


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Drawdown Indicators


FFIZX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-30.69%

-56.78%

+26.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-9.10%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-18.90%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

-25.43%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-30.69%

-33.92%

+3.23%

Current Drawdown

Current decline from peak

-1.95%

-3.32%

+1.37%

Average Drawdown

Average peak-to-trough decline

-4.64%

-10.71%

+6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.06%

-0.16%

Volatility

FFIZX vs. ^GSPC - Volatility Comparison

Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) and S&P 500 Index (^GSPC) have volatilities of 4.68% and 4.82%, 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


FFIZX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

4.82%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

9.88%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

12.50%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

17.00%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

18.07%

-3.21%

Frequently Asked Questions


With a correlation of 0.95, FFIZX and ^GSPC 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.

^GSPC has higher volatility (4.82%) compared to FFIZX (4.68%). In terms of maximum drawdown, FFIZX dropped -30.69% vs ^GSPC's -56.78%.

FFIZX currently has the higher Sharpe Ratio (1.88 vs 1.67), 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

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