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FFIZX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FFIZX and ^GSPC is 0.95, 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.


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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
87.65%
169.22%
FFIZX
^GSPC

Key characteristics

Sharpe Ratio

FFIZX:

0.60

^GSPC:

0.44

Sortino Ratio

FFIZX:

0.97

^GSPC:

0.79

Omega Ratio

FFIZX:

1.14

^GSPC:

1.12

Calmar Ratio

FFIZX:

0.66

^GSPC:

0.48

Martin Ratio

FFIZX:

2.93

^GSPC:

1.85

Ulcer Index

FFIZX:

3.05%

^GSPC:

4.92%

Daily Std Dev

FFIZX:

14.37%

^GSPC:

19.37%

Max Drawdown

FFIZX:

-38.82%

^GSPC:

-56.78%

Current Drawdown

FFIZX:

-3.17%

^GSPC:

-7.88%

Returns By Period

In the year-to-date period, FFIZX achieves a 1.67% return, which is significantly higher than ^GSPC's -3.77% return.


FFIZX

YTD

1.67%

1M

4.95%

6M

-0.89%

1Y

8.53%

5Y*

11.06%

10Y*

N/A

^GSPC

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

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Risk-Adjusted Performance

FFIZX vs. ^GSPC — Risk-Adjusted Performance Rank

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

FFIZX
The Risk-Adjusted Performance Rank of FFIZX is 6969
Overall Rank
The Sharpe Ratio Rank of FFIZX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIZX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FFIZX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FFIZX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FFIZX is 7575
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFIZX vs. ^GSPC - Risk-Adjusted Performance 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 (^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.


The current FFIZX Sharpe Ratio is 0.60, which is higher than the ^GSPC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FFIZX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.60
0.44
FFIZX
^GSPC

Drawdowns

FFIZX vs. ^GSPC - Drawdown Comparison

The maximum FFIZX drawdown since its inception was -38.82%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.17%
-7.88%
FFIZX
^GSPC

Volatility

FFIZX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) is 4.64%, while S&P 500 (^GSPC) has a volatility of 6.82%. This indicates that FFIZX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.64%
6.82%
FFIZX
^GSPC