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FFLEX vs. FFGZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFLEX vs. FFGZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2060 Fund Institutional Premium Class (FFLEX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFLEX achieves a 12.63% return, which is significantly higher than FFGZX's 4.28% return. Over the past 10 years, FFLEX has outperformed FFGZX with an annualized return of 11.98%, while FFGZX has yielded a comparatively lower 4.28% annualized return.


FFLEX

1D
0.41%
1M
5.63%
YTD
12.63%
6M
13.55%
1Y
28.80%
3Y*
19.60%
5Y*
10.15%
10Y*
11.98%

FFGZX

1D
0.16%
1M
1.75%
YTD
4.28%
6M
4.42%
1Y
10.55%
3Y*
7.68%
5Y*
3.28%
10Y*
4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFLEX vs. FFGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFLEX
Fidelity Freedom Index 2060 Fund Institutional Premium Class
12.63%21.47%14.20%19.97%-18.19%15.98%16.46%26.17%-7.21%20.63%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
4.28%9.13%5.02%8.32%-11.07%2.85%8.59%10.68%-0.80%6.73%

Correlation

The correlation between FFLEX and FFGZX is 0.83, 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

0.83

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

0.76

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

0.73

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2015

0.75

The correlation between FFLEX and FFGZX shifts across timeframes, from 0.73 (5 years) to 0.83 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FFLEX vs. FFGZX — Risk / Return Rank

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

FFLEX
FFLEX Risk / Return Rank: 7171
Overall Rank
FFLEX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FFLEX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FFLEX Omega Ratio Rank: 6868
Omega Ratio Rank
FFLEX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFLEX Martin Ratio Rank: 7575
Martin Ratio Rank

FFGZX
FFGZX Risk / Return Rank: 7878
Overall Rank
FFGZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 8282
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 7575
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.

FFLEX vs. FFGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2060 Fund Institutional Premium Class (FFLEX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). 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.


FFLEXFFGZXDifference

Sharpe ratio

Return per unit of total volatility

2.50

2.64

-0.14

Sortino ratio

Return per unit of downside risk

3.46

3.97

-0.51

Omega ratio

Gain probability vs. loss probability

1.46

1.54

-0.08

Calmar ratio

Return relative to maximum drawdown

3.21

3.18

+0.03

Martin ratio

Return relative to average drawdown

14.22

14.23

-0.01

FFLEX vs. FFGZX - Sharpe Ratio Comparison

The current FFLEX Sharpe Ratio is 2.50, which is comparable to the FFGZX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of FFLEX and FFGZX, 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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Sharpe Ratios by Period


FFLEXFFGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.64

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.65

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.97

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.93

-0.21

Drawdowns

FFLEX vs. FFGZX - Drawdown Comparison

The maximum FFLEX drawdown since its inception was -30.71%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for FFLEX and FFGZX.


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Drawdown Indicators


FFLEXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-30.71%

-14.94%

-15.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-3.33%

-5.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-4.76%

-9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-26.17%

-14.94%

-11.23%

Max Drawdown (10Y)

Largest decline over 10 years

-30.71%

-14.94%

-15.77%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.67%

-2.26%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.74%

+1.30%

Volatility

FFLEX vs. FFGZX - Volatility Comparison

Fidelity Freedom Index 2060 Fund Institutional Premium Class (FFLEX) has a higher volatility of 3.53% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 1.49%. This indicates that FFLEX's price experiences larger fluctuations and is considered to be riskier than FFGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFLEXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

1.49%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.38%

3.34%

+6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

4.01%

+7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

5.08%

+9.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

4.43%

+10.73%

FFLEX vs. FFGZX - Expense Ratio Comparison

Both FFLEX and FFGZX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FFLEX vs. FFGZX - Dividend Comparison

FFLEX's dividend yield for the trailing twelve months is around 1.71%, less than FFGZX's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.21%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%
FFLEX
Fidelity Freedom Index 2060 Fund Institutional Premium Class
1.71%1.98%1.98%1.94%2.03%1.95%1.85%6.75%2.36%2.16%2.44%1.82%

Frequently Asked Questions


FFLEX and FFGZX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFLEX has higher volatility (3.53%) compared to FFGZX (1.49%). In terms of maximum drawdown, FFLEX dropped -30.71% vs FFGZX's -14.94%.

FFGZX currently has the higher Sharpe Ratio (2.64 vs 2.50), 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.

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