PortfoliosLab logoPortfoliosLab logo
FFLEX vs. FFLDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFLEX vs. FFLDX - 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 2055 Fund (FFLDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFLEX vs. FFLDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFLEX
Fidelity Freedom Index 2060 Fund Institutional Premium Class
-4.22%21.47%14.20%19.97%-18.19%15.98%16.46%26.17%-7.21%20.63%
FFLDX
Fidelity Freedom Index 2055 Fund
-4.20%21.48%14.18%19.93%-17.32%15.93%16.52%26.02%-7.16%20.57%

Returns By Period

The year-to-date returns for both investments are quite close, with FFLEX having a -4.22% return and FFLDX slightly higher at -4.20%. Both investments have delivered pretty close results over the past 10 years, with FFLEX having a 10.44% annualized return and FFLDX not far ahead at 10.54%.


FFLEX

1D
-0.19%
1M
-8.58%
YTD
-4.22%
6M
-1.26%
1Y
16.54%
3Y*
14.21%
5Y*
7.77%
10Y*
10.44%

FFLDX

1D
-0.20%
1M
-8.59%
YTD
-4.20%
6M
-1.30%
1Y
16.53%
3Y*
14.21%
5Y*
7.98%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFLEX vs. FFLDX - Expense Ratio Comparison

Both FFLEX and FFLDX 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%.


Return for Risk

FFLEX vs. FFLDX — Risk / Return Rank

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

FFLEX
FFLEX Risk / Return Rank: 6464
Overall Rank
FFLEX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FFLEX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FFLEX Omega Ratio Rank: 6464
Omega Ratio Rank
FFLEX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FFLEX Martin Ratio Rank: 6767
Martin Ratio Rank

FFLDX
FFLDX Risk / Return Rank: 6464
Overall Rank
FFLDX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FFLDX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FFLDX Omega Ratio Rank: 6464
Omega Ratio Rank
FFLDX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FFLDX Martin Ratio Rank: 6767
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. FFLDX - 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 2055 Fund (FFLDX). 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.


FFLEXFFLDXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.09

0.00

Sortino ratio

Return per unit of downside risk

1.60

1.60

0.00

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.38

1.37

0.00

Martin ratio

Return relative to average drawdown

6.34

6.35

0.00

FFLEX vs. FFLDX - Sharpe Ratio Comparison

The current FFLEX Sharpe Ratio is 1.10, which is comparable to the FFLDX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FFLEX and FFLDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFLEXFFLDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.09

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.56

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.70

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.63

-0.01

Correlation

The correlation between FFLEX and FFLDX is 1.00, 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

FFLEX vs. FFLDX - Dividend Comparison

FFLEX's dividend yield for the trailing twelve months is around 2.07%, which matches FFLDX's 2.08% yield.


TTM20252024202320222021202020192018201720162015
FFLEX
Fidelity Freedom Index 2060 Fund Institutional Premium Class
2.07%1.98%1.98%1.94%2.03%1.95%1.85%6.75%2.36%2.16%2.44%1.82%
FFLDX
Fidelity Freedom Index 2055 Fund
2.08%2.00%2.02%1.96%3.04%1.99%1.91%10.83%2.39%1.97%2.42%2.32%

Drawdowns

FFLEX vs. FFLDX - Drawdown Comparison

The maximum FFLEX drawdown since its inception was -30.71%, roughly equal to the maximum FFLDX drawdown of -30.72%. Use the drawdown chart below to compare losses from any high point for FFLEX and FFLDX.


Loading graphics...

Drawdown Indicators


FFLEXFFLDXDifference

Max Drawdown

Largest peak-to-trough decline

-30.71%

-30.72%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-10.82%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.17%

-26.18%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-30.71%

-30.72%

+0.01%

Current Drawdown

Current decline from peak

-9.07%

-9.06%

-0.01%

Average Drawdown

Average peak-to-trough decline

-4.72%

-4.62%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.34%

+0.01%

Volatility

FFLEX vs. FFLDX - Volatility Comparison

Fidelity Freedom Index 2060 Fund Institutional Premium Class (FFLEX) and Fidelity Freedom Index 2055 Fund (FFLDX) have volatilities of 4.97% and 5.03%, 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.


Loading graphics...

Volatility by Period


FFLEXFFLDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

5.03%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

8.79%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

15.21%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

14.30%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

15.09%

0.00%