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FFOPX vs. FFOLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFOPX vs. FFOLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX) and Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FFOPX having a 11.92% return and FFOLX slightly lower at 11.73%. Both investments have delivered pretty close results over the past 10 years, with FFOPX having a 11.96% annualized return and FFOLX not far behind at 11.94%.


FFOPX

1D
1.20%
1M
1.92%
YTD
11.92%
6M
11.78%
1Y
27.83%
3Y*
18.21%
5Y*
10.16%
10Y*
11.96%

FFOLX

1D
1.21%
1M
1.93%
YTD
11.73%
6M
11.62%
1Y
27.64%
3Y*
18.13%
5Y*
10.12%
10Y*
11.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFOPX vs. FFOLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFOPX
Fidelity Freedom Index 2050 Fund Institutional Premium Class
11.92%21.41%14.20%19.97%-18.20%15.98%16.55%26.00%-7.19%20.61%
FFOLX
Fidelity Freedom Index 2045 Fund Institutional Premium Class
11.73%21.44%14.19%19.95%-18.18%15.98%16.51%26.01%-7.20%20.57%

Correlation

The correlation between FFOPX and FFOLX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

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

1.00

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

1.00

The correlation between FFOPX and FFOLX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FFOPX vs. FFOLX — Risk / Return Rank

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

FFOPX
FFOPX Risk / Return Rank: 6969
Overall Rank
FFOPX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FFOPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FFOPX Omega Ratio Rank: 6666
Omega Ratio Rank
FFOPX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFOPX Martin Ratio Rank: 7575
Martin Ratio Rank

FFOLX
FFOLX Risk / Return Rank: 6969
Overall Rank
FFOLX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FFOLX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FFOLX Omega Ratio Rank: 6767
Omega Ratio Rank
FFOLX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FFOLX 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.

FFOPX vs. FFOLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX) and Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX). 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.


FFOPXFFOLXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.07

3.08

-0.01

Martin ratioReturn relative to average drawdown

13.20

13.22

-0.02

FFOPX vs. FFOLX - Sharpe Ratio Comparison

The current FFOPX Sharpe Ratio is 2.23, which is comparable to the FFOLX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of FFOPX and FFOLX, 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

FFOPX vs. FFOLX - Drawdown Comparison

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


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Drawdown Indicators


FFOPXFFOLXDifference

Max Drawdown

Largest peak-to-trough decline

-30.71%

-30.72%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.97%

-8.87%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-14.71%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-26.18%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-30.71%

-30.72%

+0.01%

Current Drawdown

Current decline from peak

-0.49%

-0.46%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.66%

-4.65%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.06%

+0.02%

Volatility

FFOPX vs. FFOLX - Volatility Comparison

Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX) and Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX) have volatilities of 5.08% and 5.02%, 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


FFOPXFFOLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

5.02%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

10.17%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.32%

12.18%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

14.49%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

15.21%

0.00%

FFOPX vs. FFOLX - Expense Ratio Comparison

Both FFOPX and FFOLX 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

FFOPX vs. FFOLX - Dividend Comparison

FFOPX's dividend yield for the trailing twelve months is around 1.79%, less than FFOLX's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
FFOLX
Fidelity Freedom Index 2045 Fund Institutional Premium Class
1.94%2.06%2.04%1.98%2.08%2.03%1.97%14.93%2.30%1.94%2.05%2.02%
FFOPX
Fidelity Freedom Index 2050 Fund Institutional Premium Class
1.79%2.01%2.04%1.98%2.07%2.05%1.97%15.21%2.32%2.09%2.14%2.01%

Frequently Asked Questions


With a correlation of 1.00, FFOPX and FFOLX 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.

FFOPX has higher volatility (5.08%) compared to FFOLX (5.02%). In terms of maximum drawdown, FFOPX dropped -30.71% vs FFOLX's -30.72%.

FFOLX currently has the higher Sharpe Ratio (2.24 vs 2.23), 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

Find the right allocation for FFOPX and FFOLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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