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FFOPX vs. JEPQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFOPX vs. JEPQ - 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 JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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FFOPX vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
FFOPX
Fidelity Freedom Index 2050 Fund Institutional Premium Class
-4.11%21.41%14.20%19.97%-8.41%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
-2.87%15.18%24.85%36.28%-12.89%

Returns By Period

In the year-to-date period, FFOPX achieves a -4.11% return, which is significantly lower than JEPQ's -2.87% return.


FFOPX

1D
-0.17%
1M
-8.49%
YTD
-4.11%
6M
-1.22%
1Y
16.65%
3Y*
14.26%
5Y*
7.78%
10Y*
10.44%

JEPQ

1D
3.25%
1M
-3.50%
YTD
-2.87%
6M
1.65%
1Y
19.82%
3Y*
19.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFOPX vs. JEPQ - Expense Ratio Comparison

FFOPX has a 0.08% expense ratio, which is lower than JEPQ's 0.35% expense ratio.


Return for Risk

FFOPX vs. JEPQ — Risk / Return Rank

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

FFOPX
FFOPX Risk / Return Rank: 6464
Overall Rank
FFOPX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FFOPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FFOPX Omega Ratio Rank: 6565
Omega Ratio Rank
FFOPX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FFOPX Martin Ratio Rank: 6868
Martin Ratio Rank

JEPQ
JEPQ Risk / Return Rank: 7272
Overall Rank
JEPQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7575
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 7272
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8282
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. JEPQ - 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 JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.


FFOPXJEPQDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.07

+0.03

Sortino ratio

Return per unit of downside risk

1.61

1.64

-0.03

Omega ratio

Gain probability vs. loss probability

1.24

1.27

-0.03

Calmar ratio

Return relative to maximum drawdown

1.38

1.70

-0.32

Martin ratio

Return relative to average drawdown

6.41

8.45

-2.04

FFOPX vs. JEPQ - Sharpe Ratio Comparison

The current FFOPX Sharpe Ratio is 1.10, which is comparable to the JEPQ Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FFOPX and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFOPXJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.07

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.82

-0.20

Correlation

The correlation between FFOPX and JEPQ is 0.87, 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

FFOPX vs. JEPQ - Dividend Comparison

FFOPX's dividend yield for the trailing twelve months is around 2.09%, less than JEPQ's 11.10% yield.


TTM20252024202320222021202020192018201720162015
FFOPX
Fidelity Freedom Index 2050 Fund Institutional Premium Class
2.09%2.01%2.04%1.98%2.07%2.05%1.97%15.21%2.32%2.09%2.14%2.01%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.10%10.53%9.65%10.03%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFOPX vs. JEPQ - Drawdown Comparison

The maximum FFOPX drawdown since its inception was -30.71%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for FFOPX and JEPQ.


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Drawdown Indicators


FFOPXJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-30.71%

-20.07%

-10.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-11.58%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

Max Drawdown (10Y)

Largest decline over 10 years

-30.71%

Current Drawdown

Current decline from peak

-8.97%

-5.85%

-3.12%

Average Drawdown

Average peak-to-trough decline

-4.73%

-3.55%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.34%

-0.01%

Volatility

FFOPX vs. JEPQ - Volatility Comparison

The current volatility for Fidelity Freedom Index 2050 Fund Institutional Premium Class (FFOPX) is 4.97%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.02%. This indicates that FFOPX experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFOPXJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

6.02%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

10.47%

-1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

18.52%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

16.91%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

16.91%

-1.82%