PortfoliosLab logoPortfoliosLab logo
FFSDX vs. FDKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFSDX vs. FDKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2065 Fund Class K (FFSDX) and Fidelity Freedom Index 2060 Fund Investor Class (FDKLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFSDX vs. FDKLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FFSDX
Fidelity Freedom 2065 Fund Class K
-3.50%23.80%14.16%20.69%-18.22%16.59%18.26%9.09%
FDKLX
Fidelity Freedom Index 2060 Fund Investor Class
-4.22%21.38%14.16%19.91%-18.18%15.88%16.38%8.48%

Returns By Period

In the year-to-date period, FFSDX achieves a -3.50% return, which is significantly higher than FDKLX's -4.22% return.


FFSDX

1D
-0.33%
1M
-9.21%
YTD
-3.50%
6M
0.09%
1Y
19.47%
3Y*
15.39%
5Y*
8.22%
10Y*

FDKLX

1D
-0.19%
1M
-8.63%
YTD
-4.22%
6M
-1.32%
1Y
16.51%
3Y*
14.18%
5Y*
7.72%
10Y*
10.38%
*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.


FFSDX vs. FDKLX - Expense Ratio Comparison

FFSDX has a 0.65% expense ratio, which is higher than FDKLX's 0.12% expense ratio.


Return for Risk

FFSDX vs. FDKLX — Risk / Return Rank

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

FFSDX
FFSDX Risk / Return Rank: 7070
Overall Rank
FFSDX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FFSDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FFSDX Omega Ratio Rank: 6969
Omega Ratio Rank
FFSDX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FFSDX Martin Ratio Rank: 7373
Martin Ratio Rank

FDKLX
FDKLX Risk / Return Rank: 6363
Overall Rank
FDKLX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FDKLX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FDKLX Omega Ratio Rank: 6464
Omega Ratio Rank
FDKLX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FDKLX 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.

FFSDX vs. FDKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund Class K (FFSDX) and Fidelity Freedom Index 2060 Fund Investor Class (FDKLX). 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.


FFSDXFDKLXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.09

+0.12

Sortino ratio

Return per unit of downside risk

1.73

1.59

+0.14

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

1.56

1.36

+0.20

Martin ratio

Return relative to average drawdown

6.97

6.29

+0.69

FFSDX vs. FDKLX - Sharpe Ratio Comparison

The current FFSDX Sharpe Ratio is 1.21, which is comparable to the FDKLX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FFSDX and FDKLX, 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


FFSDXFDKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.09

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.54

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.61

+0.04

Correlation

The correlation between FFSDX and FDKLX is 0.98, 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

FFSDX vs. FDKLX - Dividend Comparison

FFSDX's dividend yield for the trailing twelve months is around 3.81%, more than FDKLX's 2.04% yield.


TTM20252024202320222021202020192018201720162015
FFSDX
Fidelity Freedom 2065 Fund Class K
3.81%3.68%2.75%2.15%8.83%7.86%2.31%1.49%0.00%0.00%0.00%0.00%
FDKLX
Fidelity Freedom Index 2060 Fund Investor Class
2.04%1.95%1.94%1.89%1.99%1.86%1.79%6.74%2.33%2.12%2.41%1.82%

Drawdowns

FFSDX vs. FDKLX - Drawdown Comparison

The maximum FFSDX drawdown since its inception was -31.03%, roughly equal to the maximum FDKLX drawdown of -30.73%. Use the drawdown chart below to compare losses from any high point for FFSDX and FDKLX.


Loading graphics...

Drawdown Indicators


FFSDXFDKLXDifference

Max Drawdown

Largest peak-to-trough decline

-31.03%

-30.73%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-10.85%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.29%

-26.19%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-30.73%

Current Drawdown

Current decline from peak

-9.80%

-9.11%

-0.69%

Average Drawdown

Average peak-to-trough decline

-5.99%

-4.62%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.35%

+0.15%

Volatility

FFSDX vs. FDKLX - Volatility Comparison

Fidelity Freedom 2065 Fund Class K (FFSDX) has a higher volatility of 5.72% compared to Fidelity Freedom Index 2060 Fund Investor Class (FDKLX) at 5.02%. This indicates that FFSDX's price experiences larger fluctuations and is considered to be riskier than FDKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFSDXFDKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

5.02%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

8.78%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

15.20%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

14.26%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

15.09%

+1.94%