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FFSDX vs. FFGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFSDX vs. FFGZX - 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 Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

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FFSDX vs. FFGZX - 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%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
-0.78%9.13%5.02%8.32%-11.07%2.85%8.59%3.32%

Returns By Period

In the year-to-date period, FFSDX achieves a -3.50% return, which is significantly lower than FFGZX's -0.78% return.


FFSDX

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

FFGZX

1D
0.25%
1M
-3.09%
YTD
-0.78%
6M
0.46%
1Y
6.37%
3Y*
5.94%
5Y*
2.62%
10Y*
3.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFSDX vs. FFGZX - Expense Ratio Comparison

FFSDX has a 0.65% expense ratio, which is higher than FFGZX's 0.08% expense ratio.


Return for Risk

FFSDX vs. FFGZX — 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

FFGZX
FFGZX Risk / Return Rank: 8181
Overall Rank
FFGZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 7777
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 8383
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. FFGZX - 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 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.


FFSDXFFGZXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.51

-0.31

Sortino ratio

Return per unit of downside risk

1.73

2.12

-0.39

Omega ratio

Gain probability vs. loss probability

1.26

1.30

-0.04

Calmar ratio

Return relative to maximum drawdown

1.56

1.99

-0.43

Martin ratio

Return relative to average drawdown

6.97

8.42

-1.44

FFSDX vs. FFGZX - Sharpe Ratio Comparison

The current FFSDX Sharpe Ratio is 1.21, which is comparable to the FFGZX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FFSDX and FFGZX, 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


FFSDXFFGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.51

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.52

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.84

-0.19

Correlation

The correlation between FFSDX and FFGZX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFSDX vs. FFGZX - Dividend Comparison

FFSDX's dividend yield for the trailing twelve months is around 3.81%, more than FFGZX's 3.46% 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%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.46%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%

Drawdowns

FFSDX vs. FFGZX - Drawdown Comparison

The maximum FFSDX drawdown since its inception was -31.03%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for FFSDX and FFGZX.


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Drawdown Indicators


FFSDXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-31.03%

-14.94%

-16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-3.33%

-7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-27.29%

-14.94%

-12.35%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-9.80%

-3.09%

-6.71%

Average Drawdown

Average peak-to-trough decline

-5.99%

-2.29%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

0.79%

+1.71%

Volatility

FFSDX vs. FFGZX - Volatility Comparison

Fidelity Freedom 2065 Fund Class K (FFSDX) has a higher volatility of 5.72% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 1.85%. This indicates that FFSDX'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


FFSDXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

1.85%

+3.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

2.78%

+6.81%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

4.35%

+11.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

5.03%

+9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

4.39%

+12.64%