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FFSZX vs. FWWFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFSZX and FWWFX is 0.92, 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.


-0.50.00.51.00.9

Performance

FFSZX vs. FWWFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2065 Fund Class K6 (FFSZX) and Fidelity Worldwide Fund (FWWFX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.89%
-2.06%
FFSZX
FWWFX

Key characteristics

Sharpe Ratio

FFSZX:

1.32

FWWFX:

0.47

Sortino Ratio

FFSZX:

1.85

FWWFX:

0.70

Omega Ratio

FFSZX:

1.24

FWWFX:

1.11

Calmar Ratio

FFSZX:

1.40

FWWFX:

0.53

Martin Ratio

FFSZX:

7.15

FWWFX:

1.58

Ulcer Index

FFSZX:

2.21%

FWWFX:

6.32%

Daily Std Dev

FFSZX:

11.87%

FWWFX:

21.18%

Max Drawdown

FFSZX:

-33.08%

FWWFX:

-55.76%

Current Drawdown

FFSZX:

-0.01%

FWWFX:

-11.46%

Returns By Period

In the year-to-date period, FFSZX achieves a 5.43% return, which is significantly lower than FWWFX's 6.01% return.


FFSZX

YTD

5.43%

1M

5.91%

6M

6.36%

1Y

16.39%

5Y*

6.82%

10Y*

N/A

FWWFX

YTD

6.01%

1M

6.01%

6M

-1.96%

1Y

9.87%

5Y*

4.96%

10Y*

5.88%

*Annualized

Compare stocks, funds, or ETFs

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


FFSZX vs. FWWFX - Expense Ratio Comparison

FFSZX has a 0.50% expense ratio, which is lower than FWWFX's 1.00% expense ratio.


FWWFX
Fidelity Worldwide Fund
Expense ratio chart for FWWFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FFSZX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

FFSZX vs. FWWFX — Risk-Adjusted Performance Rank

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

FFSZX
The Risk-Adjusted Performance Rank of FFSZX is 7474
Overall Rank
The Sharpe Ratio Rank of FFSZX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSZX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FFSZX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FFSZX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FFSZX is 7979
Martin Ratio Rank

FWWFX
The Risk-Adjusted Performance Rank of FWWFX is 2929
Overall Rank
The Sharpe Ratio Rank of FWWFX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FWWFX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FWWFX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FWWFX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FWWFX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFSZX vs. FWWFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund Class K6 (FFSZX) and Fidelity Worldwide Fund (FWWFX). 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.


Sharpe ratio
The chart of Sharpe ratio for FFSZX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.001.320.47
The chart of Sortino ratio for FFSZX, currently valued at 1.85, compared to the broader market0.002.004.006.008.0010.0012.001.850.70
The chart of Omega ratio for FFSZX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.11
The chart of Calmar ratio for FFSZX, currently valued at 1.40, compared to the broader market0.005.0010.0015.0020.001.400.53
The chart of Martin ratio for FFSZX, currently valued at 7.15, compared to the broader market0.0020.0040.0060.0080.007.151.58
FFSZX
FWWFX

The current FFSZX Sharpe Ratio is 1.32, which is higher than the FWWFX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of FFSZX and FWWFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.32
0.47
FFSZX
FWWFX

Dividends

FFSZX vs. FWWFX - Dividend Comparison

FFSZX's dividend yield for the trailing twelve months is around 1.58%, more than FWWFX's 0.81% yield.


TTM20242023202220212020201920182017201620152014
FFSZX
Fidelity Freedom 2065 Fund Class K6
1.58%1.67%1.50%2.19%2.30%1.13%1.24%0.00%0.00%0.00%0.00%0.00%
FWWFX
Fidelity Worldwide Fund
0.81%0.86%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%

Drawdowns

FFSZX vs. FWWFX - Drawdown Comparison

The maximum FFSZX drawdown since its inception was -33.08%, smaller than the maximum FWWFX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for FFSZX and FWWFX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.01%
-11.46%
FFSZX
FWWFX

Volatility

FFSZX vs. FWWFX - Volatility Comparison

The current volatility for Fidelity Freedom 2065 Fund Class K6 (FFSZX) is 3.49%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 6.37%. This indicates that FFSZX experiences smaller price fluctuations and is considered to be less risky than FWWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
3.49%
6.37%
FFSZX
FWWFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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