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

Correlation

The correlation between FFSZX and FZROX is 0.93, 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. FZROX - Performance Comparison

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

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.17%
10.21%
FFSZX
FZROX

Key characteristics

Sharpe Ratio

FFSZX:

1.52

FZROX:

1.91

Sortino Ratio

FFSZX:

2.12

FZROX:

2.57

Omega Ratio

FFSZX:

1.27

FZROX:

1.35

Calmar Ratio

FFSZX:

1.75

FZROX:

2.91

Martin Ratio

FFSZX:

8.13

FZROX:

11.49

Ulcer Index

FFSZX:

2.21%

FZROX:

2.17%

Daily Std Dev

FFSZX:

11.82%

FZROX:

13.05%

Max Drawdown

FFSZX:

-33.08%

FZROX:

-34.96%

Current Drawdown

FFSZX:

0.00%

FZROX:

-0.09%

Returns By Period

In the year-to-date period, FFSZX achieves a 5.66% return, which is significantly higher than FZROX's 4.22% return.


FFSZX

YTD

5.66%

1M

3.55%

6M

5.17%

1Y

15.88%

5Y*

6.83%

10Y*

N/A

FZROX

YTD

4.22%

1M

1.92%

6M

10.21%

1Y

23.31%

5Y*

13.79%

10Y*

N/A

*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. FZROX - Expense Ratio Comparison

FFSZX has a 0.50% expense ratio, which is higher than FZROX's 0.00% expense ratio.


FFSZX
Fidelity Freedom 2065 Fund Class K6
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%
Expense ratio chart for FZROX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FFSZX vs. FZROX — 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 7373
Overall Rank
The Sharpe Ratio Rank of FFSZX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSZX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FFSZX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FFSZX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FFSZX is 7878
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 8686
Overall Rank
The Sharpe Ratio Rank of FZROX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 8989
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. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund Class K6 (FFSZX) and Fidelity ZERO Total Market Index Fund (FZROX). 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 1.52, compared to the broader market-1.000.001.002.003.004.005.001.521.91
The chart of Sortino ratio for FFSZX, currently valued at 2.12, compared to the broader market0.002.004.006.008.0010.0012.002.122.57
The chart of Omega ratio for FFSZX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.35
The chart of Calmar ratio for FFSZX, currently valued at 1.75, compared to the broader market0.005.0010.0015.0020.001.752.91
The chart of Martin ratio for FFSZX, currently valued at 8.13, compared to the broader market0.0020.0040.0060.0080.008.1311.49
FFSZX
FZROX

The current FFSZX Sharpe Ratio is 1.52, which is comparable to the FZROX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FFSZX and FZROX, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.52
1.91
FFSZX
FZROX

Dividends

FFSZX vs. FZROX - Dividend Comparison

FFSZX's dividend yield for the trailing twelve months is around 1.58%, more than FZROX's 1.11% yield.


TTM2024202320222021202020192018
FFSZX
Fidelity Freedom 2065 Fund Class K6
1.58%1.67%1.50%2.19%2.30%1.13%1.24%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.11%1.16%1.36%1.57%1.08%1.27%1.45%0.63%

Drawdowns

FFSZX vs. FZROX - Drawdown Comparison

The maximum FFSZX drawdown since its inception was -33.08%, smaller than the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FFSZX and FZROX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.09%
FFSZX
FZROX

Volatility

FFSZX vs. FZROX - Volatility Comparison

Fidelity Freedom 2065 Fund Class K6 (FFSZX) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 3.21% and 3.24%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.21%
3.24%
FFSZX
FZROX
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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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