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FFTWX vs. FIKFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FFTWX vs. FIKFX

Last updated Jun 5, 2026

FFTWX (Fidelity Freedom 2025 Fund) and FIKFX (Fidelity Freedom Index Income Fund Investor Class) are both Target Retirement Date funds from Fidelity. Over the past 10 years, FFTWX returned 8.25%/yr vs 4.21%/yr for FIKFX. Their correlation of 0.84 suggests significant overlap in exposure. FFTWX charges 0.62%/yr vs 0.12%/yr for FIKFX.

Performance

FFTWX vs. FIKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund (FFTWX) and Fidelity Freedom Index Income Fund Investor Class (FIKFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFTWX achieves a 7.70% return, which is significantly higher than FIKFX's 3.86% return. Over the past 10 years, FFTWX has outperformed FIKFX with an annualized return of 8.25%, while FIKFX has yielded a comparatively lower 4.21% annualized return.

FFTWX

1D
-0.38%
1M
2.02%
YTD
7.70%
6M
8.52%
1Y
18.41%
3Y*
13.14%
5Y*
5.66%
10Y*
8.25%

FIKFX

1D
-0.31%
1M
1.11%
YTD
3.86%
6M
4.08%
1Y
9.62%
3Y*
7.55%
5Y*
3.12%
10Y*
4.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFTWX vs. FIKFX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FFTWX
Fidelity Freedom 2025 Fund		7.70%16.46%8.20%14.10%-16.66%10.09%14.70%19.45%-5.93%15.57%
FIKFX
Fidelity Freedom Index Income Fund Investor Class		3.86%9.23%4.96%8.28%-11.09%2.79%8.54%10.59%-0.76%6.66%

Correlation

The correlation between FFTWX and FIKFX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2009

0.84

The correlation between FFTWX and FIKFX shifts across timeframes, from 0.82 (10 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.

FFTWX vs. FIKFX - Sectors Allocation Comparison

Sectors
FFTWX
FIKFX

Technology

23.0%
25.8%

Financial Services

17.1%
17.2%

Industrials

15.5%
11.7%

Consumer Cyclical

9.2%
9.4%

Healthcare

8.7%
9.1%

Communication Services

7.7%
8.0%

Basic Materials

5.8%
4.1%

Energy

5.7%
4.7%

Consumer Defensive

4.5%
5.2%

Utilities

1.8%
2.8%

Real Estate

1.1%
2.1%

Technology

FFTWX
23.0%
FIKFX
25.8%

Financial Services

FFTWX
17.1%
FIKFX
17.2%

Industrials

FFTWX
15.5%
FIKFX
11.7%

Consumer Cyclical

FFTWX
9.2%
FIKFX
9.4%

Healthcare

FFTWX
8.7%
FIKFX
9.1%

Communication Services

FFTWX
7.7%
FIKFX
8.0%

Basic Materials

FFTWX
5.8%
FIKFX
4.1%

Energy

FFTWX
5.7%
FIKFX
4.7%

Consumer Defensive

FFTWX
4.5%
FIKFX
5.2%

Utilities

FFTWX
1.8%
FIKFX
2.8%

Real Estate

FFTWX
1.1%
FIKFX
2.1%

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Fidelity Freedom 2025 Fund

Fidelity Freedom Index Income Fund Investor Class

Often compared with FFTWX:
FFTWX vs. VTTVXFFTWX vs. FQIFXFFTWX vs. FXAIXFFTWX vs. FFTHXFFTWX vs. HYLSFFTWX vs. FFSFXFFTWX vs. FFFAX
Often compared with FIKFX:
FIKFX vs. VTINXFIKFX vs. IRTRFIKFX vs. FZROXFIKFX vs. FIPDXFIKFX vs. VTMFXFIKFX vs. PRBLXFIKFX vs. BNDW

Return for Risk

FFTWX vs. FIKFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FFTWX
FFTWX Risk / Return Rank: 6666
Overall Rank
FFTWX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FFTWX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FFTWX Omega Ratio Rank: 6969
Omega Ratio Rank
FFTWX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FFTWX Martin Ratio Rank: 6868
Martin Ratio Rank
FIKFX
FIKFX Risk / Return Rank: 7373
Overall Rank
FIKFX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FIKFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FIKFX Omega Ratio Rank: 7777
Omega Ratio Rank
FIKFX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FIKFX Martin Ratio Rank: 7171
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.

FFTWX vs. FIKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and Fidelity Freedom Index Income Fund Investor Class (FIKFX). 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.

FFTWXFIKFXDifference
Sharpe ratioReturn per unit of total volatility
2.39
2.53

-0.14

Sortino ratioReturn per unit of downside risk
3.40
3.77

-0.37

Omega ratioGain probability vs. loss probability

1.47

1.51

-0.05

Calmar ratioReturn relative to maximum drawdown

2.99

3.05

-0.05

Martin ratioReturn relative to average drawdown

13.09

13.57

-0.48

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FFTWX vs. FIKFX - Sharpe Ratio Comparison

The current FFTWX Sharpe Ratio is 2.39, which is comparable to the FIKFX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of FFTWX and FIKFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

FFTWXFIKFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.53

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.61

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.95

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.01

-0.48

Drawdowns

FFTWX vs. FIKFX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -47.51%, which is greater than FIKFX's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for FFTWX and FIKFX.

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Drawdown Indicators

FFTWXFIKFXDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-15.03%

-32.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-3.32%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-8.87%

-4.76%

-4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-15.03%

-8.63%

Max Drawdown (10Y)

Largest decline over 10 years

-23.66%

-15.03%

-8.63%

Current Drawdown

Current decline from peak

-0.38%

-0.31%

-0.07%

Average Drawdown

Average peak-to-trough decline

-5.57%

-1.72%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

0.74%

+0.72%

Volatility

FFTWX vs. FIKFX - Volatility Comparison

Fidelity Freedom 2025 Fund (FFTWX) has a higher volatility of 2.96% compared to Fidelity Freedom Index Income Fund Investor Class (FIKFX) at 1.52%. This indicates that FFTWX's price experiences larger fluctuations and is considered to be riskier than FIKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FFTWXFIKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

1.52%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.67%

3.31%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

8.03%

4.00%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.94%

5.12%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.09%

4.44%

+5.65%

FFTWX vs. FIKFX - Expense Ratio Comparison

FFTWX has a 0.62% expense ratio, which is higher than FIKFX's 0.12% expense ratio.

Dividends

FFTWX vs. FIKFX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 6.80%, more than FIKFX's 3.20% yield.

PositionTTM20252024202320222021202020192018201720162015
FFTWX
Fidelity Freedom 2025 Fund		6.80%6.44%3.74%2.08%9.66%10.38%5.75%6.09%6.39%3.04%3.91%5.60%
FIKFX
Fidelity Freedom Index Income Fund Investor Class		3.20%3.40%3.13%2.85%3.06%2.04%2.18%7.27%2.94%1.89%1.65%1.39%

Frequently Asked Questions

With a correlation of 0.92, FFTWX and FIKFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FFTWX has higher volatility (2.96%) compared to FIKFX (1.52%). In terms of maximum drawdown, FFTWX dropped -47.51% vs FIKFX's -15.03%.

FIKFX currently has the higher Sharpe Ratio (2.53 vs 2.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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