FFTWX vs. FNILX
FFTWX (Fidelity Freedom 2025 Fund) and FNILX (Fidelity ZERO Large Cap Index Fund) are both mutual funds - FFTWX is a Target Retirement Date fund managed by Fidelity, while FNILX is a Large Cap Blend Equities fund managed by Fidelity. Over the past 5 years, FFTWX returned 5.92%/yr vs 13.32%/yr for FNILX. Their correlation of 0.89 suggests significant overlap in exposure. FFTWX charges 0.62%/yr vs 0.00%/yr for FNILX.
Performance
FFTWX vs. FNILX - Performance Comparison
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Returns By Period
In the year-to-date period, FFTWX achieves a 8.38% return, which is significantly lower than FNILX's 9.63% return.
FFTWX
- 1D
- -0.32%
- 1M
- 1.94%
- YTD
- 8.38%
- 6M
- 8.16%
- 1Y
- 18.75%
- 3Y*
- 13.20%
- 5Y*
- 5.92%
- 10Y*
- 8.63%
FNILX
- 1D
- -0.37%
- 1M
- 0.34%
- YTD
- 9.63%
- 6M
- 8.65%
- 1Y
- 25.14%
- 3Y*
- 21.66%
- 5Y*
- 13.32%
- 10Y*
- —
FFTWX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FFTWX Fidelity Freedom 2025 Fund | 8.38% | 16.46% | 8.20% | 14.10% | -16.66% | 10.09% | 14.70% | 19.45% | -8.24% |
FNILX Fidelity ZERO Large Cap Index Fund | 9.63% | 17.81% | 25.47% | 27.45% | -19.37% | 26.67% | 21.13% | 31.79% | -13.60% |
Correlation
The correlation between FFTWX and FNILX is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.89 |
The correlation between FFTWX and FNILX has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
FFTWX vs. FNILX — Risk / Return Rank
FFTWX
FNILX
FFTWX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FFTWX | FNILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.38 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.94 | +0.09 |
| Martin ratioReturn relative to average drawdown | 13.04 | 12.99 | +0.05 |
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Drawdowns
FFTWX vs. FNILX - Drawdown Comparison
The maximum FFTWX drawdown since its inception was -47.51%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FFTWX and FNILX.
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Drawdown Indicators
| FFTWX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.51% | -33.76% | -13.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -9.01% | +2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -8.87% | -19.08% | +10.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -25.40% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -23.66% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -1.73% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -5.35% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 2.03% | -0.54% |
Volatility
FFTWX vs. FNILX - Volatility Comparison
The current volatility for Fidelity Freedom 2025 Fund (FFTWX) is 3.57%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.82%. This indicates that FFTWX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFTWX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 4.82% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 9.90% | -2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.62% | 12.61% | -3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.04% | 17.34% | -7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.12% | 20.04% | -9.92% |
FFTWX vs. FNILX - Expense Ratio Comparison
FFTWX has a 0.62% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Dividends
FFTWX vs. FNILX - Dividend Comparison
FFTWX's dividend yield for the trailing twelve months is around 6.75%, more than FNILX's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFTWX Fidelity Freedom 2025 Fund | 6.75% | 6.44% | 3.74% | 2.08% | 9.66% | 10.38% | 5.75% | 6.09% | 6.39% | 3.04% | 3.91% | 5.60% |
FNILX Fidelity ZERO Large Cap Index Fund | 0.92% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FFTWX and FNILX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNILX has higher volatility (4.82%) compared to FFTWX (3.57%). In terms of maximum drawdown, FFTWX dropped -47.51% vs FNILX's -33.76%.
FFTWX currently has the higher Sharpe Ratio (2.26 vs 2.10), 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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