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FFTWX vs. FXIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTWX vs. FXIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund (FFTWX) and Fidelity Freedom Index 2030 Fund Investor Class (FXIFX). The values are adjusted to include any dividend payments, if applicable.

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FFTWX vs. FXIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTWX
Fidelity Freedom 2025 Fund
0.54%16.46%8.20%14.10%-16.66%10.09%14.70%19.45%-5.93%15.57%
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
-0.35%15.89%9.50%15.10%-16.55%10.84%14.34%22.07%-5.64%18.05%

Returns By Period

In the year-to-date period, FFTWX achieves a 0.54% return, which is significantly higher than FXIFX's -0.35% return. Over the past 10 years, FFTWX has underperformed FXIFX with an annualized return of 7.77%, while FXIFX has yielded a comparatively higher 8.44% annualized return.


FFTWX

1D
0.60%
1M
-2.03%
YTD
0.54%
6M
2.43%
1Y
14.65%
3Y*
11.02%
5Y*
5.06%
10Y*
7.77%

FXIFX

1D
0.58%
1M
-2.30%
YTD
-0.35%
6M
1.25%
1Y
13.67%
3Y*
11.21%
5Y*
5.51%
10Y*
8.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFTWX vs. FXIFX - Expense Ratio Comparison

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


Return for Risk

FFTWX vs. FXIFX — Risk / Return Rank

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

FFTWX
FFTWX Risk / Return Rank: 7878
Overall Rank
FFTWX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FFTWX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FFTWX Omega Ratio Rank: 7777
Omega Ratio Rank
FFTWX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FFTWX Martin Ratio Rank: 8080
Martin Ratio Rank

FXIFX
FXIFX Risk / Return Rank: 7171
Overall Rank
FXIFX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FXIFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FXIFX Omega Ratio Rank: 6868
Omega Ratio Rank
FXIFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FXIFX Martin Ratio Rank: 7474
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. FXIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and Fidelity Freedom Index 2030 Fund Investor Class (FXIFX). 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.


FFTWXFXIFXDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.38

+0.14

Sortino ratio

Return per unit of downside risk

2.15

1.98

+0.17

Omega ratio

Gain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

2.15

1.94

+0.21

Martin ratio

Return relative to average drawdown

9.05

8.44

+0.61

FFTWX vs. FXIFX - Sharpe Ratio Comparison

The current FFTWX Sharpe Ratio is 1.53, which is comparable to the FXIFX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FFTWX and FXIFX, 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


FFTWXFXIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.38

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.54

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.75

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.71

-0.20

Correlation

The correlation between FFTWX and FXIFX is 0.98, 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.


Dividends

FFTWX vs. FXIFX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 6.40%, more than FXIFX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
FFTWX
Fidelity Freedom 2025 Fund
6.40%6.44%3.74%2.08%9.66%10.38%5.75%6.09%6.39%3.04%3.91%5.60%
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
3.35%3.34%2.67%2.26%2.69%2.13%2.40%16.73%2.13%1.84%1.94%2.02%

Drawdowns

FFTWX vs. FXIFX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -47.51%, which is greater than FXIFX's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for FFTWX and FXIFX.


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Drawdown Indicators


FFTWXFXIFXDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-23.90%

-23.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-6.42%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-23.28%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-23.66%

-23.90%

+0.24%

Current Drawdown

Current decline from peak

-4.03%

-4.13%

+0.10%

Average Drawdown

Average peak-to-trough decline

-5.61%

-3.63%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

1.71%

-0.01%

Volatility

FFTWX vs. FXIFX - Volatility Comparison

Fidelity Freedom 2025 Fund (FFTWX) and Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) have volatilities of 4.14% and 3.99%, 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.


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Volatility by Period


FFTWXFXIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

3.99%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

6.11%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

9.86%

10.23%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.87%

10.30%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.05%

11.22%

-1.17%