PortfoliosLab logoPortfoliosLab logo
FFVFX vs. FRQHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFVFX vs. FRQHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2015 Fund (FFVFX) and Fidelity Managed Retirement 2010 Fund Class K6 (FRQHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFVFX vs. FRQHX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FFVFX
Fidelity Freedom 2015 Fund
0.25%13.19%6.20%11.38%-14.63%7.31%12.46%5.62%
FRQHX
Fidelity Managed Retirement 2010 Fund Class K6
0.30%10.01%4.68%8.75%-12.22%4.04%9.80%3.95%

Returns By Period

In the year-to-date period, FFVFX achieves a 0.25% return, which is significantly lower than FRQHX's 0.30% return.


FFVFX

1D
1.25%
1M
-2.88%
YTD
0.25%
6M
1.86%
1Y
10.94%
3Y*
8.61%
5Y*
3.76%
10Y*
6.27%

FRQHX

1D
0.75%
1M
-2.05%
YTD
0.30%
6M
1.41%
1Y
7.79%
3Y*
6.54%
5Y*
2.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FFVFX vs. FRQHX - Expense Ratio Comparison

FFVFX has a 0.54% expense ratio, which is higher than FRQHX's 0.26% expense ratio.


Return for Risk

FFVFX vs. FRQHX — Risk / Return Rank

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

FFVFX
FFVFX Risk / Return Rank: 8585
Overall Rank
FFVFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FFVFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FFVFX Omega Ratio Rank: 8383
Omega Ratio Rank
FFVFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FFVFX Martin Ratio Rank: 8686
Martin Ratio Rank

FRQHX
FRQHX Risk / Return Rank: 8484
Overall Rank
FRQHX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FRQHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FRQHX Omega Ratio Rank: 8282
Omega Ratio Rank
FRQHX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FRQHX Martin Ratio Rank: 8383
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.

FFVFX vs. FRQHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2015 Fund (FFVFX) and Fidelity Managed Retirement 2010 Fund Class K6 (FRQHX). 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.


FFVFXFRQHXDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.76

-0.12

Sortino ratio

Return per unit of downside risk

2.30

2.46

-0.16

Omega ratio

Gain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratio

Return relative to maximum drawdown

2.26

2.40

-0.14

Martin ratio

Return relative to average drawdown

9.39

9.49

-0.10

FFVFX vs. FRQHX - Sharpe Ratio Comparison

The current FFVFX Sharpe Ratio is 1.64, which is comparable to the FRQHX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of FFVFX and FRQHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFVFXFRQHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.76

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.49

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.72

-0.15

Correlation

The correlation between FFVFX and FRQHX is 0.95, 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

FFVFX vs. FRQHX - Dividend Comparison

FFVFX's dividend yield for the trailing twelve months is around 6.46%, more than FRQHX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
FFVFX
Fidelity Freedom 2015 Fund
6.46%6.48%3.94%2.61%8.38%10.74%6.83%6.70%7.96%3.71%3.72%5.55%
FRQHX
Fidelity Managed Retirement 2010 Fund Class K6
3.35%3.20%3.20%2.95%5.25%6.22%3.70%2.57%0.00%0.00%0.00%0.00%

Drawdowns

FFVFX vs. FRQHX - Drawdown Comparison

The maximum FFVFX drawdown since its inception was -39.04%, which is greater than FRQHX's maximum drawdown of -16.90%. Use the drawdown chart below to compare losses from any high point for FFVFX and FRQHX.


Loading graphics...

Drawdown Indicators


FFVFXFRQHXDifference

Max Drawdown

Largest peak-to-trough decline

-39.04%

-16.90%

-22.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.04%

-3.41%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

-16.90%

-3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-20.44%

Current Drawdown

Current decline from peak

-3.34%

-2.44%

-0.90%

Average Drawdown

Average peak-to-trough decline

-4.34%

-3.88%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

0.86%

+0.36%

Volatility

FFVFX vs. FRQHX - Volatility Comparison

Fidelity Freedom 2015 Fund (FFVFX) has a higher volatility of 3.13% compared to Fidelity Managed Retirement 2010 Fund Class K6 (FRQHX) at 2.11%. This indicates that FFVFX's price experiences larger fluctuations and is considered to be riskier than FRQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFVFXFRQHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

2.11%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

2.93%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

6.95%

4.65%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.52%

5.52%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

5.77%

+1.86%