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FHAYX vs. FFFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHAYX vs. FFFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2010 Fund (FHAYX) and Fidelity Freedom Income Fund (FFFAX). The values are adjusted to include any dividend payments, if applicable.

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FHAYX vs. FFFAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHAYX
Fidelity Freedom Blend 2010 Fund
-0.75%11.13%5.01%9.63%-13.53%5.17%10.34%14.47%-6.50%
FFFAX
Fidelity Freedom Income Fund
-0.53%10.42%4.34%8.18%-11.33%3.12%8.93%10.74%-2.39%

Returns By Period

In the year-to-date period, FHAYX achieves a -0.75% return, which is significantly lower than FFFAX's -0.53% return.


FHAYX

1D
0.19%
1M
-3.80%
YTD
-0.75%
6M
0.68%
1Y
8.02%
3Y*
6.82%
5Y*
2.83%
10Y*

FFFAX

1D
0.18%
1M
-3.50%
YTD
-0.53%
6M
0.90%
1Y
7.44%
3Y*
6.16%
5Y*
2.61%
10Y*
4.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHAYX vs. FFFAX - Expense Ratio Comparison

FHAYX has a 0.41% expense ratio, which is lower than FFFAX's 0.47% expense ratio.


Return for Risk

FHAYX vs. FFFAX — Risk / Return Rank

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

FHAYX
FHAYX Risk / Return Rank: 8080
Overall Rank
FHAYX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FHAYX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FHAYX Omega Ratio Rank: 7878
Omega Ratio Rank
FHAYX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FHAYX Martin Ratio Rank: 8181
Martin Ratio Rank

FFFAX
FFFAX Risk / Return Rank: 8383
Overall Rank
FFFAX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FFFAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFFAX Omega Ratio Rank: 8080
Omega Ratio Rank
FFFAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FFFAX Martin Ratio Rank: 8484
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.

FHAYX vs. FFFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2010 Fund (FHAYX) and Fidelity Freedom Income Fund (FFFAX). 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.


FHAYXFFFAXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.56

-0.08

Sortino ratio

Return per unit of downside risk

2.07

2.16

-0.09

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

2.01

2.05

-0.04

Martin ratio

Return relative to average drawdown

8.07

8.59

-0.52

FHAYX vs. FFFAX - Sharpe Ratio Comparison

The current FHAYX Sharpe Ratio is 1.48, which is comparable to the FFFAX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FHAYX and FFFAX, 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


FHAYXFFFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.56

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.50

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.02

-0.40

Correlation

The correlation between FHAYX and FFFAX 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.


Dividends

FHAYX vs. FFFAX - Dividend Comparison

FHAYX's dividend yield for the trailing twelve months is around 3.05%, less than FFFAX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
FHAYX
Fidelity Freedom Blend 2010 Fund
3.05%3.03%2.78%2.63%5.16%6.07%3.22%2.42%0.00%0.00%0.00%0.00%
FFFAX
Fidelity Freedom Income Fund
3.27%3.29%3.13%2.92%5.89%6.12%4.37%3.65%5.17%3.74%3.21%3.28%

Drawdowns

FHAYX vs. FFFAX - Drawdown Comparison

The maximum FHAYX drawdown since its inception was -18.64%, roughly equal to the maximum FFFAX drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for FHAYX and FFFAX.


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Drawdown Indicators


FHAYXFFFAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.64%

-17.96%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-3.68%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-15.87%

-2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

Current Drawdown

Current decline from peak

-3.80%

-3.50%

-0.30%

Average Drawdown

Average peak-to-trough decline

-4.10%

-1.80%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.88%

+0.11%

Volatility

FHAYX vs. FFFAX - Volatility Comparison

Fidelity Freedom Blend 2010 Fund (FHAYX) and Fidelity Freedom Income Fund (FFFAX) have volatilities of 2.27% and 2.17%, 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


FHAYXFFFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

2.17%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

3.15%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.51%

4.80%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

5.28%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

4.57%

+2.16%