FHDDX vs. ISWIX

Last updated Jun 4, 2026

FHDDX (Fidelity Freedom Blend 2055 Fund Class K6) and ISWIX (Voya Solution Income Portfolio) are both Target Retirement Date funds. Over the past 5 years, FHDDX returned 10.92%/yr vs 3.97%/yr for ISWIX. Their correlation of 0.85 suggests significant overlap in exposure. FHDDX charges 0.29%/yr vs 0.25%/yr for ISWIX.

Performance

FHDDX vs. ISWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2055 Fund Class K6 (FHDDX) and Voya Solution Income Portfolio (ISWIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FHDDX achieves a 14.04% return, which is significantly higher than ISWIX's 5.07% return.

FHDDX

• 1D: 0.71%
• 1M: 5.48%
• YTD: 14.04%
• 6M: 15.52%
• 1Y: 31.27%
• 3Y*: 21.50%
• 5Y*: 10.92%
• 10Y*: —

ISWIX

• 1D: 0.08%
• 1M: 2.34%
• YTD: 5.07%
• 6M: 5.25%
• 1Y: 13.03%
• 3Y*: 9.58%
• 5Y*: 3.97%
• 10Y*: 5.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FHDDX vs. ISWIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FHDDX Fidelity Freedom Blend 2055 Fund Class K6	14.04%	22.85%	16.77%	20.77%	-18.91%	16.49%	18.00%	26.74%	-11.77%
ISWIX Voya Solution Income Portfolio	5.07%	11.26%	6.47%	10.89%	-14.74%	6.70%	12.19%	13.37%	-3.87%

Correlation

The correlation between FHDDX and ISWIX is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018	0.85

The correlation between FHDDX and ISWIX has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

Return for Risk

FHDDX vs. ISWIX — Risk / Return Rank

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

FHDDX

FHDDX Risk / Return Rank: 72
FHDDX Sharpe Ratio Rank: 73
FHDDX Sortino Ratio Rank: 68
FHDDX Omega Ratio Rank: 68
FHDDX Calmar Ratio Rank: 71
FHDDX Martin Ratio Rank: 78

ISWIX

ISWIX Risk / Return Rank: 78
ISWIX Sharpe Ratio Rank: 79
ISWIX Sortino Ratio Rank: 84
ISWIX Omega Ratio Rank: 77
ISWIX Calmar Ratio Rank: 71
ISWIX Martin Ratio Rank: 79

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.

FHDDX vs. ISWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2055 Fund Class K6 (FHDDX) and Voya Solution Income Portfolio (ISWIX). 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.

	FHDDX	ISWIX	Difference
Sharpe ratio: Return per unit of total volatility	2.50	2.61	-0.11
Sortino ratio: Return per unit of downside risk	3.45	4.01	-0.56
Omega ratio: Gain probability vs. loss probability	1.46	1.51	-0.04
Calmar ratio: Return relative to maximum drawdown	3.28	3.26	+0.03
Martin ratio: Return relative to average drawdown	14.56	14.76	-0.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FHDDX vs. ISWIX - Sharpe Ratio Comparison

The current FHDDX Sharpe Ratio is 2.50, which is comparable to the ISWIX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of FHDDX and ISWIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FHDDX	ISWIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	2.61	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.58	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.76	-0.02

Drawdowns

FHDDX vs. ISWIX - Drawdown Comparison

The maximum FHDDX drawdown since its inception was -31.34%, which is greater than ISWIX's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for FHDDX and ISWIX.

Drawdown Indicators

	FHDDX	ISWIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-27.14%	-4.20%
Max Drawdown (1Y) Largest decline over 1 year	-9.70%	-4.42%	-5.28%
Max Drawdown (3Y) Largest decline over 3 years	-15.50%	-6.47%	-9.03%
Max Drawdown (5Y) Largest decline over 5 years	-27.68%	-18.78%	-8.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-18.78%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.85%	-3.03%	-2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	0.94%	+1.24%

Volatility

FHDDX vs. ISWIX - Volatility Comparison

Fidelity Freedom Blend 2055 Fund Class K6 (FHDDX) has a higher volatility of 4.22% compared to Voya Solution Income Portfolio (ISWIX) at 1.89%. This indicates that FHDDX's price experiences larger fluctuations and is considered to be riskier than ISWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FHDDX	ISWIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	1.89%	+2.33%
Volatility (6M) Calculated over the trailing 6-month period	10.45%	4.42%	+6.03%
Volatility (1Y) Calculated over the trailing 1-year period	12.75%	5.52%	+7.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.13%	6.97%	+8.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	6.57%	+10.35%

FHDDX vs. ISWIX - Expense Ratio Comparison

FHDDX has a 0.29% expense ratio, which is higher than ISWIX's 0.25% expense ratio.

Dividends

FHDDX vs. ISWIX - Dividend Comparison

FHDDX's dividend yield for the trailing twelve months is around 3.30%, less than ISWIX's 3.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FHDDX Fidelity Freedom Blend 2055 Fund Class K6	3.30%	2.49%	5.24%	2.04%	6.20%	8.33%	4.63%	3.09%	3.76%	0.00%	0.00%	0.00%
ISWIX Voya Solution Income Portfolio	3.67%	3.85%	2.99%	4.17%	17.41%	6.86%	2.76%	5.10%	5.54%	2.79%	2.38%	6.99%

Frequently Asked Questions

Can I hold both FHDDX and ISWIX in my portfolio?

FHDDX and ISWIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FHDDX or ISWIX?

FHDDX has higher volatility (4.22%) compared to ISWIX (1.89%). In terms of maximum drawdown, FHDDX dropped -31.34% vs ISWIX's -27.14%.

Which has better risk-adjusted returns?

ISWIX currently has the higher Sharpe Ratio (2.61 vs 2.50), 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.