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FIAFX vs. ONEQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIAFX vs. ONEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Income Fund Class I (FIAFX) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). The values are adjusted to include any dividend payments, if applicable.

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FIAFX vs. ONEQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIAFX
Fidelity Advisor Freedom Income Fund Class I
-0.65%10.07%4.29%8.05%-11.40%3.13%8.79%11.10%-1.80%7.30%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
-6.77%20.89%29.30%45.73%-32.12%22.11%44.87%38.01%-3.18%29.29%

Returns By Period

In the year-to-date period, FIAFX achieves a -0.65% return, which is significantly higher than ONEQ's -6.77% return. Over the past 10 years, FIAFX has underperformed ONEQ with an annualized return of 4.01%, while ONEQ has yielded a comparatively higher 17.18% annualized return.


FIAFX

1D
0.19%
1M
-3.60%
YTD
-0.65%
6M
0.64%
1Y
6.98%
3Y*
5.97%
5Y*
2.48%
10Y*
4.01%

ONEQ

1D
3.78%
1M
-4.49%
YTD
-6.77%
6M
-4.24%
1Y
25.78%
3Y*
21.89%
5Y*
11.02%
10Y*
17.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIAFX vs. ONEQ - Expense Ratio Comparison

FIAFX has a 0.47% expense ratio, which is higher than ONEQ's 0.21% expense ratio.


Return for Risk

FIAFX vs. ONEQ — Risk / Return Rank

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

FIAFX
FIAFX Risk / Return Rank: 8080
Overall Rank
FIAFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FIAFX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FIAFX Omega Ratio Rank: 7979
Omega Ratio Rank
FIAFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FIAFX Martin Ratio Rank: 8181
Martin Ratio Rank

ONEQ
ONEQ Risk / Return Rank: 7272
Overall Rank
ONEQ Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ONEQ Sortino Ratio Rank: 7272
Sortino Ratio Rank
ONEQ Omega Ratio Rank: 7171
Omega Ratio Rank
ONEQ Calmar Ratio Rank: 7878
Calmar Ratio Rank
ONEQ 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.

FIAFX vs. ONEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Income Fund Class I (FIAFX) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). 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.


FIAFXONEQDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.12

+0.39

Sortino ratio

Return per unit of downside risk

2.08

1.72

+0.36

Omega ratio

Gain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

1.88

1.95

-0.07

Martin ratio

Return relative to average drawdown

7.96

7.24

+0.72

FIAFX vs. ONEQ - Sharpe Ratio Comparison

The current FIAFX Sharpe Ratio is 1.50, which is higher than the ONEQ Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of FIAFX and ONEQ, 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


FIAFXONEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.12

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.50

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.80

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.60

+0.21

Correlation

The correlation between FIAFX and ONEQ is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIAFX vs. ONEQ - Dividend Comparison

FIAFX's dividend yield for the trailing twelve months is around 3.24%, more than ONEQ's 0.83% yield.


TTM20252024202320222021202020192018201720162015
FIAFX
Fidelity Advisor Freedom Income Fund Class I
3.24%3.14%3.03%2.88%5.95%5.27%3.82%3.77%5.61%3.31%3.09%3.04%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.83%0.54%0.65%0.71%0.97%0.54%0.71%2.51%1.08%0.84%1.12%1.04%

Drawdowns

FIAFX vs. ONEQ - Drawdown Comparison

The maximum FIAFX drawdown since its inception was -18.94%, smaller than the maximum ONEQ drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for FIAFX and ONEQ.


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Drawdown Indicators


FIAFXONEQDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-55.09%

+36.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-13.13%

+9.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.92%

-35.23%

+19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-15.92%

-35.23%

+19.31%

Current Drawdown

Current decline from peak

-3.60%

-9.34%

+5.74%

Average Drawdown

Average peak-to-trough decline

-2.11%

-8.01%

+5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

3.53%

-2.64%

Volatility

FIAFX vs. ONEQ - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Income Fund Class I (FIAFX) is 2.13%, while Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) has a volatility of 6.93%. This indicates that FIAFX experiences smaller price fluctuations and is considered to be less risky than ONEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIAFXONEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

6.93%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

12.90%

-9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

23.22%

-18.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

22.16%

-16.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.59%

21.67%

-17.08%