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FIKFX vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIKFX and BNDW is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

FIKFX vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index Income Fund Investor Class (FIKFX) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.49%
11.23%
FIKFX
BNDW

Key characteristics

Sharpe Ratio

FIKFX:

1.40

BNDW:

1.54

Sortino Ratio

FIKFX:

2.02

BNDW:

2.28

Omega Ratio

FIKFX:

1.26

BNDW:

1.27

Calmar Ratio

FIKFX:

1.22

BNDW:

0.61

Martin Ratio

FIKFX:

6.29

BNDW:

5.68

Ulcer Index

FIKFX:

1.04%

BNDW:

1.16%

Daily Std Dev

FIKFX:

4.69%

BNDW:

4.28%

Max Drawdown

FIKFX:

-15.37%

BNDW:

-17.22%

Current Drawdown

FIKFX:

-1.59%

BNDW:

-4.54%

Returns By Period

In the year-to-date period, FIKFX achieves a 0.88% return, which is significantly lower than BNDW's 1.95% return.


FIKFX

YTD

0.88%

1M

-1.09%

6M

0.34%

1Y

6.38%

5Y*

2.17%

10Y*

2.18%

BNDW

YTD

1.95%

1M

0.98%

6M

1.65%

1Y

6.85%

5Y*

-0.34%

10Y*

N/A

*Annualized

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FIKFX vs. BNDW - Expense Ratio Comparison

FIKFX has a 0.12% expense ratio, which is higher than BNDW's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for FIKFX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIKFX: 0.12%
Expense ratio chart for BNDW: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDW: 0.06%

Risk-Adjusted Performance

FIKFX vs. BNDW — Risk-Adjusted Performance Rank

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

FIKFX
The Risk-Adjusted Performance Rank of FIKFX is 8787
Overall Rank
The Sharpe Ratio Rank of FIKFX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FIKFX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FIKFX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FIKFX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FIKFX is 8888
Martin Ratio Rank

BNDW
The Risk-Adjusted Performance Rank of BNDW is 8686
Overall Rank
The Sharpe Ratio Rank of BNDW is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIKFX vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index Income Fund Investor Class (FIKFX) and Vanguard Total World Bond ETF (BNDW). 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.


The chart of Sharpe ratio for FIKFX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.00
FIKFX: 1.40
BNDW: 1.54
The chart of Sortino ratio for FIKFX, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.00
FIKFX: 2.02
BNDW: 2.28
The chart of Omega ratio for FIKFX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.00
FIKFX: 1.26
BNDW: 1.27
The chart of Calmar ratio for FIKFX, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.00
FIKFX: 1.22
BNDW: 0.61
The chart of Martin ratio for FIKFX, currently valued at 6.29, compared to the broader market0.0010.0020.0030.0040.0050.00
FIKFX: 6.29
BNDW: 5.68

The current FIKFX Sharpe Ratio is 1.40, which is comparable to the BNDW Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of FIKFX and BNDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.40
1.54
FIKFX
BNDW

Dividends

FIKFX vs. BNDW - Dividend Comparison

FIKFX's dividend yield for the trailing twelve months is around 2.99%, less than BNDW's 3.95% yield.


TTM20242023202220212020201920182017201620152014
FIKFX
Fidelity Freedom Index Income Fund Investor Class
2.99%3.13%2.85%2.86%1.43%1.25%2.06%2.05%1.53%1.53%1.89%2.83%
BNDW
Vanguard Total World Bond ETF
3.95%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%

Drawdowns

FIKFX vs. BNDW - Drawdown Comparison

The maximum FIKFX drawdown since its inception was -15.37%, smaller than the maximum BNDW drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for FIKFX and BNDW. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.59%
-4.54%
FIKFX
BNDW

Volatility

FIKFX vs. BNDW - Volatility Comparison

Fidelity Freedom Index Income Fund Investor Class (FIKFX) has a higher volatility of 2.57% compared to Vanguard Total World Bond ETF (BNDW) at 1.51%. This indicates that FIKFX's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.57%
1.51%
FIKFX
BNDW