PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIKFX vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIKFX and SPYG is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FIKFX vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index Income Fund Investor Class (FIKFX) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
60.23%
693.09%
FIKFX
SPYG

Key characteristics

Sharpe Ratio

FIKFX:

1.36

SPYG:

0.58

Sortino Ratio

FIKFX:

1.99

SPYG:

0.87

Omega Ratio

FIKFX:

1.24

SPYG:

1.12

Calmar Ratio

FIKFX:

1.04

SPYG:

0.85

Martin Ratio

FIKFX:

5.88

SPYG:

2.43

Ulcer Index

FIKFX:

0.97%

SPYG:

4.68%

Daily Std Dev

FIKFX:

4.17%

SPYG:

19.60%

Max Drawdown

FIKFX:

-15.37%

SPYG:

-67.79%

Current Drawdown

FIKFX:

-0.42%

SPYG:

-12.26%

Returns By Period

In the year-to-date period, FIKFX achieves a 2.08% return, which is significantly higher than SPYG's -7.78% return. Over the past 10 years, FIKFX has underperformed SPYG with an annualized return of 2.38%, while SPYG has yielded a comparatively higher 14.05% annualized return.


FIKFX

YTD

2.08%

1M

-0.42%

6M

0.16%

1Y

6.23%

5Y*

2.98%

10Y*

2.38%

SPYG

YTD

-7.78%

1M

-7.45%

6M

-0.63%

1Y

11.20%

5Y*

19.46%

10Y*

14.05%

*Annualized

Compare stocks, funds, or ETFs

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


FIKFX vs. SPYG - Expense Ratio Comparison

FIKFX has a 0.12% expense ratio, which is higher than SPYG's 0.04% 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%.


FIKFX
Fidelity Freedom Index Income Fund Investor Class
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 SPYG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYG: 0.04%

Risk-Adjusted Performance

FIKFX vs. SPYG — 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 8686
Overall Rank
The Sharpe Ratio Rank of FIKFX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FIKFX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FIKFX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FIKFX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FIKFX is 8787
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 6161
Overall Rank
The Sharpe Ratio Rank of SPYG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 6161
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. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index Income Fund Investor Class (FIKFX) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


Sharpe ratio
The chart of Sharpe ratio for FIKFX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.00
FIKFX: 1.36
SPYG: 0.58
The chart of Sortino ratio for FIKFX, currently valued at 1.99, compared to the broader market0.002.004.006.008.00
FIKFX: 1.99
SPYG: 0.87
The chart of Omega ratio for FIKFX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.50
FIKFX: 1.24
SPYG: 1.12
The chart of Calmar ratio for FIKFX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.00
FIKFX: 1.04
SPYG: 0.85
The chart of Martin ratio for FIKFX, currently valued at 5.88, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
FIKFX: 5.88
SPYG: 2.43

The current FIKFX Sharpe Ratio is 1.36, which is higher than the SPYG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FIKFX and SPYG, 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
1.36
0.58
FIKFX
SPYG

Dividends

FIKFX vs. SPYG - Dividend Comparison

FIKFX's dividend yield for the trailing twelve months is around 3.12%, more than SPYG's 0.67% yield.


TTM20242023202220212020201920182017201620152014
FIKFX
Fidelity Freedom Index Income Fund Investor Class
3.12%3.13%2.85%2.86%1.43%1.25%2.06%2.05%1.53%1.53%1.89%2.83%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.67%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

FIKFX vs. SPYG - Drawdown Comparison

The maximum FIKFX drawdown since its inception was -15.37%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for FIKFX and SPYG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.42%
-12.26%
FIKFX
SPYG

Volatility

FIKFX vs. SPYG - Volatility Comparison

The current volatility for Fidelity Freedom Index Income Fund Investor Class (FIKFX) is 0.82%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.99%. This indicates that FIKFX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
0.82%
7.99%
FIKFX
SPYG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab