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FIPDX vs. FIKFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIPDX vs. FIKFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FIPDX achieves a 1.66% return, which is significantly lower than FIKFX's 4.19% return. Over the past 10 years, FIPDX has underperformed FIKFX with an annualized return of 2.67%, while FIKFX has yielded a comparatively higher 4.24% annualized return.


FIPDX

1D
0.00%
1M
0.11%
YTD
1.66%
6M
1.22%
1Y
5.23%
3Y*
4.08%
5Y*
1.22%
10Y*
2.67%

FIKFX

1D
0.08%
1M
1.67%
YTD
4.19%
6M
4.33%
1Y
10.42%
3Y*
7.66%
5Y*
3.25%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIPDX vs. FIKFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIPDX
Fidelity Inflation-Protected Bond Index Fund
1.66%6.90%2.00%3.77%-12.09%5.94%10.90%8.32%-1.37%2.98%
FIKFX
Fidelity Freedom Index Income Fund Investor Class
4.19%9.23%4.96%8.28%-11.09%2.79%8.54%10.59%-0.76%6.66%

Correlation

The correlation between FIPDX and FIKFX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since May 11, 2012

0.47

The correlation between FIPDX and FIKFX shifts across timeframes, from 0.47 (all time) to 0.73 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FIPDX vs. FIKFX — Risk / Return Rank

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

FIPDX
FIPDX Risk / Return Rank: 3434
Overall Rank
FIPDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIPDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIPDX Omega Ratio Rank: 2929
Omega Ratio Rank
FIPDX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FIPDX Martin Ratio Rank: 3434
Martin Ratio Rank

FIKFX
FIKFX Risk / Return Rank: 7777
Overall Rank
FIKFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FIKFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FIKFX Omega Ratio Rank: 8181
Omega Ratio Rank
FIKFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FIKFX 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.

FIPDX vs. FIKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Inflation-Protected Bond Index Fund (FIPDX) and Fidelity Freedom Index Income Fund Investor Class (FIKFX). 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.


FIPDXFIKFXDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.28

1.54

-0.26

Calmar ratioReturn relative to maximum drawdown

2.65

3.15

-0.50

Martin ratioReturn relative to average drawdown

7.78

14.03

-6.26

FIPDX vs. FIKFX - Sharpe Ratio Comparison

The current FIPDX Sharpe Ratio is 1.53, which is lower than the FIKFX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of FIPDX and FIKFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FIPDXFIKFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.63

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.64

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.96

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.01

-0.60

Drawdowns

FIPDX vs. FIKFX - Drawdown Comparison

The maximum FIPDX drawdown since its inception was -14.32%, roughly equal to the maximum FIKFX drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for FIPDX and FIKFX.


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Drawdown Indicators


FIPDXFIKFXDifference

Max Drawdown

Largest peak-to-trough decline

-14.32%

-15.03%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

-3.32%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-4.49%

-4.76%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

-15.03%

+0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-14.32%

-15.03%

+0.71%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.47%

-1.72%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.74%

-0.08%

Volatility

FIPDX vs. FIKFX - Volatility Comparison

The current volatility for Fidelity Inflation-Protected Bond Index Fund (FIPDX) is 0.90%, while Fidelity Freedom Index Income Fund Investor Class (FIKFX) has a volatility of 1.49%. This indicates that FIPDX experiences smaller price fluctuations and is considered to be less risky than FIKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIPDXFIKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

1.49%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

3.31%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

3.98%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

5.12%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

4.44%

+0.93%

FIPDX vs. FIKFX - Expense Ratio Comparison

FIPDX has a 0.05% expense ratio, which is lower than FIKFX's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FIPDX vs. FIKFX - Dividend Comparison

FIPDX's dividend yield for the trailing twelve months is around 3.79%, more than FIKFX's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
FIKFX
Fidelity Freedom Index Income Fund Investor Class
3.19%3.40%3.13%2.85%3.06%2.04%2.18%7.27%2.94%1.89%1.65%1.39%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
3.79%4.18%3.75%3.56%8.87%4.76%1.24%1.97%2.26%1.29%1.34%0.38%

Frequently Asked Questions


FIPDX and FIKFX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIKFX has higher volatility (1.49%) compared to FIPDX (0.90%). In terms of maximum drawdown, FIPDX dropped -14.32% vs FIKFX's -15.03%.

FIKFX currently has the higher Sharpe Ratio (2.63 vs 1.53), 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.

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