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FIPFX vs. FTBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIPFX vs. FTBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2050 Fund Investor Class (FIPFX) and Fidelity Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

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FIPFX vs. FTBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIPFX
Fidelity Freedom Index 2050 Fund Investor Class
-1.55%21.40%14.15%19.91%-18.22%15.93%16.46%26.02%-7.28%20.54%
FTBFX
Fidelity Total Bond Fund
-0.29%7.50%2.50%7.25%-13.58%-0.44%9.34%9.89%-0.66%4.19%

Returns By Period

In the year-to-date period, FIPFX achieves a -1.55% return, which is significantly lower than FTBFX's -0.29% return. Over the past 10 years, FIPFX has outperformed FTBFX with an annualized return of 10.68%, while FTBFX has yielded a comparatively lower 2.60% annualized return.


FIPFX

1D
2.70%
1M
-5.46%
YTD
-1.55%
6M
1.03%
1Y
19.20%
3Y*
15.22%
5Y*
8.05%
10Y*
10.68%

FTBFX

1D
0.21%
1M
-1.74%
YTD
-0.29%
6M
0.46%
1Y
4.07%
3Y*
4.50%
5Y*
0.82%
10Y*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIPFX vs. FTBFX - Expense Ratio Comparison

FIPFX has a 0.12% expense ratio, which is lower than FTBFX's 0.45% expense ratio.


Return for Risk

FIPFX vs. FTBFX — Risk / Return Rank

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

FIPFX
FIPFX Risk / Return Rank: 7575
Overall Rank
FIPFX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FIPFX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FIPFX Omega Ratio Rank: 7272
Omega Ratio Rank
FIPFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FIPFX Martin Ratio Rank: 8282
Martin Ratio Rank

FTBFX
FTBFX Risk / Return Rank: 5353
Overall Rank
FTBFX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 3838
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FTBFX Martin Ratio Rank: 5454
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.

FIPFX vs. FTBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2050 Fund Investor Class (FIPFX) and Fidelity Total Bond Fund (FTBFX). 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.


FIPFXFTBFXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.01

+0.28

Sortino ratio

Return per unit of downside risk

1.87

1.44

+0.43

Omega ratio

Gain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratio

Return relative to maximum drawdown

1.82

1.74

+0.08

Martin ratio

Return relative to average drawdown

8.32

5.30

+3.01

FIPFX vs. FTBFX - Sharpe Ratio Comparison

The current FIPFX Sharpe Ratio is 1.29, which is comparable to the FTBFX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FIPFX and FTBFX, 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


FIPFXFTBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.01

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.15

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.56

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.93

-0.26

Correlation

The correlation between FIPFX and FTBFX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FIPFX vs. FTBFX - Dividend Comparison

FIPFX's dividend yield for the trailing twelve months is around 2.01%, less than FTBFX's 4.01% yield.


TTM20252024202320222021202020192018201720162015
FIPFX
Fidelity Freedom Index 2050 Fund Investor Class
2.01%1.97%2.00%1.94%2.02%1.93%1.95%15.16%2.28%2.05%2.09%2.00%
FTBFX
Fidelity Total Bond Fund
4.01%4.36%4.51%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%

Drawdowns

FIPFX vs. FTBFX - Drawdown Comparison

The maximum FIPFX drawdown since its inception was -30.71%, which is greater than FTBFX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for FIPFX and FTBFX.


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Drawdown Indicators


FIPFXFTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-30.71%

-18.25%

-12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-2.81%

-8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.20%

-18.25%

-7.95%

Max Drawdown (10Y)

Largest decline over 10 years

-30.71%

-18.25%

-12.46%

Current Drawdown

Current decline from peak

-6.51%

-2.15%

-4.36%

Average Drawdown

Average peak-to-trough decline

-4.24%

-2.31%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

0.92%

+1.45%

Volatility

FIPFX vs. FTBFX - Volatility Comparison

Fidelity Freedom Index 2050 Fund Investor Class (FIPFX) has a higher volatility of 5.83% compared to Fidelity Total Bond Fund (FTBFX) at 1.48%. This indicates that FIPFX's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIPFXFTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

1.48%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

2.46%

+6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

4.29%

+11.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.32%

5.62%

+8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

4.70%

+10.42%