FITWX vs. SVOL
FITWX (Fidelity Advisor Freedom 2025 Fund Class I) and SVOL (Simplify Volatility Premium ETF) are both funds - FITWX is a Target Retirement Date fund managed by Fidelity, while SVOL is a Volatility fund actively managed by Simplify. Over the past 5 years, FITWX returned 5.02%/yr vs 6.94%/yr for SVOL. Their 0.67 correlation means they have sometimes moved together and sometimes differently. FITWX charges 0.62%/yr vs 0.50%/yr for SVOL.
Performance
FITWX vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, FITWX achieves a 5.92% return, which is significantly higher than SVOL's 1.82% return.
FITWX
- 1D
- 1.28%
- 1M
- -1.04%
- 6M
- 3.68%
- YTD
- 5.92%
- 1Y
- 12.83%
- 3Y*
- 11.09%
- 5Y*
- 5.02%
- 10Y*
- 7.67%
- ALL TIME*
- 6.06%
SVOL
- 1D
- 1.15%
- 1M
- 0.58%
- 6M
- 0.98%
- YTD
- 1.82%
- 1Y
- 18.14%
- 3Y*
- 5.94%
- 5Y*
- 6.94%
- 10Y*
- —
- ALL TIME*
- 7.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $4.50M | $3.83M | $4.52M |
FITWX vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FITWX Fidelity Advisor Freedom 2025 Fund Class I | 5.92% | 16.17% | 7.91% | 13.53% | -16.64% | 5.74% |
SVOL Simplify Volatility Premium ETF | 1.82% | 2.41% | 6.77% | 22.88% | -3.30% | 12.70% |
Correlation
The correlation between FITWX and SVOL is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 13, 2021 | 0.67 |
The correlation between FITWX and SVOL has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
FITWX vs. SVOL — Risk / Return Rank
FITWX
SVOL
FITWX vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2025 Fund Class I (FITWX) and Simplify Volatility Premium ETF (SVOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FITWX | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.18 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.37 | +0.54 |
| Martin ratioReturn relative to average drawdown | 7.72 | 4.00 | +3.73 |
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Drawdowns
FITWX vs. SVOL - Drawdown Comparison
The maximum FITWX drawdown since its inception was -49.25%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for FITWX and SVOL.
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Drawdown Indicators
| FITWX | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.25% | -33.50% | -15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.46% | -11.42% | +4.96% |
Max Drawdown (3Y)Largest decline over 3 years | -8.67% | -33.50% | +24.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -33.50% | +9.82% |
Max Drawdown (10Y)Largest decline over 10 years | -23.68% | — | — |
Current DrawdownCurrent decline from peak | -1.93% | -1.33% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -4.68% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.92% | -2.32% |
Volatility
FITWX vs. SVOL - Volatility Comparison
The current volatility for Fidelity Advisor Freedom 2025 Fund Class I (FITWX) is 2.70%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 4.16%. This indicates that FITWX experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FITWX | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 4.16% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 9.66% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.95% | 17.23% | -8.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.05% | 21.96% | -11.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.11% | 21.74% | -11.63% |
FITWX vs. SVOL - Expense Ratio Comparison
FITWX has a 0.62% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Dividends
FITWX vs. SVOL - Dividend Comparison
FITWX's dividend yield for the trailing twelve months is around 7.78%, less than SVOL's 22.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITWX Fidelity Advisor Freedom 2025 Fund Class I | 7.78% | 7.67% | 2.64% | 2.01% | 9.01% | 9.32% | 6.30% | 6.62% | 9.78% | 4.11% | 4.64% | 5.26% |
SVOL Simplify Volatility Premium ETF | 22.14% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FITWX and SVOL have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVOL has higher volatility (4.16%) compared to FITWX (2.70%). In terms of maximum drawdown, FITWX dropped -49.25% vs SVOL's -33.50%.
FITWX currently has the higher Sharpe Ratio (1.39 vs 0.91), 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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