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FIWFX vs. FIWTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWFX vs. FIWTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2015 Fund Institutional Premium Class (FIWFX) and Fidelity Freedom Index 2020 Fund Institutional Premium Class (FIWTX). The values are adjusted to include any dividend payments, if applicable.

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FIWFX vs. FIWTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIWFX
Fidelity Freedom Index 2015 Fund Institutional Premium Class
-0.33%11.81%6.76%11.32%-14.44%6.84%11.61%16.47%-3.39%12.67%
FIWTX
Fidelity Freedom Index 2020 Fund Institutional Premium Class
-0.53%13.40%7.73%12.72%-15.86%8.40%12.75%18.25%-3.86%13.95%

Returns By Period

In the year-to-date period, FIWFX achieves a -0.33% return, which is significantly higher than FIWTX's -0.53% return. Over the past 10 years, FIWFX has underperformed FIWTX with an annualized return of 6.03%, while FIWTX has yielded a comparatively higher 6.77% annualized return.


FIWFX

1D
1.01%
1M
-2.65%
YTD
-0.33%
6M
1.03%
1Y
9.44%
3Y*
8.12%
5Y*
3.65%
10Y*
6.03%

FIWTX

1D
1.27%
1M
-3.18%
YTD
-0.53%
6M
0.95%
1Y
10.96%
3Y*
9.18%
5Y*
4.17%
10Y*
6.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIWFX vs. FIWTX - Expense Ratio Comparison

Both FIWFX and FIWTX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FIWFX vs. FIWTX — Risk / Return Rank

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

FIWFX
FIWFX Risk / Return Rank: 8080
Overall Rank
FIWFX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FIWFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FIWFX Omega Ratio Rank: 7878
Omega Ratio Rank
FIWFX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FIWFX Martin Ratio Rank: 8282
Martin Ratio Rank

FIWTX
FIWTX Risk / Return Rank: 7878
Overall Rank
FIWTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FIWTX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIWTX Omega Ratio Rank: 7676
Omega Ratio Rank
FIWTX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FIWTX Martin Ratio Rank: 8181
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.

FIWFX vs. FIWTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2015 Fund Institutional Premium Class (FIWFX) and Fidelity Freedom Index 2020 Fund Institutional Premium Class (FIWTX). 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.


FIWFXFIWTXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.44

+0.07

Sortino ratio

Return per unit of downside risk

2.15

2.06

+0.09

Omega ratio

Gain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

2.12

2.00

+0.12

Martin ratio

Return relative to average drawdown

8.87

8.57

+0.30

FIWFX vs. FIWTX - Sharpe Ratio Comparison

The current FIWFX Sharpe Ratio is 1.51, which is comparable to the FIWTX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FIWFX and FIWTX, 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


FIWFXFIWTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.44

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.49

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.77

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.70

+0.03

Correlation

The correlation between FIWFX and FIWTX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIWFX vs. FIWTX - Dividend Comparison

FIWFX's dividend yield for the trailing twelve months is around 5.48%, less than FIWTX's 6.03% yield.


TTM20252024202320222021202020192018201720162015
FIWFX
Fidelity Freedom Index 2015 Fund Institutional Premium Class
5.48%5.46%5.21%2.60%3.14%2.90%2.67%18.25%3.19%1.99%1.91%1.77%
FIWTX
Fidelity Freedom Index 2020 Fund Institutional Premium Class
6.03%6.00%5.88%2.47%3.00%2.77%2.57%17.46%2.56%1.89%1.90%1.79%

Drawdowns

FIWFX vs. FIWTX - Drawdown Comparison

The maximum FIWFX drawdown since its inception was -19.50%, smaller than the maximum FIWTX drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for FIWFX and FIWTX.


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Drawdown Indicators


FIWFXFIWTXDifference

Max Drawdown

Largest peak-to-trough decline

-19.50%

-21.59%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-5.72%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-21.59%

+2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-19.50%

-21.59%

+2.09%

Current Drawdown

Current decline from peak

-3.09%

-3.68%

+0.59%

Average Drawdown

Average peak-to-trough decline

-3.33%

-3.71%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

1.34%

-0.22%

Volatility

FIWFX vs. FIWTX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2015 Fund Institutional Premium Class (FIWFX) is 2.68%, while Fidelity Freedom Index 2020 Fund Institutional Premium Class (FIWTX) has a volatility of 3.21%. This indicates that FIWFX experiences smaller price fluctuations and is considered to be less risky than FIWTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIWFXFIWTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

3.21%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.91%

4.73%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

6.49%

7.89%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.27%

8.54%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

8.80%

-1.31%