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FIWFX vs. FTLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWFX vs. FTLSX - 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 Flex Freedom Blend Income Fund (FTLSX). The values are adjusted to include any dividend payments, if applicable.

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FIWFX vs. FTLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIWFX
Fidelity Freedom Index 2015 Fund Institutional Premium Class
-1.32%11.81%6.76%11.32%-14.44%6.84%11.61%16.47%-3.39%6.05%
FTLSX
Fidelity Flex Freedom Blend Income Fund
-0.50%10.31%4.72%8.60%-11.33%3.30%9.04%10.97%-1.40%3.61%

Returns By Period

In the year-to-date period, FIWFX achieves a -1.32% return, which is significantly lower than FTLSX's -0.50% return.


FIWFX

1D
0.27%
1M
-4.06%
YTD
-1.32%
6M
0.28%
1Y
8.65%
3Y*
7.76%
5Y*
3.60%
10Y*
5.93%

FTLSX

1D
0.20%
1M
-3.46%
YTD
-0.50%
6M
0.89%
1Y
7.42%
3Y*
6.37%
5Y*
2.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIWFX vs. FTLSX - Expense Ratio Comparison

FIWFX has a 0.08% expense ratio, which is higher than FTLSX's 0.00% 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%.


Return for Risk

FIWFX vs. FTLSX — Risk / Return Rank

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

FIWFX
FIWFX Risk / Return Rank: 7878
Overall Rank
FIWFX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FIWFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FIWFX Omega Ratio Rank: 7575
Omega Ratio Rank
FIWFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FIWFX Martin Ratio Rank: 8080
Martin Ratio Rank

FTLSX
FTLSX Risk / Return Rank: 8383
Overall Rank
FTLSX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FTLSX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FTLSX Omega Ratio Rank: 8080
Omega Ratio Rank
FTLSX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FTLSX Martin Ratio Rank: 8484
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. FTLSX - 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 Flex Freedom Blend Income Fund (FTLSX). 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.


FIWFXFTLSXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.58

-0.20

Sortino ratio

Return per unit of downside risk

1.95

2.18

-0.23

Omega ratio

Gain probability vs. loss probability

1.29

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

1.83

2.06

-0.23

Martin ratio

Return relative to average drawdown

7.81

8.61

-0.81

FIWFX vs. FTLSX - Sharpe Ratio Comparison

The current FIWFX Sharpe Ratio is 1.38, which is comparable to the FTLSX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FIWFX and FTLSX, 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


FIWFXFTLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.58

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.53

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.85

-0.13

Correlation

The correlation between FIWFX and FTLSX is 0.89, 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. FTLSX - Dividend Comparison

FIWFX's dividend yield for the trailing twelve months is around 5.53%, more than FTLSX's 3.83% yield.


TTM20252024202320222021202020192018201720162015
FIWFX
Fidelity Freedom Index 2015 Fund Institutional Premium Class
5.53%5.46%5.21%2.60%3.14%2.90%2.67%18.25%3.19%1.99%1.91%1.77%
FTLSX
Fidelity Flex Freedom Blend Income Fund
3.83%3.68%3.37%3.19%5.28%4.91%3.06%4.44%4.26%1.97%0.00%0.00%

Drawdowns

FIWFX vs. FTLSX - Drawdown Comparison

The maximum FIWFX drawdown since its inception was -19.50%, which is greater than FTLSX's maximum drawdown of -15.74%. Use the drawdown chart below to compare losses from any high point for FIWFX and FTLSX.


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Drawdown Indicators


FIWFXFTLSXDifference

Max Drawdown

Largest peak-to-trough decline

-19.50%

-15.74%

-3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-3.65%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-15.74%

-3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-19.50%

Current Drawdown

Current decline from peak

-4.06%

-3.46%

-0.60%

Average Drawdown

Average peak-to-trough decline

-3.33%

-2.86%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.87%

+0.23%

Volatility

FIWFX vs. FTLSX - Volatility Comparison

Fidelity Freedom Index 2015 Fund Institutional Premium Class (FIWFX) has a higher volatility of 2.42% compared to Fidelity Flex Freedom Blend Income Fund (FTLSX) at 2.12%. This indicates that FIWFX's price experiences larger fluctuations and is considered to be riskier than FTLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIWFXFTLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

2.12%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

3.10%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

6.43%

4.82%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

5.34%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.48%

4.74%

+2.74%