PortfoliosLab logoPortfoliosLab logo
FIWFX vs. PDDDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWFX vs. PDDDX - 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 Prudential Day One 2020 Fund (PDDDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FIWFX vs. PDDDX - 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%12.17%
PDDDX
Prudential Day One 2020 Fund
0.77%10.40%15.97%9.52%-12.63%36.80%8.13%14.99%-4.65%10.17%

Returns By Period

In the year-to-date period, FIWFX achieves a -0.33% return, which is significantly lower than PDDDX's 0.77% 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%

PDDDX

1D
1.16%
1M
-2.33%
YTD
0.77%
6M
1.81%
1Y
9.25%
3Y*
10.93%
5Y*
10.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIWFX vs. PDDDX - Expense Ratio Comparison

FIWFX has a 0.08% expense ratio, which is lower than PDDDX's 0.76% expense ratio.


Return for Risk

FIWFX vs. PDDDX — 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

PDDDX
PDDDX Risk / Return Rank: 7676
Overall Rank
PDDDX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PDDDX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PDDDX Omega Ratio Rank: 7676
Omega Ratio Rank
PDDDX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PDDDX Martin Ratio Rank: 8282
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. PDDDX - 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 Prudential Day One 2020 Fund (PDDDX). 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.


FIWFXPDDDXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.43

+0.08

Sortino ratio

Return per unit of downside risk

2.15

2.03

+0.12

Omega ratio

Gain probability vs. loss probability

1.31

1.31

+0.01

Calmar ratio

Return relative to maximum drawdown

2.12

1.83

+0.29

Martin ratio

Return relative to average drawdown

8.87

8.88

-0.01

FIWFX vs. PDDDX - Sharpe Ratio Comparison

The current FIWFX Sharpe Ratio is 1.51, which is comparable to the PDDDX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of FIWFX and PDDDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FIWFXPDDDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.43

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.77

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.78

-0.05

Correlation

The correlation between FIWFX and PDDDX is 0.93, 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. PDDDX - Dividend Comparison

FIWFX's dividend yield for the trailing twelve months is around 5.48%, more than PDDDX's 4.02% 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%
PDDDX
Prudential Day One 2020 Fund
4.02%4.05%19.73%3.22%8.41%28.05%1.91%3.76%3.05%0.86%0.00%0.00%

Drawdowns

FIWFX vs. PDDDX - Drawdown Comparison

The maximum FIWFX drawdown since its inception was -19.50%, roughly equal to the maximum PDDDX drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for FIWFX and PDDDX.


Loading graphics...

Drawdown Indicators


FIWFXPDDDXDifference

Max Drawdown

Largest peak-to-trough decline

-19.50%

-18.88%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-5.29%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-16.64%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-19.50%

Current Drawdown

Current decline from peak

-3.09%

-2.60%

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.33%

-3.06%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

1.09%

+0.03%

Volatility

FIWFX vs. PDDDX - Volatility Comparison

Fidelity Freedom Index 2015 Fund Institutional Premium Class (FIWFX) has a higher volatility of 2.68% compared to Prudential Day One 2020 Fund (PDDDX) at 2.43%. This indicates that FIWFX's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FIWFXPDDDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.43%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.91%

3.72%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.49%

6.65%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.27%

13.75%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

11.45%

-3.96%