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FIWTX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIWTX and BND 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.


-0.50.00.51.0
Correlation: -0.0

Performance

FIWTX vs. BND - Performance Comparison

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

10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
37.65%
17.62%
FIWTX
BND

Key characteristics

Sharpe Ratio

FIWTX:

0.61

BND:

1.33

Sortino Ratio

FIWTX:

0.91

BND:

1.93

Omega Ratio

FIWTX:

1.12

BND:

1.23

Calmar Ratio

FIWTX:

0.64

BND:

0.52

Martin Ratio

FIWTX:

2.28

BND:

3.43

Ulcer Index

FIWTX:

2.32%

BND:

2.05%

Daily Std Dev

FIWTX:

8.62%

BND:

5.31%

Max Drawdown

FIWTX:

-27.78%

BND:

-18.84%

Current Drawdown

FIWTX:

-3.35%

BND:

-6.87%

Returns By Period

In the year-to-date period, FIWTX achieves a 1.20% return, which is significantly lower than BND's 2.74% return.


FIWTX

YTD

1.20%

1M

-0.44%

6M

-1.13%

1Y

5.75%

5Y*

4.90%

10Y*

N/A

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

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FIWTX vs. BND - Expense Ratio Comparison

FIWTX has a 0.08% expense ratio, which is higher than BND's 0.03% 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%.


Expense ratio chart for FIWTX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIWTX: 0.08%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

FIWTX vs. BND — Risk-Adjusted Performance Rank

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

FIWTX
The Risk-Adjusted Performance Rank of FIWTX is 6464
Overall Rank
The Sharpe Ratio Rank of FIWTX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FIWTX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FIWTX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FIWTX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FIWTX is 6262
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIWTX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2020 Fund Institutional Premium Class (FIWTX) and Vanguard Total Bond Market ETF (BND). 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.


The chart of Sharpe ratio for FIWTX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.00
FIWTX: 0.61
BND: 1.33
The chart of Sortino ratio for FIWTX, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.00
FIWTX: 0.91
BND: 1.93
The chart of Omega ratio for FIWTX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
FIWTX: 1.12
BND: 1.23
The chart of Calmar ratio for FIWTX, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.00
FIWTX: 0.64
BND: 0.52
The chart of Martin ratio for FIWTX, currently valued at 2.27, compared to the broader market0.0010.0020.0030.0040.00
FIWTX: 2.28
BND: 3.43

The current FIWTX Sharpe Ratio is 0.61, which is lower than the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FIWTX and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.61
1.33
FIWTX
BND

Dividends

FIWTX vs. BND - Dividend Comparison

FIWTX's dividend yield for the trailing twelve months is around 5.81%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
FIWTX
Fidelity Freedom Index 2020 Fund Institutional Premium Class
5.81%5.88%2.47%3.00%2.77%2.57%17.46%2.56%1.89%1.90%1.79%0.00%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

FIWTX vs. BND - Drawdown Comparison

The maximum FIWTX drawdown since its inception was -27.78%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FIWTX and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.35%
-6.87%
FIWTX
BND

Volatility

FIWTX vs. BND - Volatility Comparison

Fidelity Freedom Index 2020 Fund Institutional Premium Class (FIWTX) has a higher volatility of 5.49% compared to Vanguard Total Bond Market ETF (BND) at 2.19%. This indicates that FIWTX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.49%
2.19%
FIWTX
BND