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FIWTX vs. FIWFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWTX vs. FIWFX - 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 Fidelity Freedom Index 2015 Fund Institutional Premium Class (FIWFX). The values are adjusted to include any dividend payments, if applicable.

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FIWTX vs. FIWFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

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


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIWTX vs. FIWFX - Expense Ratio Comparison

Both FIWTX and FIWFX 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

FIWTX vs. FIWFX — Risk / Return Rank

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

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

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
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.

FIWTX vs. FIWFX - Risk-Adjusted Trends Comparison

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


FIWTXFIWFXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.51

-0.07

Sortino ratio

Return per unit of downside risk

2.06

2.15

-0.09

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

2.00

2.12

-0.12

Martin ratio

Return relative to average drawdown

8.57

8.87

-0.30

FIWTX vs. FIWFX - Sharpe Ratio Comparison

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


FIWTXFIWFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.51

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.51

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.81

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.73

-0.03

Correlation

The correlation between FIWTX and FIWFX 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

FIWTX vs. FIWFX - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

FIWTX vs. FIWFX - Drawdown Comparison

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


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Drawdown Indicators


FIWTXFIWFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-19.50%

-2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-5.72%

-4.68%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-19.50%

-2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-21.59%

-19.50%

-2.09%

Current Drawdown

Current decline from peak

-3.68%

-3.09%

-0.59%

Average Drawdown

Average peak-to-trough decline

-3.71%

-3.33%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.12%

+0.22%

Volatility

FIWTX vs. FIWFX - Volatility Comparison

Fidelity Freedom Index 2020 Fund Institutional Premium Class (FIWTX) has a higher volatility of 3.21% compared to Fidelity Freedom Index 2015 Fund Institutional Premium Class (FIWFX) at 2.68%. This indicates that FIWTX's price experiences larger fluctuations and is considered to be riskier than FIWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIWTXFIWFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.68%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

3.91%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

7.89%

6.49%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.54%

7.27%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.80%

7.49%

+1.31%