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FJAPX vs. MLLIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FJAPX vs. MLLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2015 Fund Class Z (FJAPX) and MFS Lifetime Income Fund (MLLIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FJAPX achieves a 4.95% return, which is significantly higher than MLLIX's 3.48% return.


FJAPX

1D
0.86%
1M
-0.77%
6M
3.19%
YTD
4.95%
1Y
10.56%
3Y*
9.04%
5Y*
3.76%
10Y*
ALL TIME*
5.84%

MLLIX

1D
0.32%
1M
-0.32%
6M
2.18%
YTD
3.48%
1Y
7.47%
3Y*
7.16%
5Y*
3.05%
10Y*
4.87%
ALL TIME*
5.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FJAPX vs. MLLIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FJAPX
Fidelity Advisor Freedom Blend 2015 Fund Class Z
4.95%12.78%6.14%11.36%-15.00%7.00%12.10%16.66%-5.85%
MLLIX
MFS Lifetime Income Fund
3.48%9.32%5.62%9.12%-11.99%6.63%10.06%13.91%-3.74%

Correlation

The correlation between FJAPX and MLLIX is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2018

0.91

The correlation between FJAPX and MLLIX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

FJAPX vs. MLLIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FJAPX
FJAPX Risk / Return Rank: 6565
Overall Rank
FJAPX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FJAPX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FJAPX Omega Ratio Rank: 6666
Omega Ratio Rank
FJAPX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FJAPX Martin Ratio Rank: 7171
Martin Ratio Rank

MLLIX
MLLIX Risk / Return Rank: 6666
Overall Rank
MLLIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MLLIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
MLLIX Omega Ratio Rank: 6969
Omega Ratio Rank
MLLIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
MLLIX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FJAPX vs. MLLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2015 Fund Class Z (FJAPX) and MFS Lifetime Income Fund (MLLIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FJAPXMLLIXDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.31

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.24

1.97

+0.27

Martin ratioReturn relative to average drawdown

9.24

8.67

+0.57

FJAPX vs. MLLIX - Sharpe Ratio Comparison

The current FJAPX Sharpe Ratio is 1.60, which is comparable to the MLLIX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FJAPX and MLLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FJAPX vs. MLLIX - Drawdown Comparison

The maximum FJAPX drawdown since its inception was -20.67%, which is greater than MLLIX's maximum drawdown of -17.32%. Use the drawdown chart below to compare losses from any high point for FJAPX and MLLIX.


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Drawdown Indicators


FJAPXMLLIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-17.32%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-3.86%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-5.73%

-4.93%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-16.08%

-4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-16.08%

Current Drawdown

Current decline from peak

-1.35%

-0.64%

-0.71%

Average Drawdown

Average peak-to-trough decline

-4.30%

-2.14%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

0.88%

+0.25%

Volatility

FJAPX vs. MLLIX - Volatility Comparison

Fidelity Advisor Freedom Blend 2015 Fund Class Z (FJAPX) has a higher volatility of 1.95% compared to MFS Lifetime Income Fund (MLLIX) at 1.06%. This indicates that FJAPX's price experiences larger fluctuations and is considered to be riskier than MLLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJAPXMLLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

1.06%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

5.73%

3.66%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

4.51%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

5.95%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

5.71%

+2.50%

FJAPX vs. MLLIX - Expense Ratio Comparison

FJAPX has a 0.33% expense ratio, which is higher than MLLIX's 0.00% expense ratio.


Dividends

FJAPX vs. MLLIX - Dividend Comparison

FJAPX's dividend yield for the trailing twelve months is around 2.77%, less than MLLIX's 7.43% yield.


PositionTTM20252024202320222021202020192018201720162015
FJAPX
Fidelity Advisor Freedom Blend 2015 Fund Class Z
2.77%2.94%2.68%2.75%5.70%7.00%4.07%2.67%1.88%0.00%0.00%0.00%
MLLIX
MFS Lifetime Income Fund
7.43%6.01%6.26%3.70%3.92%6.12%3.18%3.80%4.20%3.56%4.21%2.51%

Frequently Asked Questions


FJAPX and MLLIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FJAPX has higher volatility (1.95%) compared to MLLIX (1.06%). In terms of maximum drawdown, FJAPX dropped -20.67% vs MLLIX's -17.32%.

MLLIX currently has the higher Sharpe Ratio (1.69 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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