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FJAUX vs. FIKFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FJAUX vs. FIKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2015 Fund Class A (FJAUX) and Fidelity Freedom Index Retirement Fund Investor Class (FIKFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FJAUX achieves a 4.76% return, which is significantly higher than FIKFX's 3.28% return.


FJAUX

1D
0.87%
1M
-0.77%
6M
3.09%
YTD
4.76%
1Y
10.16%
3Y*
8.64%
5Y*
3.40%
10Y*
ALL TIME*
5.47%

FIKFX

1D
0.56%
1M
-0.35%
6M
2.29%
YTD
3.28%
1Y
7.10%
3Y*
6.88%
5Y*
2.72%
10Y*
4.02%
ALL TIME*
3.91%
*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

FJAUX vs. FIKFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FJAUX
Fidelity Advisor Freedom Blend 2015 Fund Class A
4.76%12.40%5.79%10.91%-15.28%6.57%11.76%16.24%-5.96%
FIKFX
Fidelity Freedom Index Retirement Fund Investor Class
3.28%9.23%4.96%8.28%-11.09%2.79%8.54%10.59%-2.00%

Correlation

The correlation between FJAUX and FIKFX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.


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

0.96

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

0.94

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

0.88

The correlation between FJAUX and FIKFX has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.

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Return for Risk

FJAUX vs. FIKFX — Risk / Return Rank

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

FJAUX
FJAUX Risk / Return Rank: 6161
Overall Rank
FJAUX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FJAUX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FJAUX Omega Ratio Rank: 6161
Omega Ratio Rank
FJAUX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FJAUX Martin Ratio Rank: 6666
Martin Ratio Rank

FIKFX
FIKFX Risk / Return Rank: 7373
Overall Rank
FIKFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FIKFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FIKFX Omega Ratio Rank: 7474
Omega Ratio Rank
FIKFX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FIKFX Martin Ratio Rank: 7777
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.

FJAUX vs. FIKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2015 Fund Class A (FJAUX) and Fidelity Freedom Index Retirement Fund Investor Class (FIKFX). 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.


FJAUXFIKFXDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.03

Calmar ratioReturn relative to maximum drawdown

2.14

2.20

-0.06

Martin ratioReturn relative to average drawdown

8.69

9.13

-0.44

FJAUX vs. FIKFX - Sharpe Ratio Comparison

The current FJAUX Sharpe Ratio is 1.53, which is comparable to the FIKFX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FJAUX and FIKFX, 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

FJAUX vs. FIKFX - Drawdown Comparison

The maximum FJAUX drawdown since its inception was -20.95%, which is greater than FIKFX's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for FJAUX and FIKFX.


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Drawdown Indicators


FJAUXFIKFXDifference

Max Drawdown

Largest peak-to-trough decline

-20.95%

-15.03%

-5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-3.32%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-5.86%

-3.82%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-15.03%

-5.92%

Max Drawdown (10Y)

Largest decline over 10 years

-15.03%

Current Drawdown

Current decline from peak

-1.45%

-0.87%

-0.58%

Average Drawdown

Average peak-to-trough decline

-4.47%

-1.71%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.80%

+0.36%

Volatility

FJAUX vs. FIKFX - Volatility Comparison

Fidelity Advisor Freedom Blend 2015 Fund Class A (FJAUX) has a higher volatility of 2.04% compared to Fidelity Freedom Index Retirement Fund Investor Class (FIKFX) at 1.38%. This indicates that FJAUX's price experiences larger fluctuations and is considered to be riskier than FIKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJAUXFIKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

1.38%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

3.85%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

6.62%

4.44%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

5.21%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

4.48%

+3.77%

FJAUX vs. FIKFX - Expense Ratio Comparison

FJAUX has a 0.68% expense ratio, which is higher than FIKFX's 0.12% expense ratio.


Dividends

FJAUX vs. FIKFX - Dividend Comparison

FJAUX's dividend yield for the trailing twelve months is around 2.44%, less than FIKFX's 3.20% yield.


PositionTTM20252024202320222021202020192018201720162015
FIKFX
Fidelity Freedom Index Retirement Fund Investor Class
2.88%3.40%3.13%2.85%3.06%2.04%2.18%7.27%2.94%1.89%1.65%1.39%
FJAUX
Fidelity Advisor Freedom Blend 2015 Fund Class A
2.44%2.64%2.44%2.40%5.37%6.77%3.83%2.59%1.76%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, FJAUX and FIKFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FJAUX has higher volatility (2.04%) compared to FIKFX (1.38%). In terms of maximum drawdown, FJAUX dropped -20.95% vs FIKFX's -15.03%.

FIKFX currently has the higher Sharpe Ratio (1.65 vs 1.53), 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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