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FJAUX vs. FSPGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FJAUX vs. FSPGX - 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 Large Cap Growth Index Fund (FSPGX). 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 5.76% return, which is significantly lower than FSPGX's 7.15% return.


FJAUX

1D
-0.34%
1M
1.54%
YTD
5.76%
6M
6.18%
1Y
13.63%
3Y*
9.86%
5Y*
3.74%
10Y*

FSPGX

1D
-1.33%
1M
5.13%
YTD
7.15%
6M
6.29%
1Y
25.29%
3Y*
24.97%
5Y*
15.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJAUX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FJAUX
Fidelity Advisor Freedom Blend 2015 Fund Class A
5.76%12.40%5.79%10.91%-15.28%6.57%11.76%16.24%-5.96%
FSPGX
Fidelity Large Cap Growth Index Fund
7.15%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-15.50%

Correlation

The correlation between FJAUX and FSPGX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2018

0.78

The correlation between FJAUX and FSPGX has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

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Return for Risk

FJAUX vs. FSPGX — Risk / Return Rank

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

FJAUX
FJAUX Risk / Return Rank: 7171
Overall Rank
FJAUX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FJAUX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FJAUX Omega Ratio Rank: 7474
Omega Ratio Rank
FJAUX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FJAUX Martin Ratio Rank: 7171
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2727
Overall Rank
FSPGX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 3030
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 2020
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.

FJAUX vs. FSPGX - 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 Large Cap Growth Index Fund (FSPGX). 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.


FJAUXFSPGXDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.48

1.29

+0.18

Calmar ratioReturn relative to maximum drawdown

3.02

1.60

+1.42

Martin ratioReturn relative to average drawdown

13.15

5.36

+7.79

FJAUX vs. FSPGX - Sharpe Ratio Comparison

The current FJAUX Sharpe Ratio is 2.41, which is higher than the FSPGX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FJAUX and FSPGX, 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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Sharpe Ratios by Period


FJAUXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.67

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.72

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.89

-0.19

Drawdowns

FJAUX vs. FSPGX - Drawdown Comparison

The maximum FJAUX drawdown since its inception was -20.95%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FJAUX and FSPGX.


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Drawdown Indicators


FJAUXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-20.95%

-32.66%

+11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-16.17%

+11.46%

Max Drawdown (3Y)

Largest decline over 3 years

-6.89%

-23.32%

+16.43%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-32.66%

+11.71%

Current Drawdown

Current decline from peak

-0.34%

-1.70%

+1.36%

Average Drawdown

Average peak-to-trough decline

-4.54%

-6.37%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

4.81%

-3.73%

Volatility

FJAUX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2015 Fund Class A (FJAUX) is 2.27%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 3.68%. This indicates that FJAUX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJAUXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

3.68%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

4.90%

11.65%

-6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

15.45%

-9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.68%

21.50%

-13.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.24%

21.55%

-13.31%

FJAUX vs. FSPGX - Expense Ratio Comparison

FJAUX has a 0.68% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Dividends

FJAUX vs. FSPGX - Dividend Comparison

FJAUX's dividend yield for the trailing twelve months is around 2.42%, more than FSPGX's 0.32% yield.


PositionTTM202520242023202220212020201920182017
FJAUX
Fidelity Advisor Freedom Blend 2015 Fund Class A
2.42%2.64%2.44%2.40%5.37%6.77%3.83%2.59%1.76%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.32%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%

Frequently Asked Questions


FJAUX and FSPGX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSPGX has higher volatility (3.68%) compared to FJAUX (2.27%). In terms of maximum drawdown, FJAUX dropped -20.95% vs FSPGX's -32.66%.

FJAUX currently has the higher Sharpe Ratio (2.41 vs 1.67), 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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