PortfoliosLab logoPortfoliosLab logo
FJAVX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJAVX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2010 Fund Class Z (FJAVX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FJAVX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FJAVX
Fidelity Advisor Freedom Blend 2010 Fund Class Z
0.37%11.20%5.09%9.81%-13.53%5.29%10.74%14.50%-4.53%
FZROX
Fidelity ZERO Total Market Index Fund
-3.98%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-14.76%

Returns By Period

In the year-to-date period, FJAVX achieves a 0.37% return, which is significantly higher than FZROX's -3.98% return.


FJAVX

1D
1.03%
1M
-2.43%
YTD
0.37%
6M
1.60%
1Y
9.00%
3Y*
7.29%
5Y*
3.02%
10Y*

FZROX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-1.97%
1Y
17.77%
3Y*
17.96%
5Y*
10.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FJAVX vs. FZROX - Expense Ratio Comparison

FJAVX has a 0.31% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FJAVX vs. FZROX — Risk / Return Rank

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

FJAVX
FJAVX Risk / Return Rank: 8383
Overall Rank
FJAVX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FJAVX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FJAVX Omega Ratio Rank: 8181
Omega Ratio Rank
FJAVX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FJAVX Martin Ratio Rank: 8282
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 6060
Overall Rank
FZROX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FZROX Omega Ratio Rank: 5656
Omega Ratio Rank
FZROX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FZROX Martin Ratio Rank: 7676
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.

FJAVX vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2010 Fund Class Z (FJAVX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


FJAVXFZROXDifference

Sharpe ratio

Return per unit of total volatility

1.68

0.98

+0.70

Sortino ratio

Return per unit of downside risk

2.37

1.50

+0.87

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

2.36

1.51

+0.85

Martin ratio

Return relative to average drawdown

9.30

7.28

+2.03

FJAVX vs. FZROX - Sharpe Ratio Comparison

The current FJAVX Sharpe Ratio is 1.68, which is higher than the FZROX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FJAVX and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FJAVXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

0.98

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.62

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.63

+0.09

Correlation

The correlation between FJAVX and FZROX is 0.78, 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

FJAVX vs. FZROX - Dividend Comparison

FJAVX's dividend yield for the trailing twelve months is around 3.04%, more than FZROX's 1.07% yield.


TTM20252024202320222021202020192018
FJAVX
Fidelity Advisor Freedom Blend 2010 Fund Class Z
3.04%3.06%2.88%2.18%5.41%6.08%3.49%2.27%1.99%
FZROX
Fidelity ZERO Total Market Index Fund
1.07%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%

Drawdowns

FJAVX vs. FZROX - Drawdown Comparison

The maximum FJAVX drawdown since its inception was -18.62%, smaller than the maximum FZROX drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FJAVX and FZROX.


Loading graphics...

Drawdown Indicators


FJAVXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-34.96%

+16.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-12.44%

+8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-18.62%

-25.12%

+6.50%

Current Drawdown

Current decline from peak

-2.78%

-6.16%

+3.38%

Average Drawdown

Average peak-to-trough decline

-4.01%

-5.61%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

2.58%

-1.58%

Volatility

FJAVX vs. FZROX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2010 Fund Class Z (FJAVX) is 2.63%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 5.52%. This indicates that FJAVX experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FJAVXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

5.52%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.58%

9.81%

-6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.57%

18.68%

-13.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

17.45%

-11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.71%

20.28%

-13.57%