FJAWX vs. FFFCX

Last updated Jun 4, 2026

FJAWX (Fidelity Advisor Freedom Blend 2010 Fund Class I) and FFFCX (Fidelity Freedom 2010 Fund) are both Target Retirement Date funds from Fidelity. Over the past 5 years, FJAWX returned 3.50%/yr vs 3.70%/yr for FFFCX. With a 0.98 correlation, they move nearly in lockstep. FJAWX charges 0.41%/yr vs 0.49%/yr for FFFCX.

Performance

FJAWX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2010 Fund Class I (FJAWX) and Fidelity Freedom 2010 Fund (FFFCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FJAWX having a 5.37% return and FFFCX slightly lower at 5.33%.

FJAWX

• 1D: 0.27%
• 1M: 1.96%
• YTD: 5.37%
• 6M: 5.63%
• 1Y: 12.59%
• 3Y*: 8.85%
• 5Y*: 3.50%
• 10Y*: —

FFFCX

• 1D: 0.26%
• 1M: 1.88%
• YTD: 5.33%
• 6M: 5.67%
• 1Y: 12.68%
• 3Y*: 9.08%
• 5Y*: 3.70%
• 10Y*: 5.84%

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

FJAWX vs. FFFCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FJAWX Fidelity Advisor Freedom Blend 2010 Fund Class I	5.37%	11.06%	5.02%	9.70%	-13.63%	5.15%	10.67%	14.37%	-4.56%
FFFCX Fidelity Freedom 2010 Fund	5.33%	11.39%	5.26%	9.82%	-13.21%	5.64%	11.09%	14.34%	-4.93%

Correlation

The correlation between FJAWX and FFFCX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018	0.98

The correlation between FJAWX and FFFCX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Return for Risk

FJAWX vs. FFFCX — Risk / Return Rank

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

FJAWX

FJAWX Risk / Return Rank: 75
FJAWX Sharpe Ratio Rank: 77
FJAWX Sortino Ratio Rank: 78
FJAWX Omega Ratio Rank: 79
FJAWX Calmar Ratio Rank: 67
FJAWX Martin Ratio Rank: 73

FFFCX

FFFCX Risk / Return Rank: 76
FFFCX Sharpe Ratio Rank: 79
FFFCX Sortino Ratio Rank: 79
FFFCX Omega Ratio Rank: 81
FFFCX Calmar Ratio Rank: 69
FFFCX Martin Ratio Rank: 73

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.

FJAWX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2010 Fund Class I (FJAWX) and Fidelity Freedom 2010 Fund (FFFCX). 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.

	FJAWX	FFFCX	Difference
Sharpe ratio: Return per unit of total volatility	2.57	2.59	-0.02
Sortino ratio: Return per unit of downside risk	3.79	3.75	+0.03
Omega ratio: Gain probability vs. loss probability	1.53	1.53	0.00
Calmar ratio: Return relative to maximum drawdown	3.14	3.20	-0.06
Martin ratio: Return relative to average drawdown	13.88	13.95	-0.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FJAWX vs. FFFCX - Sharpe Ratio Comparison

The current FJAWX Sharpe Ratio is 2.57, which is comparable to the FFFCX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of FJAWX and FFFCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FJAWX	FFFCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.57	2.59	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.58	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.93	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.68	+0.10

Drawdowns

FJAWX vs. FFFCX - Drawdown Comparison

The maximum FJAWX drawdown since its inception was -18.64%, smaller than the maximum FFFCX drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for FJAWX and FFFCX.

Drawdown Indicators

	FJAWX	FFFCX	Difference
Max Drawdown Largest peak-to-trough decline	-18.64%	-36.88%	+18.24%
Max Drawdown (1Y) Largest decline over 1 year	-4.06%	-4.00%	-0.06%
Max Drawdown (3Y) Largest decline over 3 years	-5.88%	-5.83%	-0.05%
Max Drawdown (5Y) Largest decline over 5 years	-18.64%	-18.35%	-0.29%
Max Drawdown (10Y) Largest decline over 10 years	—	-18.35%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.96%	-4.57%	+0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.92%	0.92%	0.00%

Volatility

FJAWX vs. FFFCX - Volatility Comparison

Fidelity Advisor Freedom Blend 2010 Fund Class I (FJAWX) and Fidelity Freedom 2010 Fund (FFFCX) have volatilities of 1.95% and 2.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FJAWX	FFFCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.95%	2.02%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	4.16%	4.15%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	4.96%	4.95%	+0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.41%	6.38%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.70%	6.30%	+0.40%

FJAWX vs. FFFCX - Expense Ratio Comparison

FJAWX has a 0.41% expense ratio, which is lower than FFFCX's 0.49% expense ratio.

Dividends

FJAWX vs. FFFCX - Dividend Comparison

FJAWX's dividend yield for the trailing twelve months is around 2.61%, less than FFFCX's 4.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFFCX Fidelity Freedom 2010 Fund	4.66%	4.97%	2.99%	2.72%	7.23%	9.33%	6.01%	5.78%	6.98%	4.82%	3.22%	3.68%
FJAWX Fidelity Advisor Freedom Blend 2010 Fund Class I	2.61%	2.89%	2.79%	2.61%	5.02%	6.13%	3.41%	2.35%	1.96%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FJAWX and FFFCX in my portfolio?

With a correlation of 0.98, FJAWX and FFFCX 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.

Which is riskier, FJAWX or FFFCX?

FFFCX has higher volatility (2.02%) compared to FJAWX (1.95%). In terms of maximum drawdown, FJAWX dropped -18.64% vs FFFCX's -36.88%.

Which has better risk-adjusted returns?

FFFCX currently has the higher Sharpe Ratio (2.59 vs 2.57), 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.