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FJAWX vs. FFGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJAWX vs. FFGZX - 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 Index Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

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FJAWX vs. FFGZX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FJAWX
Fidelity Advisor Freedom Blend 2010 Fund Class I
-0.65%11.06%5.02%9.70%-13.63%5.15%10.67%14.37%-4.56%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
-0.78%9.13%5.02%8.32%-11.07%2.85%8.59%10.68%-1.96%

Returns By Period

In the year-to-date period, FJAWX achieves a -0.65% return, which is significantly higher than FFGZX's -0.78% return.


FJAWX

1D
0.28%
1M
-3.79%
YTD
-0.65%
6M
0.78%
1Y
8.06%
3Y*
6.82%
5Y*
2.84%
10Y*

FFGZX

1D
0.25%
1M
-3.09%
YTD
-0.78%
6M
0.46%
1Y
6.37%
3Y*
5.94%
5Y*
2.62%
10Y*
3.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJAWX vs. FFGZX - Expense Ratio Comparison

FJAWX has a 0.41% expense ratio, which is higher than FFGZX's 0.08% expense ratio.


Return for Risk

FJAWX vs. FFGZX — Risk / Return Rank

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

FJAWX
FJAWX Risk / Return Rank: 8080
Overall Rank
FJAWX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FJAWX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FJAWX Omega Ratio Rank: 7777
Omega Ratio Rank
FJAWX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FJAWX Martin Ratio Rank: 8181
Martin Ratio Rank

FFGZX
FFGZX Risk / Return Rank: 8181
Overall Rank
FFGZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 7777
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 8383
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.

FJAWX vs. FFGZX - 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 Index Income Fund Institutional Premium Class (FFGZX). 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.


FJAWXFFGZXDifference

Sharpe ratio

Return per unit of total volatility

1.49

1.51

-0.02

Sortino ratio

Return per unit of downside risk

2.06

2.12

-0.05

Omega ratio

Gain probability vs. loss probability

1.30

1.30

0.00

Calmar ratio

Return relative to maximum drawdown

1.99

1.99

-0.01

Martin ratio

Return relative to average drawdown

8.08

8.42

-0.34

FJAWX vs. FFGZX - Sharpe Ratio Comparison

The current FJAWX Sharpe Ratio is 1.49, which is comparable to the FFGZX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FJAWX and FFGZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FJAWXFFGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.51

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.52

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.84

-0.17

Correlation

The correlation between FJAWX and FFGZX is 0.91, 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

FJAWX vs. FFGZX - Dividend Comparison

FJAWX's dividend yield for the trailing twelve months is around 2.91%, less than FFGZX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
FJAWX
Fidelity Advisor Freedom Blend 2010 Fund Class I
2.91%2.89%2.79%2.61%5.02%6.13%3.41%2.35%1.96%0.00%0.00%0.00%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.46%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%

Drawdowns

FJAWX vs. FFGZX - Drawdown Comparison

The maximum FJAWX drawdown since its inception was -18.64%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for FJAWX and FFGZX.


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Drawdown Indicators


FJAWXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-18.64%

-14.94%

-3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-3.33%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-14.94%

-3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-3.79%

-3.09%

-0.70%

Average Drawdown

Average peak-to-trough decline

-4.04%

-2.29%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.79%

+0.21%

Volatility

FJAWX vs. FFGZX - Volatility Comparison

Fidelity Advisor Freedom Blend 2010 Fund Class I (FJAWX) has a higher volatility of 2.38% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 1.85%. This indicates that FJAWX's price experiences larger fluctuations and is considered to be riskier than FFGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJAWXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

1.85%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

2.78%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.51%

4.35%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

5.03%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

4.39%

+2.31%