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FJAWX vs. FNILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJAWX vs. FNILX - 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 ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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FJAWX vs. FNILX - 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%-4.37%
FNILX
Fidelity ZERO Large Cap Index Fund
-7.30%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Returns By Period

In the year-to-date period, FJAWX achieves a -0.65% return, which is significantly higher than FNILX's -7.30% return.


FJAWX

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

FNILX

1D
-0.35%
1M
-7.60%
YTD
-7.30%
6M
-5.00%
1Y
14.41%
3Y*
17.43%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJAWX vs. FNILX - Expense Ratio Comparison

FJAWX has a 0.41% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Return for Risk

FJAWX vs. FNILX — 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

FNILX
FNILX Risk / Return Rank: 4545
Overall Rank
FNILX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FNILX Omega Ratio Rank: 4949
Omega Ratio Rank
FNILX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FNILX Martin Ratio Rank: 5252
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. FNILX - 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 ZERO Large Cap Index Fund (FNILX). 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.


FJAWXFNILXDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.83

+0.66

Sortino ratio

Return per unit of downside risk

2.06

1.28

+0.78

Omega ratio

Gain probability vs. loss probability

1.30

1.20

+0.11

Calmar ratio

Return relative to maximum drawdown

1.99

1.04

+0.94

Martin ratio

Return relative to average drawdown

8.08

5.01

+3.06

FJAWX vs. FNILX - Sharpe Ratio Comparison

The current FJAWX Sharpe Ratio is 1.49, which is higher than the FNILX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FJAWX and FNILX, 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


FJAWXFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.83

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.65

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.64

+0.04

Correlation

The correlation between FJAWX and FNILX 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

FJAWX vs. FNILX - Dividend Comparison

FJAWX's dividend yield for the trailing twelve months is around 2.91%, more than FNILX's 1.09% yield.


TTM20252024202320222021202020192018
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%
FNILX
Fidelity ZERO Large Cap Index Fund
1.09%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%

Drawdowns

FJAWX vs. FNILX - Drawdown Comparison

The maximum FJAWX drawdown since its inception was -18.64%, smaller than the maximum FNILX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FJAWX and FNILX.


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Drawdown Indicators


FJAWXFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-18.64%

-33.76%

+15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-12.18%

+8.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.64%

-25.40%

+6.76%

Current Drawdown

Current decline from peak

-3.79%

-9.01%

+5.22%

Average Drawdown

Average peak-to-trough decline

-4.04%

-5.47%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

2.54%

-1.54%

Volatility

FJAWX vs. FNILX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2010 Fund Class I (FJAWX) is 2.38%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.23%. This indicates that FJAWX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJAWXFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

4.23%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

9.14%

-5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.51%

18.26%

-12.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

17.22%

-10.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

20.17%

-13.47%