FLIFX vs. FFFCX

Last updated Jun 4, 2026

FLIFX (Fidelity Freedom Index 2015 Fund Investor Class) and FFFCX (Fidelity Freedom 2010 Fund) are both Target Retirement Date funds from Fidelity. Over the past 10 years, FLIFX returned 6.45%/yr vs 5.84%/yr for FFFCX. With a 0.97 correlation, they move nearly in lockstep. FLIFX charges 0.12%/yr vs 0.49%/yr for FFFCX.

Performance

FLIFX vs. FFFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2015 Fund Investor Class (FLIFX) 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 FLIFX having a 5.39% return and FFFCX slightly lower at 5.33%. Over the past 10 years, FLIFX has outperformed FFFCX with an annualized return of 6.45%, while FFFCX has yielded a comparatively lower 5.84% annualized return.

FLIFX

• 1D: 0.19%
• 1M: 2.27%
• YTD: 5.39%
• 6M: 5.58%
• 1Y: 13.49%
• 3Y*: 9.90%
• 5Y*: 4.31%
• 10Y*: 6.45%

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)

FLIFX vs. FFFCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLIFX Fidelity Freedom Index 2015 Fund Investor Class	5.39%	11.69%	6.72%	11.26%	-14.40%	6.74%	11.56%	17.03%	-3.43%	12.60%
FFFCX Fidelity Freedom 2010 Fund	5.33%	11.39%	5.26%	9.82%	-13.21%	5.64%	11.09%	14.34%	-3.74%	12.48%

Correlation

The correlation between FLIFX and FFFCX is 0.97 - 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	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010	0.97

The correlation between FLIFX and FFFCX has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

Return for Risk

FLIFX vs. FFFCX — Risk / Return Rank

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

FLIFX

FLIFX Risk / Return Rank: 75
FLIFX Sharpe Ratio Rank: 79
FLIFX Sortino Ratio Rank: 80
FLIFX Omega Ratio Rank: 78
FLIFX Calmar Ratio Rank: 65
FLIFX 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.

FLIFX vs. FFFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2015 Fund Investor Class (FLIFX) 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.

	FLIFX	FFFCX	Difference
Sharpe ratio: Return per unit of total volatility	2.58	2.59	0.00
Sortino ratio: Return per unit of downside risk	3.77	3.75	+0.02
Omega ratio: Gain probability vs. loss probability	1.51	1.53	-0.02
Calmar ratio: Return relative to maximum drawdown	3.12	3.20	-0.09
Martin ratio: Return relative to average drawdown	13.93	13.95	-0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLIFX vs. FFFCX - Sharpe Ratio Comparison

The current FLIFX Sharpe Ratio is 2.58, which is comparable to the FFFCX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of FLIFX 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

	FLIFX	FFFCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	2.59	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.58	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.93	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.68	+0.13

Drawdowns

FLIFX vs. FFFCX - Drawdown Comparison

The maximum FLIFX drawdown since its inception was -19.54%, smaller than the maximum FFFCX drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for FLIFX and FFFCX.

Drawdown Indicators

	FLIFX	FFFCX	Difference
Max Drawdown Largest peak-to-trough decline	-19.54%	-36.88%	+17.34%
Max Drawdown (1Y) Largest decline over 1 year	-4.37%	-4.00%	-0.37%
Max Drawdown (3Y) Largest decline over 3 years	-6.72%	-5.83%	-0.89%
Max Drawdown (5Y) Largest decline over 5 years	-19.54%	-18.35%	-1.19%
Max Drawdown (10Y) Largest decline over 10 years	-19.54%	-18.35%	-1.19%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.77%	-4.57%	+1.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.98%	0.92%	+0.06%

Volatility

FLIFX vs. FFFCX - Volatility Comparison

Fidelity Freedom Index 2015 Fund Investor Class (FLIFX) and Fidelity Freedom 2010 Fund (FFFCX) have volatilities of 1.92% 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

	FLIFX	FFFCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.92%	2.02%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	4.34%	4.15%	+0.19%
Volatility (1Y) Calculated over the trailing 1-year period	5.28%	4.95%	+0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.28%	6.38%	+0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.49%	6.30%	+1.19%

FLIFX vs. FFFCX - Expense Ratio Comparison

FLIFX has a 0.12% expense ratio, which is lower than FFFCX's 0.49% expense ratio.

Dividends

FLIFX vs. FFFCX - Dividend Comparison

FLIFX's dividend yield for the trailing twelve months is around 4.82%, more 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%
FLIFX Fidelity Freedom Index 2015 Fund Investor Class	4.82%	5.42%	5.17%	2.56%	3.09%	2.80%	2.63%	18.76%	3.14%	1.94%	1.84%	1.91%

Frequently Asked Questions

Can I hold both FLIFX and FFFCX in my portfolio?

With a correlation of 0.97, FLIFX 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, FLIFX or FFFCX?

FFFCX has higher volatility (2.02%) compared to FLIFX (1.92%). In terms of maximum drawdown, FLIFX dropped -19.54% vs FFFCX's -36.88%.

Which has better risk-adjusted returns?

FFFCX currently has the higher Sharpe Ratio (2.59 vs 2.58), 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.