FLUEX vs. FFOLX
FLUEX (Fidelity Advisor Stock Selector Large Cap Value Fund Class C) and FFOLX (Fidelity Freedom Index 2045 Fund Institutional Premium Class) are both mutual funds - FLUEX is a Large Cap Value Equities fund managed by Fidelity, while FFOLX is a Target Retirement Date fund managed by Fidelity. Over the past 10 years, FLUEX returned 9.93%/yr vs 11.93%/yr for FFOLX. Their correlation of 0.86 suggests significant overlap in exposure. FLUEX charges 1.88%/yr vs 0.08%/yr for FFOLX.
Performance
FLUEX vs. FFOLX - Performance Comparison
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Returns By Period
In the year-to-date period, FLUEX achieves a 6.97% return, which is significantly lower than FFOLX's 12.25% return. Over the past 10 years, FLUEX has underperformed FFOLX with an annualized return of 9.93%, while FFOLX has yielded a comparatively higher 11.93% annualized return.
FLUEX
- 1D
- 0.28%
- 1M
- 1.48%
- YTD
- 6.97%
- 6M
- 8.09%
- 1Y
- 19.48%
- 3Y*
- 16.74%
- 5Y*
- 9.33%
- 10Y*
- 9.93%
FFOLX
- 1D
- 0.44%
- 1M
- 5.44%
- YTD
- 12.25%
- 6M
- 13.14%
- 1Y
- 28.28%
- 3Y*
- 19.46%
- 5Y*
- 10.07%
- 10Y*
- 11.93%
FLUEX vs. FFOLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLUEX Fidelity Advisor Stock Selector Large Cap Value Fund Class C | 6.97% | 14.76% | 16.04% | 13.18% | -6.54% | 24.28% | 3.00% | 23.23% | -10.29% | 11.05% |
FFOLX Fidelity Freedom Index 2045 Fund Institutional Premium Class | 12.25% | 21.44% | 14.19% | 19.95% | -18.18% | 15.98% | 16.51% | 26.01% | -7.20% | 20.57% |
Correlation
The correlation between FLUEX and FFOLX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2015 | 0.86 |
The correlation between FLUEX and FFOLX has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
FLUEX vs. FFOLX — Risk / Return Rank
FLUEX
FFOLX
FLUEX vs. FFOLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Large Cap Value Fund Class C (FLUEX) and Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX). 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.
| FLUEX | FFOLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 3.23 | -0.42 |
| Martin ratioReturn relative to average drawdown | 11.34 | 14.24 | -2.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLUEX | FFOLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.51 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.70 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.79 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.72 | -0.38 |
Drawdowns
FLUEX vs. FFOLX - Drawdown Comparison
The maximum FLUEX drawdown since its inception was -59.73%, which is greater than FFOLX's maximum drawdown of -30.72%. Use the drawdown chart below to compare losses from any high point for FLUEX and FFOLX.
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Drawdown Indicators
| FLUEX | FFOLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.73% | -30.72% | -29.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -8.87% | +1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -15.41% | -14.71% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -19.80% | -26.18% | +6.38% |
Max Drawdown (10Y)Largest decline over 10 years | -39.82% | -30.72% | -9.10% |
Current DrawdownCurrent decline from peak | -0.38% | 0.00% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -10.40% | -4.67% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.01% | -0.24% |
Volatility
FLUEX vs. FFOLX - Volatility Comparison
The current volatility for Fidelity Advisor Stock Selector Large Cap Value Fund Class C (FLUEX) is 2.62%, while Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX) has a volatility of 3.43%. This indicates that FLUEX experiences smaller price fluctuations and is considered to be less risky than FFOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLUEX | FFOLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.43% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 9.18% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 11.43% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 14.36% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 15.16% | +2.52% |
FLUEX vs. FFOLX - Expense Ratio Comparison
FLUEX has a 1.88% expense ratio, which is higher than FFOLX's 0.08% expense ratio.
Dividends
FLUEX vs. FFOLX - Dividend Comparison
FLUEX's dividend yield for the trailing twelve months is around 8.72%, more than FFOLX's 1.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFOLX Fidelity Freedom Index 2045 Fund Institutional Premium Class | 1.93% | 2.06% | 2.04% | 1.98% | 2.08% | 2.03% | 1.97% | 14.93% | 2.30% | 1.94% | 2.05% | 2.02% |
FLUEX Fidelity Advisor Stock Selector Large Cap Value Fund Class C | 8.72% | 7.40% | 9.78% | 1.57% | 7.61% | 3.43% | 1.17% | 0.81% | 6.53% | 0.03% | 0.41% | 0.64% |
Frequently Asked Questions
FLUEX and FFOLX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFOLX has higher volatility (3.43%) compared to FLUEX (2.62%). In terms of maximum drawdown, FLUEX dropped -59.73% vs FFOLX's -30.72%.
FFOLX currently has the higher Sharpe Ratio (2.51 vs 1.92), 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.
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