FOTKX vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Freedom 2010 Fund Class K6 (FOTKX) and S&P 500 Index (^GSPC).

FOTKX is managed by Fidelity. It was launched on Oct 17, 1996.

Performance

FOTKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2010 Fund Class K6 (FOTKX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

FOTKX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FOTKX Fidelity Freedom 2010 Fund Class K6	-0.61%	11.66%	5.55%	9.97%	-13.05%	5.68%	11.29%	14.46%	-3.65%	5.22%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	9.91%

Returns By Period

In the year-to-date period, FOTKX achieves a -0.61% return, which is significantly higher than ^GSPC's -4.63% return.

FOTKX

• 1D: 0.21%
• 1M: -3.83%
• YTD: -0.61%
• 6M: 1.01%
• 1Y: 8.62%
• 3Y*: 7.30%
• 5Y*: 3.28%
• 10Y*: —

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

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

Return for Risk

FOTKX vs. ^GSPC — Risk / Return Rank

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

FOTKX

FOTKX Risk / Return Rank: 84
FOTKX Sharpe Ratio Rank: 84
FOTKX Sortino Ratio Rank: 84
FOTKX Omega Ratio Rank: 82
FOTKX Calmar Ratio Rank: 85
FOTKX Martin Ratio Rank: 85

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

FOTKX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund Class K6 (FOTKX) and S&P 500 Index (^GSPC). 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.

	FOTKX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.60	0.90	+0.71
Sortino ratio Return per unit of downside risk	2.21	1.39	+0.82
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.12
Calmar ratio Return relative to maximum drawdown	2.12	1.40	+0.72
Martin ratio Return relative to average drawdown	8.66	6.61	+2.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FOTKX vs. ^GSPC - Sharpe Ratio Comparison

The current FOTKX Sharpe Ratio is 1.60, which is higher than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FOTKX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FOTKX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	0.90	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.61	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.46	+0.32

Correlation

The correlation between FOTKX and ^GSPC 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.

Drawdowns

FOTKX vs. ^GSPC - Drawdown Comparison

The maximum FOTKX drawdown since its inception was -18.29%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FOTKX and ^GSPC.

Drawdown Indicators

	FOTKX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-18.29%	-56.78%	+38.49%
Max Drawdown (1Y) Largest decline over 1 year	-4.03%	-12.14%	+8.11%
Max Drawdown (5Y) Largest decline over 5 years	-18.29%	-25.43%	+7.14%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-3.83%	-6.45%	+2.62%
Average Drawdown Average peak-to-trough decline	-3.62%	-10.75%	+7.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.99%	2.57%	-1.58%

Volatility

FOTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom 2010 Fund Class K6 (FOTKX) is 2.34%, while S&P 500 Index (^GSPC) has a volatility of 5.34%. This indicates that FOTKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FOTKX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.34%	5.34%	-3.00%
Volatility (6M) Calculated over the trailing 6-month period	3.45%	9.54%	-6.09%
Volatility (1Y) Calculated over the trailing 1-year period	5.48%	18.33%	-12.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.32%	16.91%	-10.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.41%	18.05%	-11.64%