PortfoliosLab logoPortfoliosLab logo
FOTKX vs. FCFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOTKX vs. FCFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2010 Fund Class K6 (FOTKX) and Fidelity Advisor Freedom 2040 Fund Class C (FCFFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FOTKX vs. FCFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FCFFX
Fidelity Advisor Freedom 2040 Fund Class C
-3.58%20.23%11.76%17.50%-18.93%14.90%16.35%25.42%-9.19%9.28%

Returns By Period

In the year-to-date period, FOTKX achieves a -0.61% return, which is significantly higher than FCFFX's -3.58% return.


FOTKX

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

FCFFX

1D
-0.18%
1M
-8.42%
YTD
-3.58%
6M
-1.01%
1Y
15.34%
3Y*
12.80%
5Y*
6.20%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FOTKX vs. FCFFX - Expense Ratio Comparison

FOTKX has a 0.38% expense ratio, which is lower than FCFFX's 1.75% expense ratio.


Return for Risk

FOTKX vs. FCFFX — Risk / Return Rank

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

FOTKX
FOTKX Risk / Return Rank: 8484
Overall Rank
FOTKX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FOTKX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FOTKX Omega Ratio Rank: 8282
Omega Ratio Rank
FOTKX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FOTKX Martin Ratio Rank: 8585
Martin Ratio Rank

FCFFX
FCFFX Risk / Return Rank: 6060
Overall Rank
FCFFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FCFFX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FCFFX Omega Ratio Rank: 6161
Omega Ratio Rank
FCFFX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FCFFX Martin Ratio Rank: 6262
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.

FOTKX vs. FCFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund Class K6 (FOTKX) and Fidelity Advisor Freedom 2040 Fund Class C (FCFFX). 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.


FOTKXFCFFXDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.07

+0.53

Sortino ratio

Return per unit of downside risk

2.21

1.54

+0.66

Omega ratio

Gain probability vs. loss probability

1.33

1.23

+0.10

Calmar ratio

Return relative to maximum drawdown

2.12

1.33

+0.79

Martin ratio

Return relative to average drawdown

8.66

5.90

+2.76

FOTKX vs. FCFFX - Sharpe Ratio Comparison

The current FOTKX Sharpe Ratio is 1.60, which is higher than the FCFFX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FOTKX and FCFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FOTKXFCFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.07

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.44

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.37

+0.40

Correlation

The correlation between FOTKX and FCFFX is 0.88, 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

FOTKX vs. FCFFX - Dividend Comparison

FOTKX's dividend yield for the trailing twelve months is around 5.28%, less than FCFFX's 7.25% yield.


TTM20252024202320222021202020192018201720162015
FOTKX
Fidelity Freedom 2010 Fund Class K6
5.28%5.25%3.32%2.98%7.41%9.53%6.17%6.00%7.24%3.57%0.00%0.00%
FCFFX
Fidelity Advisor Freedom 2040 Fund Class C
7.25%6.99%2.18%0.70%10.63%9.51%5.52%6.57%11.46%4.73%4.30%3.94%

Drawdowns

FOTKX vs. FCFFX - Drawdown Comparison

The maximum FOTKX drawdown since its inception was -18.29%, smaller than the maximum FCFFX drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for FOTKX and FCFFX.


Loading graphics...

Drawdown Indicators


FOTKXFCFFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.29%

-56.57%

+38.28%

Max Drawdown (1Y)

Largest decline over 1 year

-4.03%

-10.26%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.29%

-27.88%

+9.59%

Max Drawdown (10Y)

Largest decline over 10 years

-31.31%

Current Drawdown

Current decline from peak

-3.83%

-8.92%

+5.09%

Average Drawdown

Average peak-to-trough decline

-3.62%

-8.41%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.32%

-1.33%

Volatility

FOTKX vs. FCFFX - Volatility Comparison

The current volatility for Fidelity Freedom 2010 Fund Class K6 (FOTKX) is 2.34%, while Fidelity Advisor Freedom 2040 Fund Class C (FCFFX) has a volatility of 5.04%. This indicates that FOTKX experiences smaller price fluctuations and is considered to be less risky than FCFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FOTKXFCFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

5.04%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

3.45%

8.45%

-5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.48%

14.30%

-8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

14.20%

-7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.41%

15.12%

-8.71%