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FQIFX vs. FNILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FQIFX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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FQIFX vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FQIFX
Fidelity Freedom Index 2025 Fund Investor Class
-2.31%14.84%8.49%13.88%-16.54%9.52%13.56%19.63%-7.54%
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, FQIFX achieves a -2.31% return, which is significantly higher than FNILX's -7.30% return.


FQIFX

1D
0.20%
1M
-5.70%
YTD
-2.31%
6M
-0.42%
1Y
10.87%
3Y*
9.49%
5Y*
4.55%
10Y*
7.21%

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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FQIFX vs. FNILX - Expense Ratio Comparison

FQIFX has a 0.12% expense ratio, which is higher than FNILX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FQIFX vs. FNILX — Risk / Return Rank

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

FQIFX
FQIFX Risk / Return Rank: 7070
Overall Rank
FQIFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FQIFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FQIFX Omega Ratio Rank: 6969
Omega Ratio Rank
FQIFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FQIFX Martin Ratio Rank: 7272
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.

FQIFX vs. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) 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.


FQIFXFNILXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.83

+0.38

Sortino ratio

Return per unit of downside risk

1.73

1.28

+0.45

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

1.55

1.04

+0.50

Martin ratio

Return relative to average drawdown

6.80

5.01

+1.78

FQIFX vs. FNILX - Sharpe Ratio Comparison

The current FQIFX Sharpe Ratio is 1.21, which is higher than the FNILX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FQIFX 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


FQIFXFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.83

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.65

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.64

+0.02

Correlation

The correlation between FQIFX and FNILX is 0.91, 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

FQIFX vs. FNILX - Dividend Comparison

FQIFX's dividend yield for the trailing twelve months is around 5.04%, more than FNILX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FQIFX
Fidelity Freedom Index 2025 Fund Investor Class
5.04%4.92%3.36%2.37%2.64%2.10%2.38%13.76%2.31%1.83%1.88%1.93%
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%0.00%0.00%0.00%

Drawdowns

FQIFX vs. FNILX - Drawdown Comparison

The maximum FQIFX drawdown since its inception was -22.66%, smaller than the maximum FNILX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FQIFX and FNILX.


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Drawdown Indicators


FQIFXFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-22.66%

-33.76%

+11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-12.18%

+5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.66%

-25.40%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-22.66%

Current Drawdown

Current decline from peak

-5.79%

-9.01%

+3.22%

Average Drawdown

Average peak-to-trough decline

-3.92%

-5.47%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

2.54%

-1.00%

Volatility

FQIFX vs. FNILX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) is 3.32%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.23%. This indicates that FQIFX 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


FQIFXFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

4.23%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

5.36%

9.14%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

9.18%

18.26%

-9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.49%

17.22%

-7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

20.17%

-10.31%