PortfoliosLab logoPortfoliosLab logo
FRQIX vs. FFFAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRQIX vs. FFFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) and Fidelity Freedom Income Fund (FFFAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FRQIX achieves a 3.60% return, which is significantly lower than FFFAX's 5.09% return. Over the past 10 years, FRQIX has outperformed FFFAX with an annualized return of 4.98%, while FFFAX has yielded a comparatively lower 4.57% annualized return.


FRQIX

1D
0.00%
1M
0.65%
YTD
3.60%
6M
3.74%
1Y
9.41%
3Y*
7.28%
5Y*
2.83%
10Y*
4.98%

FFFAX

1D
0.60%
1M
1.33%
YTD
5.09%
6M
5.22%
1Y
11.22%
3Y*
7.89%
5Y*
3.29%
10Y*
4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRQIX vs. FFFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
3.60%9.97%4.48%8.52%-12.39%3.82%9.58%12.63%-2.84%10.64%
FFFAX
Fidelity Freedom Income Fund
5.09%10.42%4.34%8.18%-11.33%3.12%8.93%10.74%-1.99%8.21%

Correlation

The correlation between FRQIX and FFFAX is 0.96 - 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

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2007

0.92

The correlation between FRQIX and FFFAX has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

FRQIX vs. FFFAX — Risk / Return Rank

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

FRQIX
FRQIX Risk / Return Rank: 6565
Overall Rank
FRQIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FRQIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FRQIX Omega Ratio Rank: 7373
Omega Ratio Rank
FRQIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FRQIX Martin Ratio Rank: 6262
Martin Ratio Rank

FFFAX
FFFAX Risk / Return Rank: 7474
Overall Rank
FFFAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FFFAX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FFFAX Omega Ratio Rank: 7878
Omega Ratio Rank
FFFAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFFAX Martin Ratio Rank: 7474
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.

FRQIX vs. FFFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) and Fidelity Freedom Income Fund (FFFAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRQIXFFFAXDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.44

1.47

-0.03

Calmar ratioReturn relative to maximum drawdown

2.75

3.06

-0.32

Martin ratioReturn relative to average drawdown

11.51

13.16

-1.65

FRQIX vs. FFFAX - Sharpe Ratio Comparison

The current FRQIX Sharpe Ratio is 2.16, which is comparable to the FFFAX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of FRQIX and FFFAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FRQIX vs. FFFAX - Drawdown Comparison

The maximum FRQIX drawdown since its inception was -38.01%, which is greater than FFFAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for FRQIX and FFFAX.


Loading charts...

Drawdown Indicators


FRQIXFFFAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.01%

-17.96%

-20.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-3.68%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-5.21%

-4.91%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

-15.87%

-1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-17.04%

-15.87%

-1.17%

Current Drawdown

Current decline from peak

-0.42%

-0.00%

-0.42%

Average Drawdown

Average peak-to-trough decline

-4.42%

-1.79%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.85%

-0.03%

Volatility

FRQIX vs. FFFAX - Volatility Comparison

The current volatility for Fidelity Advisor Managed Retirement 2010 Fund Class I (FRQIX) is 1.78%, while Fidelity Freedom Income Fund (FFFAX) has a volatility of 2.35%. This indicates that FRQIX experiences smaller price fluctuations and is considered to be less risky than FFFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FRQIXFFFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

2.35%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

4.35%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

4.97%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.60%

5.45%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

4.68%

+0.66%

FRQIX vs. FFFAX - Expense Ratio Comparison

FRQIX has a 0.46% expense ratio, which is lower than FFFAX's 0.47% expense ratio.


Dividends

FRQIX vs. FFFAX - Dividend Comparison

FRQIX's dividend yield for the trailing twelve months is around 3.22%, more than FFFAX's 2.94% yield.


PositionTTM20252024202320222021202020192018201720162015
FFFAX
Fidelity Freedom Income Fund
2.94%3.29%3.13%2.92%5.89%6.12%4.37%3.65%5.17%3.74%3.21%3.28%
FRQIX
Fidelity Advisor Managed Retirement 2010 Fund Class I
3.22%3.14%2.97%2.75%5.01%6.00%3.51%3.14%5.60%16.32%2.43%4.08%

Frequently Asked Questions


With a correlation of 0.96, FRQIX and FFFAX 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.

FFFAX has higher volatility (2.35%) compared to FRQIX (1.78%). In terms of maximum drawdown, FRQIX dropped -38.01% vs FFFAX's -17.96%.

FFFAX currently has the higher Sharpe Ratio (2.27 vs 2.16), 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.

Portfolio Optimizer

Find the right allocation for FRQIX and FFFAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer