PortfoliosLab logoPortfoliosLab logo
FRQKX vs. FDKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRQKX vs. FDKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Managed Retirement 2010 Fund Class K (FRQKX) and Fidelity Freedom Index 2060 Fund Investor Class (FDKLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FRQKX vs. FDKLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
-0.48%9.91%4.42%8.62%-12.30%3.95%9.68%3.94%
FDKLX
Fidelity Freedom Index 2060 Fund Investor Class
-4.22%21.38%14.16%19.91%-18.18%15.88%16.38%8.82%

Returns By Period

In the year-to-date period, FRQKX achieves a -0.48% return, which is significantly higher than FDKLX's -4.22% return.


FRQKX

1D
0.25%
1M
-3.18%
YTD
-0.48%
6M
0.80%
1Y
7.18%
3Y*
6.11%
5Y*
2.52%
10Y*

FDKLX

1D
-0.19%
1M
-8.63%
YTD
-4.22%
6M
-1.32%
1Y
16.51%
3Y*
14.18%
5Y*
7.72%
10Y*
10.38%
*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.


FRQKX vs. FDKLX - Expense Ratio Comparison

FRQKX has a 0.36% expense ratio, which is higher than FDKLX's 0.12% expense ratio.


Return for Risk

FRQKX vs. FDKLX — Risk / Return Rank

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

FRQKX
FRQKX Risk / Return Rank: 8383
Overall Rank
FRQKX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FRQKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRQKX Omega Ratio Rank: 8080
Omega Ratio Rank
FRQKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRQKX Martin Ratio Rank: 8484
Martin Ratio Rank

FDKLX
FDKLX Risk / Return Rank: 6363
Overall Rank
FDKLX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FDKLX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FDKLX Omega Ratio Rank: 6464
Omega Ratio Rank
FDKLX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FDKLX Martin Ratio Rank: 6767
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.

FRQKX vs. FDKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Retirement 2010 Fund Class K (FRQKX) and Fidelity Freedom Index 2060 Fund Investor Class (FDKLX). 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.


FRQKXFDKLXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.09

+0.50

Sortino ratio

Return per unit of downside risk

2.20

1.59

+0.61

Omega ratio

Gain probability vs. loss probability

1.32

1.24

+0.08

Calmar ratio

Return relative to maximum drawdown

2.12

1.36

+0.76

Martin ratio

Return relative to average drawdown

8.53

6.29

+2.24

FRQKX vs. FDKLX - Sharpe Ratio Comparison

The current FRQKX Sharpe Ratio is 1.58, which is higher than the FDKLX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FRQKX and FDKLX, 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


FRQKXFDKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.09

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.54

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.61

+0.07

Correlation

The correlation between FRQKX and FDKLX is 0.80, 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

FRQKX vs. FDKLX - Dividend Comparison

FRQKX's dividend yield for the trailing twelve months is around 3.27%, more than FDKLX's 2.04% yield.


TTM20252024202320222021202020192018201720162015
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
3.27%3.09%2.91%2.86%5.12%6.11%3.61%2.57%0.00%0.00%0.00%0.00%
FDKLX
Fidelity Freedom Index 2060 Fund Investor Class
2.04%1.95%1.94%1.89%1.99%1.86%1.79%6.74%2.33%2.12%2.41%1.82%

Drawdowns

FRQKX vs. FDKLX - Drawdown Comparison

The maximum FRQKX drawdown since its inception was -16.97%, smaller than the maximum FDKLX drawdown of -30.73%. Use the drawdown chart below to compare losses from any high point for FRQKX and FDKLX.


Loading graphics...

Drawdown Indicators


FRQKXFDKLXDifference

Max Drawdown

Largest peak-to-trough decline

-16.97%

-30.73%

+13.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-10.85%

+7.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.97%

-26.19%

+9.22%

Max Drawdown (10Y)

Largest decline over 10 years

-30.73%

Current Drawdown

Current decline from peak

-3.18%

-9.11%

+5.93%

Average Drawdown

Average peak-to-trough decline

-3.95%

-4.62%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.35%

-1.50%

Volatility

FRQKX vs. FDKLX - Volatility Comparison

The current volatility for Fidelity Managed Retirement 2010 Fund Class K (FRQKX) is 1.97%, while Fidelity Freedom Index 2060 Fund Investor Class (FDKLX) has a volatility of 5.02%. This indicates that FRQKX experiences smaller price fluctuations and is considered to be less risky than FDKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FRQKXFDKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

5.02%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

8.78%

-5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.62%

15.20%

-10.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

14.26%

-8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

15.09%

-9.32%