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FSLVX vs. FXIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSLVX vs. FXIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector Large Cap Value Fund (FSLVX) and Fidelity Freedom Index 2030 Fund Investor Class (FXIFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSLVX achieves a 7.48% return, which is significantly lower than FXIFX's 8.03% return. Over the past 10 years, FSLVX has outperformed FXIFX with an annualized return of 11.15%, while FXIFX has yielded a comparatively lower 9.08% annualized return.


FSLVX

1D
0.30%
1M
1.60%
YTD
7.48%
6M
8.69%
1Y
20.78%
3Y*
17.99%
5Y*
10.53%
10Y*
11.15%

FXIFX

1D
0.29%
1M
3.63%
YTD
8.03%
6M
8.45%
1Y
19.48%
3Y*
13.74%
5Y*
6.57%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSLVX vs. FXIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSLVX
Fidelity Stock Selector Large Cap Value Fund
7.48%15.95%17.29%14.44%-5.53%25.72%4.14%24.63%-9.29%12.34%
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
8.03%15.89%9.50%15.10%-16.55%10.84%14.34%22.07%-5.64%18.05%

Correlation

The correlation between FSLVX and FXIFX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

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

0.75

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

0.80

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

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2009

0.88

The correlation between FSLVX and FXIFX shifts across timeframes, from 0.75 (3 years) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FSLVX vs. FXIFX — Risk / Return Rank

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

FSLVX
FSLVX Risk / Return Rank: 5454
Overall Rank
FSLVX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FSLVX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FSLVX Omega Ratio Rank: 4747
Omega Ratio Rank
FSLVX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSLVX Martin Ratio Rank: 6363
Martin Ratio Rank

FXIFX
FXIFX Risk / Return Rank: 7070
Overall Rank
FXIFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FXIFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FXIFX Omega Ratio Rank: 7171
Omega Ratio Rank
FXIFX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FXIFX Martin Ratio Rank: 7070
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.

FSLVX vs. FXIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Large Cap Value Fund (FSLVX) and Fidelity Freedom Index 2030 Fund Investor Class (FXIFX). 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.


FSLVXFXIFXDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.37

1.47

-0.10

Calmar ratioReturn relative to maximum drawdown

3.06

3.07

-0.01

Martin ratioReturn relative to average drawdown

12.36

13.50

-1.14

FSLVX vs. FXIFX - Sharpe Ratio Comparison

The current FSLVX Sharpe Ratio is 2.05, which is comparable to the FXIFX Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of FSLVX and FXIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FSLVXFXIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.48

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.64

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.81

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.75

-0.34

Drawdowns

FSLVX vs. FXIFX - Drawdown Comparison

The maximum FSLVX drawdown since its inception was -60.89%, which is greater than FXIFX's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for FSLVX and FXIFX.


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Drawdown Indicators


FSLVXFXIFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.89%

-23.90%

-36.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-6.42%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-15.62%

-9.41%

-6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-23.28%

+3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-39.75%

-23.90%

-15.85%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-9.91%

-3.61%

-6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.46%

+0.28%

Volatility

FSLVX vs. FXIFX - Volatility Comparison

Fidelity Stock Selector Large Cap Value Fund (FSLVX) and Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) have volatilities of 2.63% and 2.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSLVXFXIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.66%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

6.49%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

7.94%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

10.34%

+5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

11.24%

+6.48%

FSLVX vs. FXIFX - Expense Ratio Comparison

FSLVX has a 0.76% expense ratio, which is higher than FXIFX's 0.12% expense ratio.


Dividends

FSLVX vs. FXIFX - Dividend Comparison

FSLVX's dividend yield for the trailing twelve months is around 9.24%, more than FXIFX's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
FSLVX
Fidelity Stock Selector Large Cap Value Fund
9.24%8.06%10.40%2.50%8.31%4.35%2.18%1.58%7.55%1.10%1.29%1.26%
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
3.03%3.34%2.67%2.26%2.69%2.13%2.40%16.73%2.13%1.84%1.94%2.02%

Frequently Asked Questions


FSLVX and FXIFX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXIFX has higher volatility (2.66%) compared to FSLVX (2.63%). In terms of maximum drawdown, FSLVX dropped -60.89% vs FXIFX's -23.90%.

FXIFX currently has the higher Sharpe Ratio (2.48 vs 2.05), 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

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