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FSNLX vs. FFFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSNLX vs. FFFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2015 Fund Class K (FSNLX) and Fidelity Freedom Income Fund (FFFAX). The values are adjusted to include any dividend payments, if applicable.

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FSNLX vs. FFFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSNLX
Fidelity Freedom 2015 Fund Class K
0.25%13.23%6.29%11.43%-14.53%7.36%12.32%16.37%-4.36%3.37%
FFFAX
Fidelity Freedom Income Fund
0.45%10.42%4.34%8.18%-11.33%3.12%8.93%10.74%-1.99%2.74%

Returns By Period

In the year-to-date period, FSNLX achieves a 0.25% return, which is significantly lower than FFFAX's 0.45% return.


FSNLX

1D
1.25%
1M
-2.88%
YTD
0.25%
6M
1.87%
1Y
10.97%
3Y*
8.67%
5Y*
3.83%
10Y*

FFFAX

1D
0.98%
1M
-2.22%
YTD
0.45%
6M
1.62%
1Y
8.19%
3Y*
6.51%
5Y*
2.71%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSNLX vs. FFFAX - Expense Ratio Comparison

Both FSNLX and FFFAX have an expense ratio of 0.47%.


Return for Risk

FSNLX vs. FFFAX — Risk / Return Rank

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

FSNLX
FSNLX Risk / Return Rank: 8282
Overall Rank
FSNLX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSNLX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FSNLX Omega Ratio Rank: 8181
Omega Ratio Rank
FSNLX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FSNLX Martin Ratio Rank: 8282
Martin Ratio Rank

FFFAX
FFFAX Risk / Return Rank: 8787
Overall Rank
FFFAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FFFAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FFFAX Omega Ratio Rank: 8484
Omega Ratio Rank
FFFAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFAX Martin Ratio Rank: 8787
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.

FSNLX vs. FFFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2015 Fund Class K (FSNLX) 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.


FSNLXFFFAXDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.75

-0.10

Sortino ratio

Return per unit of downside risk

2.31

2.45

-0.14

Omega ratio

Gain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratio

Return relative to maximum drawdown

2.21

2.31

-0.10

Martin ratio

Return relative to average drawdown

9.20

9.52

-0.32

FSNLX vs. FFFAX - Sharpe Ratio Comparison

The current FSNLX Sharpe Ratio is 1.65, which is comparable to the FFFAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FSNLX and FFFAX, 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


FSNLXFFFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.75

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.52

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.03

-0.33

Correlation

The correlation between FSNLX and FFFAX is 0.90, 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

FSNLX vs. FFFAX - Dividend Comparison

FSNLX's dividend yield for the trailing twelve months is around 6.49%, more than FFFAX's 3.24% yield.


TTM20252024202320222021202020192018201720162015
FSNLX
Fidelity Freedom 2015 Fund Class K
6.49%6.50%4.02%2.74%8.44%10.79%6.72%6.77%8.21%2.16%0.00%0.00%
FFFAX
Fidelity Freedom Income Fund
3.24%3.29%3.13%2.92%5.89%6.12%4.37%3.65%5.17%3.74%3.21%3.28%

Drawdowns

FSNLX vs. FFFAX - Drawdown Comparison

The maximum FSNLX drawdown since its inception was -20.41%, which is greater than FFFAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for FSNLX and FFFAX.


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Drawdown Indicators


FSNLXFFFAXDifference

Max Drawdown

Largest peak-to-trough decline

-20.41%

-17.96%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.05%

-3.68%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-15.87%

-4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

Current Drawdown

Current decline from peak

-3.35%

-2.56%

-0.79%

Average Drawdown

Average peak-to-trough decline

-4.12%

-1.80%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

0.89%

+0.32%

Volatility

FSNLX vs. FFFAX - Volatility Comparison

Fidelity Freedom 2015 Fund Class K (FSNLX) has a higher volatility of 3.13% compared to Fidelity Freedom Income Fund (FFFAX) at 2.44%. This indicates that FSNLX's price experiences larger fluctuations and is considered to be riskier than FFFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSNLXFFFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

2.44%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

3.29%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.95%

4.88%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

5.30%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

4.58%

+3.31%