FSNLX vs. ISNQX

Last updated Jun 5, 2026

FSNLX (Fidelity Freedom 2015 Fund Class K) and ISNQX (Voya Solution 2050 Portfolio) are both Target Retirement Date funds. Over the past 5 years, FSNLX returned 4.28%/yr vs 9.60%/yr for ISNQX. Their correlation of 0.88 suggests significant overlap in exposure. FSNLX charges 0.47%/yr vs 0.18%/yr for ISNQX.

Performance

FSNLX vs. ISNQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2015 Fund Class K (FSNLX) and Voya Solution 2050 Portfolio (ISNQX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSNLX achieves a 5.87% return, which is significantly lower than ISNQX's 11.58% return.

FSNLX

• 1D: -0.32%
• 1M: 1.43%
• YTD: 5.87%
• 6M: 6.47%
• 1Y: 14.09%
• 3Y*: 10.42%
• 5Y*: 4.28%
• 10Y*: —

ISNQX

• 1D: -0.80%
• 1M: 3.91%
• YTD: 11.58%
• 6M: 12.23%
• 1Y: 26.60%
• 3Y*: 19.31%
• 5Y*: 9.60%
• 10Y*: 11.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSNLX vs. ISNQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSNLX Fidelity Freedom 2015 Fund Class K	5.87%	13.23%	6.29%	11.43%	-14.53%	7.36%	12.32%	16.37%	-4.36%	3.37%
ISNQX Voya Solution 2050 Portfolio	11.58%	20.04%	15.16%	20.86%	-19.16%	17.44%	16.39%	24.65%	-10.36%	7.95%

Correlation

The correlation between FSNLX and ISNQX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jul 26, 2017	0.88

The correlation between FSNLX and ISNQX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

Return for Risk

FSNLX vs. ISNQX — Risk / Return Rank

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

FSNLX

FSNLX Risk / Return Rank: 75
FSNLX Sharpe Ratio Rank: 75
FSNLX Sortino Ratio Rank: 77
FSNLX Omega Ratio Rank: 77
FSNLX Calmar Ratio Rank: 70
FSNLX Martin Ratio Rank: 76

ISNQX

ISNQX Risk / Return Rank: 75
ISNQX Sharpe Ratio Rank: 76
ISNQX Sortino Ratio Rank: 75
ISNQX Omega Ratio Rank: 71
ISNQX Calmar Ratio Rank: 72
ISNQX Martin Ratio Rank: 84

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. ISNQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2015 Fund Class K (FSNLX) and Voya Solution 2050 Portfolio (ISNQX). 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.

	FSNLX	ISNQX	Difference
Sharpe ratio: Return per unit of total volatility	2.48	2.47	+0.01
Sortino ratio: Return per unit of downside risk	3.62	3.55	+0.07
Omega ratio: Gain probability vs. loss probability	1.50	1.46	+0.04
Calmar ratio: Return relative to maximum drawdown	3.13	3.16	-0.04
Martin ratio: Return relative to average drawdown	13.77	15.25	-1.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSNLX vs. ISNQX - Sharpe Ratio Comparison

The current FSNLX Sharpe Ratio is 2.48, which is comparable to the ISNQX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of FSNLX and ISNQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FSNLX	ISNQX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	2.47	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.64	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.77	0.00

Drawdowns

FSNLX vs. ISNQX - Drawdown Comparison

The maximum FSNLX drawdown since its inception was -20.41%, smaller than the maximum ISNQX drawdown of -33.88%. Use the drawdown chart below to compare losses from any high point for FSNLX and ISNQX.

Drawdown Indicators

	FSNLX	ISNQX	Difference
Max Drawdown Largest peak-to-trough decline	-20.41%	-33.88%	+13.47%
Max Drawdown (1Y) Largest decline over 1 year	-4.70%	-9.38%	+4.68%
Max Drawdown (3Y) Largest decline over 3 years	-6.76%	-15.79%	+9.03%
Max Drawdown (5Y) Largest decline over 5 years	-20.41%	-26.90%	+6.49%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.88%	—
Current Drawdown Current decline from peak	-0.32%	-0.80%	+0.48%
Average Drawdown Average peak-to-trough decline	-4.05%	-4.59%	+0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.06%	1.88%	-0.82%

Volatility

FSNLX vs. ISNQX - Volatility Comparison

The current volatility for Fidelity Freedom 2015 Fund Class K (FSNLX) is 2.22%, while Voya Solution 2050 Portfolio (ISNQX) has a volatility of 3.51%. This indicates that FSNLX experiences smaller price fluctuations and is considered to be less risky than ISNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSNLX	ISNQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.22%	3.51%	-1.29%
Volatility (6M) Calculated over the trailing 6-month period	4.96%	9.78%	-4.82%
Volatility (1Y) Calculated over the trailing 1-year period	5.92%	12.00%	-6.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.61%	15.31%	-7.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.88%	16.31%	-8.43%

FSNLX vs. ISNQX - Expense Ratio Comparison

FSNLX has a 0.47% expense ratio, which is higher than ISNQX's 0.18% expense ratio.

Dividends

FSNLX vs. ISNQX - Dividend Comparison

FSNLX's dividend yield for the trailing twelve months is around 6.46%, less than ISNQX's 7.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSNLX Fidelity Freedom 2015 Fund Class K	6.46%	6.50%	4.02%	2.74%	8.44%	10.79%	6.72%	6.77%	8.21%	2.16%	0.00%	0.00%
ISNQX Voya Solution 2050 Portfolio	7.18%	8.01%	1.33%	6.04%	31.37%	2.78%	6.32%	8.18%	6.96%	1.98%	1.14%	7.90%

Frequently Asked Questions

Can I hold both FSNLX and ISNQX in my portfolio?

FSNLX and ISNQX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSNLX or ISNQX?

ISNQX has higher volatility (3.51%) compared to FSNLX (2.22%). In terms of maximum drawdown, FSNLX dropped -20.41% vs ISNQX's -33.88%.

Which has better risk-adjusted returns?

FSNLX currently has the higher Sharpe Ratio (2.48 vs 2.47), 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.