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FTAFX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTAFX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Income Fund Class M (FTAFX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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FTAFX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTAFX
Fidelity Advisor Freedom Income Fund Class M
-0.81%9.66%3.70%7.58%-11.88%2.64%8.20%10.59%-2.26%6.60%
FSPGX
Fidelity Large Cap Growth Index Fund
-13.03%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-1.79%27.70%

Returns By Period

In the year-to-date period, FTAFX achieves a -0.81% return, which is significantly higher than FSPGX's -13.03% return.


FTAFX

1D
0.19%
1M
-3.57%
YTD
-0.81%
6M
0.41%
1Y
6.44%
3Y*
5.48%
5Y*
1.99%
10Y*
3.51%

FSPGX

1D
-0.45%
1M
-8.63%
YTD
-13.03%
6M
-12.06%
1Y
14.49%
3Y*
19.68%
5Y*
11.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTAFX vs. FSPGX - Expense Ratio Comparison

FTAFX has a 0.97% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Return for Risk

FTAFX vs. FSPGX — Risk / Return Rank

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

FTAFX
FTAFX Risk / Return Rank: 7474
Overall Rank
FTAFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTAFX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTAFX Omega Ratio Rank: 7070
Omega Ratio Rank
FTAFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTAFX Martin Ratio Rank: 7676
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2828
Overall Rank
FSPGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 3232
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 2323
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.

FTAFX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Income Fund Class M (FTAFX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


FTAFXFSPGXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.66

+0.72

Sortino ratio

Return per unit of downside risk

1.89

1.10

+0.78

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.11

Calmar ratio

Return relative to maximum drawdown

1.74

0.72

+1.02

Martin ratio

Return relative to average drawdown

7.31

2.51

+4.80

FTAFX vs. FSPGX - Sharpe Ratio Comparison

The current FTAFX Sharpe Ratio is 1.38, which is higher than the FSPGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FTAFX and FSPGX, 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


FTAFXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.66

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.56

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.78

-0.07

Correlation

The correlation between FTAFX and FSPGX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTAFX vs. FSPGX - Dividend Comparison

FTAFX's dividend yield for the trailing twelve months is around 2.79%, more than FSPGX's 0.40% yield.


TTM20252024202320222021202020192018201720162015
FTAFX
Fidelity Advisor Freedom Income Fund Class M
2.79%2.73%2.65%2.42%5.49%4.88%3.36%3.28%5.15%2.91%2.55%2.62%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%0.00%0.00%

Drawdowns

FTAFX vs. FSPGX - Drawdown Comparison

The maximum FTAFX drawdown since its inception was -19.56%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FTAFX and FSPGX.


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Drawdown Indicators


FTAFXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-32.66%

+13.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-16.17%

+12.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-32.66%

+16.36%

Max Drawdown (10Y)

Largest decline over 10 years

-16.30%

Current Drawdown

Current decline from peak

-3.57%

-16.17%

+12.60%

Average Drawdown

Average peak-to-trough decline

-2.28%

-6.43%

+4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

4.63%

-3.74%

Volatility

FTAFX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Income Fund Class M (FTAFX) is 2.15%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.33%. This indicates that FTAFX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAFXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

5.33%

-3.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

11.79%

-8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

22.32%

-17.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.26%

21.46%

-16.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.59%

21.63%

-17.04%