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FTAFX vs. PDEJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTAFX vs. PDEJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Income Fund Class M (FTAFX) and Prudential Day One 2025 Fund (PDEJX). The values are adjusted to include any dividend payments, if applicable.

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FTAFX vs. PDEJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTAFX
Fidelity Advisor Freedom Income Fund Class M
0.13%9.66%3.70%7.58%-11.88%2.64%8.20%10.59%-2.26%6.60%
PDEJX
Prudential Day One 2025 Fund
0.55%11.91%17.34%11.21%-12.30%12.90%9.30%16.82%-4.47%12.48%

Returns By Period

In the year-to-date period, FTAFX achieves a 0.13% return, which is significantly lower than PDEJX's 0.55% return.


FTAFX

1D
0.95%
1M
-2.31%
YTD
0.13%
6M
1.08%
1Y
7.13%
3Y*
5.81%
5Y*
2.07%
10Y*
3.61%

PDEJX

1D
1.40%
1M
-2.68%
YTD
0.55%
6M
1.96%
1Y
10.58%
3Y*
12.21%
5Y*
7.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTAFX vs. PDEJX - Expense Ratio Comparison

FTAFX has a 0.97% expense ratio, which is higher than PDEJX's 0.00% expense ratio.


Return for Risk

FTAFX vs. PDEJX — Risk / Return Rank

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

FTAFX
FTAFX Risk / Return Rank: 7575
Overall Rank
FTAFX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FTAFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTAFX Omega Ratio Rank: 7373
Omega Ratio Rank
FTAFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTAFX Martin Ratio Rank: 7373
Martin Ratio Rank

PDEJX
PDEJX Risk / Return Rank: 7979
Overall Rank
PDEJX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PDEJX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PDEJX Omega Ratio Rank: 7878
Omega Ratio Rank
PDEJX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PDEJX Martin Ratio Rank: 8585
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. PDEJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Income Fund Class M (FTAFX) and Prudential Day One 2025 Fund (PDEJX). 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.


FTAFXPDEJXDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.45

+0.08

Sortino ratio

Return per unit of downside risk

2.14

2.07

+0.07

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

2.01

1.90

+0.11

Martin ratio

Return relative to average drawdown

8.30

9.24

-0.94

FTAFX vs. PDEJX - Sharpe Ratio Comparison

The current FTAFX Sharpe Ratio is 1.54, which is comparable to the PDEJX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FTAFX and PDEJX, 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


FTAFXPDEJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.45

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.81

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.88

-0.16

Correlation

The correlation between FTAFX and PDEJX is 0.81, 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

FTAFX vs. PDEJX - Dividend Comparison

FTAFX's dividend yield for the trailing twelve months is around 2.76%, less than PDEJX's 5.60% yield.


TTM20252024202320222021202020192018201720162015
FTAFX
Fidelity Advisor Freedom Income Fund Class M
2.76%2.73%2.65%2.42%5.49%4.88%3.36%3.28%5.15%2.91%2.55%2.62%
PDEJX
Prudential Day One 2025 Fund
5.60%5.63%20.16%3.66%7.83%10.79%2.42%5.03%4.61%1.68%0.00%0.00%

Drawdowns

FTAFX vs. PDEJX - Drawdown Comparison

The maximum FTAFX drawdown since its inception was -19.56%, roughly equal to the maximum PDEJX drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for FTAFX and PDEJX.


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Drawdown Indicators


FTAFXPDEJXDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-20.45%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-5.85%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-16.83%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-16.30%

Current Drawdown

Current decline from peak

-2.66%

-2.94%

+0.28%

Average Drawdown

Average peak-to-trough decline

-2.28%

-2.90%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.20%

-0.29%

Volatility

FTAFX vs. PDEJX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Income Fund Class M (FTAFX) is 2.41%, while Prudential Day One 2025 Fund (PDEJX) has a volatility of 2.87%. This indicates that FTAFX experiences smaller price fluctuations and is considered to be less risky than PDEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAFXPDEJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

2.87%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

4.33%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.86%

7.52%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.28%

8.87%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.60%

8.86%

-4.26%