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FTFEX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTFEX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2030 Fund Class M (FTFEX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FTFEX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTFEX
Fidelity Advisor Freedom 2030 Fund Class M
-0.59%16.59%8.45%14.02%-17.25%10.62%14.54%22.23%-6.97%18.72%
FSPSX
Fidelity International Index Fund
0.95%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FTFEX achieves a -0.59% return, which is significantly lower than FSPSX's 0.95% return. Over the past 10 years, FTFEX has underperformed FSPSX with an annualized return of 8.10%, while FSPSX has yielded a comparatively higher 8.97% annualized return.


FTFEX

1D
1.95%
1M
-4.40%
YTD
-0.59%
6M
1.29%
1Y
13.88%
3Y*
10.82%
5Y*
4.76%
10Y*
8.10%

FSPSX

1D
2.95%
1M
-6.35%
YTD
0.95%
6M
5.01%
1Y
22.97%
3Y*
14.61%
5Y*
8.36%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTFEX vs. FSPSX - Expense Ratio Comparison

FTFEX has a 1.16% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FTFEX vs. FSPSX — Risk / Return Rank

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

FTFEX
FTFEX Risk / Return Rank: 6969
Overall Rank
FTFEX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FTFEX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FTFEX Omega Ratio Rank: 6969
Omega Ratio Rank
FTFEX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FTFEX Martin Ratio Rank: 7171
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
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.

FTFEX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2030 Fund Class M (FTFEX) and Fidelity International Index Fund (FSPSX). 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.


FTFEXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.39

-0.04

Sortino ratio

Return per unit of downside risk

1.91

1.90

+0.01

Omega ratio

Gain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratio

Return relative to maximum drawdown

1.83

1.94

-0.11

Martin ratio

Return relative to average drawdown

7.77

7.43

+0.34

FTFEX vs. FSPSX - Sharpe Ratio Comparison

The current FTFEX Sharpe Ratio is 1.34, which is comparable to the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FTFEX and FSPSX, 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


FTFEXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.39

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.53

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.55

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.47

-0.06

Correlation

The correlation between FTFEX and FSPSX is 0.88, 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

FTFEX vs. FSPSX - Dividend Comparison

FTFEX's dividend yield for the trailing twelve months is around 7.18%, more than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
FTFEX
Fidelity Advisor Freedom 2030 Fund Class M
7.18%7.14%2.54%1.54%8.69%9.31%6.21%6.59%10.51%5.24%4.45%3.85%
FSPSX
Fidelity International Index Fund
3.12%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FTFEX vs. FSPSX - Drawdown Comparison

The maximum FTFEX drawdown since its inception was -53.97%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FTFEX and FSPSX.


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Drawdown Indicators


FTFEXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-53.97%

-33.69%

-20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-11.39%

+3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-29.41%

+4.79%

Max Drawdown (10Y)

Largest decline over 10 years

-25.00%

-33.69%

+8.69%

Current Drawdown

Current decline from peak

-5.12%

-8.22%

+3.10%

Average Drawdown

Average peak-to-trough decline

-7.31%

-6.60%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.97%

-1.12%

Volatility

FTFEX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2030 Fund Class M (FTFEX) is 4.57%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.65%. This indicates that FTFEX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTFEXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

7.65%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.60%

11.01%

-4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

17.00%

-6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.65%

15.82%

-5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

16.49%

-5.02%