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FTLSX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTLSX and FXAIX is 0.61, 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.


-0.50.00.51.00.6

Performance

FTLSX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Freedom Blend Income Fund (FTLSX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.28%
10.01%
FTLSX
FXAIX

Key characteristics

Sharpe Ratio

FTLSX:

1.67

FXAIX:

1.87

Sortino Ratio

FTLSX:

2.43

FXAIX:

2.52

Omega Ratio

FTLSX:

1.31

FXAIX:

1.34

Calmar Ratio

FTLSX:

0.99

FXAIX:

2.82

Martin Ratio

FTLSX:

6.61

FXAIX:

11.69

Ulcer Index

FTLSX:

1.15%

FXAIX:

2.04%

Daily Std Dev

FTLSX:

4.58%

FXAIX:

12.77%

Max Drawdown

FTLSX:

-17.76%

FXAIX:

-33.79%

Current Drawdown

FTLSX:

-0.38%

FXAIX:

0.00%

Returns By Period

In the year-to-date period, FTLSX achieves a 2.13% return, which is significantly lower than FXAIX's 4.63% return.


FTLSX

YTD

2.13%

1M

1.60%

6M

1.28%

1Y

7.52%

5Y*

1.71%

10Y*

N/A

FXAIX

YTD

4.63%

1M

2.57%

6M

10.02%

1Y

25.15%

5Y*

14.81%

10Y*

13.14%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTLSX vs. FXAIX - Expense Ratio Comparison

FTLSX has a 0.00% expense ratio, which is lower than FXAIX's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FXAIX
Fidelity 500 Index Fund
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%
Expense ratio chart for FTLSX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FTLSX vs. FXAIX — Risk-Adjusted Performance Rank

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

FTLSX
The Risk-Adjusted Performance Rank of FTLSX is 7575
Overall Rank
The Sharpe Ratio Rank of FTLSX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FTLSX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FTLSX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FTLSX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FTLSX is 7272
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 8686
Overall Rank
The Sharpe Ratio Rank of FXAIX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTLSX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend Income Fund (FTLSX) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for FTLSX, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.671.91
The chart of Sortino ratio for FTLSX, currently valued at 2.43, compared to the broader market0.002.004.006.008.0010.0012.002.432.57
The chart of Omega ratio for FTLSX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.35
The chart of Calmar ratio for FTLSX, currently valued at 0.99, compared to the broader market0.005.0010.0015.0020.000.992.89
The chart of Martin ratio for FTLSX, currently valued at 6.61, compared to the broader market0.0020.0040.0060.0080.006.6111.98
FTLSX
FXAIX

The current FTLSX Sharpe Ratio is 1.67, which is comparable to the FXAIX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FTLSX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.67
1.91
FTLSX
FXAIX

Dividends

FTLSX vs. FXAIX - Dividend Comparison

FTLSX's dividend yield for the trailing twelve months is around 3.33%, more than FXAIX's 1.19% yield.


TTM20242023202220212020201920182017201620152014
FTLSX
Fidelity Flex Freedom Blend Income Fund
3.33%3.37%3.19%3.93%2.62%1.58%2.41%2.51%1.38%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.19%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FTLSX vs. FXAIX - Drawdown Comparison

The maximum FTLSX drawdown since its inception was -17.76%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FTLSX and FXAIX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.38%
0
FTLSX
FXAIX

Volatility

FTLSX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Flex Freedom Blend Income Fund (FTLSX) is 1.18%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.06%. This indicates that FTLSX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.18%
3.06%
FTLSX
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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