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FXIFX vs. FSLVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXIFX vs. FSLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) and Fidelity Stock Selector Large Cap Value Fund (FSLVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXIFX achieves a 7.50% return, which is significantly lower than FSLVX's 9.29% return. Over the past 10 years, FXIFX has underperformed FSLVX with an annualized return of 9.33%, while FSLVX has yielded a comparatively higher 11.65% annualized return.


FXIFX

1D
-0.25%
1M
1.30%
YTD
7.50%
6M
7.13%
1Y
17.88%
3Y*
13.30%
5Y*
6.34%
10Y*
9.33%

FSLVX

1D
-0.10%
1M
1.75%
YTD
9.29%
6M
8.65%
1Y
22.41%
3Y*
18.44%
5Y*
11.46%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXIFX vs. FSLVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
7.50%15.89%9.50%15.10%-16.55%10.84%14.34%22.07%-5.64%18.05%
FSLVX
Fidelity Stock Selector Large Cap Value Fund
9.29%15.95%17.29%14.44%-5.53%25.72%4.14%24.63%-9.29%12.34%

Correlation

The correlation between FXIFX and FSLVX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2009

0.88

The correlation between FXIFX and FSLVX shifts across timeframes, from 0.75 (3 years) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FXIFX vs. FSLVX — Risk / Return Rank

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

FXIFX
FXIFX Risk / Return Rank: 6767
Overall Rank
FXIFX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FXIFX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FXIFX Omega Ratio Rank: 6868
Omega Ratio Rank
FXIFX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FXIFX Martin Ratio Rank: 6969
Martin Ratio Rank

FSLVX
FSLVX Risk / Return Rank: 7070
Overall Rank
FSLVX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FSLVX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FSLVX Omega Ratio Rank: 5959
Omega Ratio Rank
FSLVX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSLVX 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.

FXIFX vs. FSLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) and Fidelity Stock Selector Large Cap Value Fund (FSLVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FXIFXFSLVXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratioReturn relative to maximum drawdown

2.90

3.34

-0.44

Martin ratioReturn relative to average drawdown

12.46

13.45

-0.98

FXIFX vs. FSLVX - Sharpe Ratio Comparison

The current FXIFX Sharpe Ratio is 2.20, which is comparable to the FSLVX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of FXIFX and FSLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FXIFX vs. FSLVX - Drawdown Comparison

The maximum FXIFX drawdown since its inception was -23.90%, smaller than the maximum FSLVX drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for FXIFX and FSLVX.


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Drawdown Indicators


FXIFXFSLVXDifference

Max Drawdown

Largest peak-to-trough decline

-23.90%

-60.89%

+36.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-7.01%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-9.41%

-15.62%

+6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.28%

-19.33%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-23.90%

-39.75%

+15.85%

Current Drawdown

Current decline from peak

-0.49%

-0.93%

+0.44%

Average Drawdown

Average peak-to-trough decline

-3.60%

-9.89%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.74%

-0.25%

Volatility

FXIFX vs. FSLVX - Volatility Comparison

Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) has a higher volatility of 3.43% compared to Fidelity Stock Selector Large Cap Value Fund (FSLVX) at 3.26%. This indicates that FXIFX's price experiences larger fluctuations and is considered to be riskier than FSLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXIFXFSLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.26%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

8.17%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

8.49%

10.79%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.43%

15.47%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.27%

17.73%

-6.46%

FXIFX vs. FSLVX - Expense Ratio Comparison

FXIFX has a 0.12% expense ratio, which is lower than FSLVX's 0.76% expense ratio.


Dividends

FXIFX vs. FSLVX - Dividend Comparison

FXIFX's dividend yield for the trailing twelve months is around 3.04%, less than FSLVX's 9.09% yield.


PositionTTM20252024202320222021202020192018201720162015
FSLVX
Fidelity Stock Selector Large Cap Value Fund
9.09%8.06%10.40%2.50%8.31%4.35%2.18%1.58%7.55%1.10%1.29%1.26%
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
3.04%3.34%2.67%2.26%2.69%2.13%2.40%16.73%2.13%1.84%1.94%2.02%

Frequently Asked Questions


FXIFX and FSLVX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXIFX has higher volatility (3.43%) compared to FSLVX (3.26%). In terms of maximum drawdown, FXIFX dropped -23.90% vs FSLVX's -60.89%.

FXIFX currently has the higher Sharpe Ratio (2.20 vs 2.18), 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.

Portfolio Optimizer

Find the right allocation for FXIFX and FSLVX

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