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FYLSX vs. SSFNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FYLSX vs. SSFNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Freedom Blend 2050 Fund (FYLSX) and State Street Target Retirement Fund (SSFNX). The values are adjusted to include any dividend payments, if applicable.

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FYLSX vs. SSFNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FYLSX
Fidelity Flex Freedom Blend 2050 Fund
-3.48%22.85%18.32%21.03%-18.70%16.96%18.37%25.95%-8.32%10.11%
SSFNX
State Street Target Retirement Fund
-0.35%10.93%7.05%10.73%-12.21%6.87%10.26%13.97%-2.49%4.09%

Returns By Period

In the year-to-date period, FYLSX achieves a -3.48% return, which is significantly lower than SSFNX's -0.35% return.


FYLSX

1D
-0.34%
1M
-8.91%
YTD
-3.48%
6M
-0.06%
1Y
18.58%
3Y*
16.48%
5Y*
8.94%
10Y*

SSFNX

1D
0.18%
1M
-3.35%
YTD
-0.35%
6M
1.07%
1Y
8.90%
3Y*
8.01%
5Y*
3.96%
10Y*
5.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FYLSX vs. SSFNX - Expense Ratio Comparison

FYLSX has a 0.00% expense ratio, which is lower than SSFNX's 0.10% 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%.


Return for Risk

FYLSX vs. SSFNX — Risk / Return Rank

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

FYLSX
FYLSX Risk / Return Rank: 6565
Overall Rank
FYLSX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FYLSX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FYLSX Omega Ratio Rank: 6666
Omega Ratio Rank
FYLSX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FYLSX Martin Ratio Rank: 6868
Martin Ratio Rank

SSFNX
SSFNX Risk / Return Rank: 8484
Overall Rank
SSFNX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SSFNX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SSFNX Omega Ratio Rank: 8484
Omega Ratio Rank
SSFNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SSFNX Martin Ratio Rank: 8787
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.

FYLSX vs. SSFNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend 2050 Fund (FYLSX) and State Street Target Retirement Fund (SSFNX). 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.


FYLSXSSFNXDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.59

-0.42

Sortino ratio

Return per unit of downside risk

1.69

2.24

-0.55

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.09

Calmar ratio

Return relative to maximum drawdown

1.40

1.93

-0.53

Martin ratio

Return relative to average drawdown

6.47

9.29

-2.82

FYLSX vs. SSFNX - Sharpe Ratio Comparison

The current FYLSX Sharpe Ratio is 1.17, which is comparable to the SSFNX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FYLSX and SSFNX, 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


FYLSXSSFNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.59

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.61

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.77

-0.10

Correlation

The correlation between FYLSX and SSFNX is 0.90, 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

FYLSX vs. SSFNX - Dividend Comparison

FYLSX's dividend yield for the trailing twelve months is around 3.75%, less than SSFNX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
FYLSX
Fidelity Flex Freedom Blend 2050 Fund
3.75%3.62%7.86%2.22%5.82%6.93%5.73%7.01%8.17%3.09%0.00%0.00%
SSFNX
State Street Target Retirement Fund
4.88%4.86%5.78%5.26%5.12%6.69%1.61%3.35%4.40%2.72%1.84%2.05%

Drawdowns

FYLSX vs. SSFNX - Drawdown Comparison

The maximum FYLSX drawdown since its inception was -31.26%, which is greater than SSFNX's maximum drawdown of -16.62%. Use the drawdown chart below to compare losses from any high point for FYLSX and SSFNX.


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Drawdown Indicators


FYLSXSSFNXDifference

Max Drawdown

Largest peak-to-trough decline

-31.26%

-16.62%

-14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-4.51%

-6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-27.51%

-16.62%

-10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-16.62%

Current Drawdown

Current decline from peak

-9.47%

-3.35%

-6.12%

Average Drawdown

Average peak-to-trough decline

-5.54%

-2.55%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

0.94%

+1.61%

Volatility

FYLSX vs. SSFNX - Volatility Comparison

Fidelity Flex Freedom Blend 2050 Fund (FYLSX) has a higher volatility of 5.49% compared to State Street Target Retirement Fund (SSFNX) at 1.92%. This indicates that FYLSX's price experiences larger fluctuations and is considered to be riskier than SSFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FYLSXSSFNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

1.92%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

3.23%

+6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

5.71%

+10.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

6.56%

+8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

6.55%

+9.50%