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FYTKX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

FYTKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Income Fund Class K6 (FYTKX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FYTKX achieves a 5.02% return, which is significantly lower than ^GSPC's 7.60% return.


FYTKX

1D
-0.17%
1M
1.18%
YTD
5.02%
6M
5.00%
1Y
10.91%
3Y*
8.21%
5Y*
3.41%
10Y*

^GSPC

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FYTKX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FYTKX
Fidelity Freedom Income Fund Class K6
5.02%10.61%4.60%8.42%-11.23%3.25%9.07%10.71%-1.84%3.46%
^GSPC
S&P 500 Index
7.60%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%9.67%

Correlation

The correlation between FYTKX and ^GSPC 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

0.64

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2017

0.64

The correlation between FYTKX and ^GSPC shifts across timeframes, from 0.62 (5 years) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FYTKX vs. ^GSPC — Risk / Return Rank

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

FYTKX
FYTKX Risk / Return Rank: 7474
Overall Rank
FYTKX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FYTKX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FYTKX Omega Ratio Rank: 7979
Omega Ratio Rank
FYTKX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FYTKX Martin Ratio Rank: 7575
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6161
Overall Rank
^GSPC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5757
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6262
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5757
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
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.

FYTKX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Income Fund Class K6 (FYTKX) and S&P 500 Index (^GSPC). 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.


FYTKX^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.47

1.32

+0.15

Calmar ratioReturn relative to maximum drawdown

3.08

2.46

+0.62

Martin ratioReturn relative to average drawdown

13.30

10.92

+2.38

FYTKX vs. ^GSPC - Sharpe Ratio Comparison

The current FYTKX Sharpe Ratio is 2.28, which is comparable to the ^GSPC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of FYTKX and ^GSPC, 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

FYTKX vs. ^GSPC - Drawdown Comparison

The maximum FYTKX drawdown since its inception was -15.80%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FYTKX and ^GSPC.


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Drawdown Indicators


FYTKX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-56.78%

+40.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-9.10%

+5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

-18.90%

+14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-15.80%

-25.43%

+9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.17%

-3.21%

+3.04%

Average Drawdown

Average peak-to-trough decline

-2.86%

-10.71%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.04%

-1.19%

Volatility

FYTKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom Income Fund Class K6 (FYTKX) is 2.28%, while S&P 500 Index (^GSPC) has a volatility of 4.89%. This indicates that FYTKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FYTKX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

4.89%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.34%

9.93%

-5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.97%

12.57%

-7.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

17.00%

-11.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.80%

18.08%

-13.28%

Frequently Asked Questions


FYTKX and ^GSPC 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.

^GSPC has higher volatility (4.89%) compared to FYTKX (2.28%). In terms of maximum drawdown, FYTKX dropped -15.80% vs ^GSPC's -56.78%.

FYTKX currently has the higher Sharpe Ratio (2.28 vs 1.78), 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

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