SSFNX vs. FDCFX
Compare and contrast key facts about State Street Target Retirement Fund (SSFNX) and Fidelity Advisor Freedom 2020 Fund Class C (FDCFX).
SSFNX is managed by State Street. It was launched on Sep 29, 2014. FDCFX is managed by Fidelity. It was launched on Jul 24, 2003.
Performance
SSFNX vs. FDCFX - Performance Comparison
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SSFNX vs. FDCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSFNX State Street Target Retirement Fund | -0.35% | 10.93% | 7.05% | 10.73% | -12.21% | 6.87% | 10.26% | 13.97% | -2.49% | 8.92% |
FDCFX Fidelity Advisor Freedom 2020 Fund Class C | -1.88% | 13.47% | 6.05% | 11.14% | -16.84% | 7.64% | 12.30% | 17.51% | -5.79% | 14.18% |
Returns By Period
In the year-to-date period, SSFNX achieves a -0.35% return, which is significantly higher than FDCFX's -1.88% return. Over the past 10 years, SSFNX has underperformed FDCFX with an annualized return of 5.41%, while FDCFX has yielded a comparatively higher 5.80% annualized return.
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%
FDCFX
- 1D
- 0.17%
- 1M
- -5.52%
- YTD
- -1.88%
- 6M
- -0.30%
- 1Y
- 9.53%
- 3Y*
- 7.81%
- 5Y*
- 2.93%
- 10Y*
- 5.80%
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SSFNX vs. FDCFX - Expense Ratio Comparison
SSFNX has a 0.10% expense ratio, which is lower than FDCFX's 1.58% expense ratio.
Return for Risk
SSFNX vs. FDCFX — Risk / Return Rank
SSFNX
FDCFX
SSFNX vs. FDCFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement Fund (SSFNX) and Fidelity Advisor Freedom 2020 Fund Class C (FDCFX). 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.
| SSFNX | FDCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.16 | +0.43 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.63 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.49 | +0.44 |
Martin ratioReturn relative to average drawdown | 9.29 | 6.21 | +3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSFNX | FDCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.16 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.34 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.65 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.39 | +0.38 |
Correlation
The correlation between SSFNX and FDCFX is 0.93, 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
SSFNX vs. FDCFX - Dividend Comparison
SSFNX's dividend yield for the trailing twelve months is around 4.88%, less than FDCFX's 7.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FDCFX Fidelity Advisor Freedom 2020 Fund Class C | 7.17% | 7.04% | 3.91% | 1.54% | 8.31% | 10.14% | 6.37% | 6.02% | 8.67% | 5.15% | 3.63% | 3.32% |
Drawdowns
SSFNX vs. FDCFX - Drawdown Comparison
The maximum SSFNX drawdown since its inception was -16.62%, smaller than the maximum FDCFX drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for SSFNX and FDCFX.
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Drawdown Indicators
| SSFNX | FDCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.62% | -47.97% | +31.35% |
Max Drawdown (1Y)Largest decline over 1 year | -4.51% | -6.09% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -16.62% | -23.25% | +6.63% |
Max Drawdown (10Y)Largest decline over 10 years | -16.62% | -23.25% | +6.63% |
Current DrawdownCurrent decline from peak | -3.35% | -5.52% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -2.55% | -6.07% | +3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.46% | -0.52% |
Volatility
SSFNX vs. FDCFX - Volatility Comparison
The current volatility for State Street Target Retirement Fund (SSFNX) is 1.92%, while Fidelity Advisor Freedom 2020 Fund Class C (FDCFX) has a volatility of 3.27%. This indicates that SSFNX experiences smaller price fluctuations and is considered to be less risky than FDCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSFNX | FDCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 3.27% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 5.07% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.71% | 8.27% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 8.79% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.55% | 9.01% | -2.46% |