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FAXEX vs. VDEQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAXEX and VDEQX 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.


-0.50.00.51.00.9

Performance

FAXEX vs. VDEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX) and Vanguard Diversified Equity Fund (VDEQX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.18%
6.61%
FAXEX
VDEQX

Key characteristics

Sharpe Ratio

FAXEX:

1.27

VDEQX:

1.15

Sortino Ratio

FAXEX:

1.78

VDEQX:

1.56

Omega Ratio

FAXEX:

1.23

VDEQX:

1.22

Calmar Ratio

FAXEX:

1.59

VDEQX:

0.82

Martin Ratio

FAXEX:

6.49

VDEQX:

5.71

Ulcer Index

FAXEX:

2.28%

VDEQX:

2.85%

Daily Std Dev

FAXEX:

11.70%

VDEQX:

14.18%

Max Drawdown

FAXEX:

-32.00%

VDEQX:

-59.37%

Current Drawdown

FAXEX:

-0.51%

VDEQX:

-5.44%

Returns By Period

In the year-to-date period, FAXEX achieves a 5.36% return, which is significantly higher than VDEQX's 4.35% return.


FAXEX

YTD

5.36%

1M

2.00%

6M

5.18%

1Y

15.09%

5Y*

6.55%

10Y*

N/A

VDEQX

YTD

4.35%

1M

0.61%

6M

6.62%

1Y

17.37%

5Y*

6.73%

10Y*

5.65%

*Annualized

Compare stocks, funds, or ETFs

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


FAXEX vs. VDEQX - Expense Ratio Comparison

FAXEX has a 0.99% expense ratio, which is higher than VDEQX's 0.35% expense ratio.


FAXEX
Fidelity Advisor Freedom Blend 2065 Fund Class M
Expense ratio chart for FAXEX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for VDEQX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

FAXEX vs. VDEQX — Risk-Adjusted Performance Rank

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

FAXEX
The Risk-Adjusted Performance Rank of FAXEX is 6969
Overall Rank
The Sharpe Ratio Rank of FAXEX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FAXEX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FAXEX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FAXEX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FAXEX is 7373
Martin Ratio Rank

VDEQX
The Risk-Adjusted Performance Rank of VDEQX is 6060
Overall Rank
The Sharpe Ratio Rank of VDEQX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VDEQX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VDEQX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VDEQX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VDEQX is 6868
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.

FAXEX vs. VDEQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX) and Vanguard Diversified Equity Fund (VDEQX). 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 FAXEX, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.001.271.15
The chart of Sortino ratio for FAXEX, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.0012.001.781.56
The chart of Omega ratio for FAXEX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.22
The chart of Calmar ratio for FAXEX, currently valued at 1.59, compared to the broader market0.005.0010.0015.0020.001.590.82
The chart of Martin ratio for FAXEX, currently valued at 6.49, compared to the broader market0.0020.0040.0060.0080.006.495.71
FAXEX
VDEQX

The current FAXEX Sharpe Ratio is 1.27, which is comparable to the VDEQX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FAXEX and VDEQX, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.27
1.15
FAXEX
VDEQX

Dividends

FAXEX vs. VDEQX - Dividend Comparison

FAXEX's dividend yield for the trailing twelve months is around 1.16%, more than VDEQX's 0.90% yield.


TTM20242023202220212020201920182017201620152014
FAXEX
Fidelity Advisor Freedom Blend 2065 Fund Class M
1.16%1.23%1.24%1.89%1.77%0.74%1.34%0.00%0.00%0.00%0.00%0.00%
VDEQX
Vanguard Diversified Equity Fund
0.90%0.93%0.92%0.71%0.60%0.75%0.97%1.24%1.02%1.38%1.21%1.06%

Drawdowns

FAXEX vs. VDEQX - Drawdown Comparison

The maximum FAXEX drawdown since its inception was -32.00%, smaller than the maximum VDEQX drawdown of -59.37%. Use the drawdown chart below to compare losses from any high point for FAXEX and VDEQX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.51%
-5.44%
FAXEX
VDEQX

Volatility

FAXEX vs. VDEQX - Volatility Comparison

Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX) and Vanguard Diversified Equity Fund (VDEQX) have volatilities of 2.95% and 2.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.95%
2.93%
FAXEX
VDEQX
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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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