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FBIFX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FBIFX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2040 Fund Investor Class (FBIFX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.52%
14.24%
FBIFX
VTI

Returns By Period

In the year-to-date period, FBIFX achieves a 14.74% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, FBIFX has underperformed VTI with an annualized return of 6.75%, while VTI has yielded a comparatively higher 12.67% annualized return.


FBIFX

YTD

14.74%

1M

-0.12%

6M

7.51%

1Y

21.44%

5Y (annualized)

5.92%

10Y (annualized)

6.75%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


FBIFXVTI
Sharpe Ratio2.182.68
Sortino Ratio3.043.57
Omega Ratio1.401.49
Calmar Ratio2.473.91
Martin Ratio13.7917.13
Ulcer Index1.58%1.96%
Daily Std Dev9.95%12.51%
Max Drawdown-38.83%-55.45%
Current Drawdown-1.36%-0.84%

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FBIFX vs. VTI - Expense Ratio Comparison

FBIFX has a 0.12% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FBIFX
Fidelity Freedom Index 2040 Fund Investor Class
Expense ratio chart for FBIFX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.01.0

The correlation between FBIFX and VTI is 0.96, 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.

Risk-Adjusted Performance

FBIFX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2040 Fund Investor Class (FBIFX) and Vanguard Total Stock Market ETF (VTI). 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 FBIFX, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.005.002.182.68
The chart of Sortino ratio for FBIFX, currently valued at 3.04, compared to the broader market0.005.0010.003.043.57
The chart of Omega ratio for FBIFX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.49
The chart of Calmar ratio for FBIFX, currently valued at 2.47, compared to the broader market0.005.0010.0015.0020.002.473.91
The chart of Martin ratio for FBIFX, currently valued at 13.79, compared to the broader market0.0020.0040.0060.0080.00100.0013.7917.13
FBIFX
VTI

The current FBIFX Sharpe Ratio is 2.18, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of FBIFX and VTI, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.18
2.68
FBIFX
VTI

Dividends

FBIFX vs. VTI - Dividend Comparison

FBIFX's dividend yield for the trailing twelve months is around 1.78%, more than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
FBIFX
Fidelity Freedom Index 2040 Fund Investor Class
1.78%1.97%1.97%1.53%1.41%1.82%2.20%1.73%1.93%2.02%3.28%0.13%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FBIFX vs. VTI - Drawdown Comparison

The maximum FBIFX drawdown since its inception was -38.83%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FBIFX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.36%
-0.84%
FBIFX
VTI

Volatility

FBIFX vs. VTI - Volatility Comparison

The current volatility for Fidelity Freedom Index 2040 Fund Investor Class (FBIFX) is 2.66%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that FBIFX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.66%
4.19%
FBIFX
VTI