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FCTKX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCTKX and VT is 0.92, 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.


Performance

FCTKX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2055 Fund Class K6 (FCTKX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCTKX:

0.48

VT:

0.55

Sortino Ratio

FCTKX:

0.82

VT:

0.94

Omega Ratio

FCTKX:

1.11

VT:

1.14

Calmar Ratio

FCTKX:

0.54

VT:

0.62

Martin Ratio

FCTKX:

2.30

VT:

2.74

Ulcer Index

FCTKX:

3.63%

VT:

3.77%

Daily Std Dev

FCTKX:

16.55%

VT:

17.61%

Max Drawdown

FCTKX:

-35.02%

VT:

-50.27%

Current Drawdown

FCTKX:

-3.28%

VT:

-3.87%

Returns By Period

In the year-to-date period, FCTKX achieves a 2.66% return, which is significantly higher than VT's 1.45% return.


FCTKX

YTD

2.66%

1M

6.37%

6M

-1.15%

1Y

7.85%

5Y*

8.55%

10Y*

N/A

VT

YTD

1.45%

1M

6.08%

6M

-1.10%

1Y

9.70%

5Y*

13.50%

10Y*

8.84%

*Annualized

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FCTKX vs. VT - Expense Ratio Comparison

FCTKX has a 0.50% expense ratio, which is higher than VT's 0.07% expense ratio.


Risk-Adjusted Performance

FCTKX vs. VT — Risk-Adjusted Performance Rank

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

FCTKX
The Risk-Adjusted Performance Rank of FCTKX is 6161
Overall Rank
The Sharpe Ratio Rank of FCTKX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FCTKX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FCTKX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FCTKX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FCTKX is 6666
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6767
Overall Rank
The Sharpe Ratio Rank of VT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7272
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.

FCTKX vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund Class K6 (FCTKX) and Vanguard Total World Stock ETF (VT). 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.


The current FCTKX Sharpe Ratio is 0.48, which is comparable to the VT Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FCTKX and VT, 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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Dividends

FCTKX vs. VT - Dividend Comparison

FCTKX's dividend yield for the trailing twelve months is around 1.64%, less than VT's 1.90% yield.


TTM20242023202220212020201920182017201620152014
FCTKX
Fidelity Freedom 2055 Fund Class K6
1.64%1.68%1.53%2.32%2.48%1.20%1.69%1.98%1.27%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.90%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

FCTKX vs. VT - Drawdown Comparison

The maximum FCTKX drawdown since its inception was -35.02%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FCTKX and VT. For additional features, visit the drawdowns tool.


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Volatility

FCTKX vs. VT - Volatility Comparison


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