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FDEEX vs. ESGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FDEEXESGV
YTD Return16.11%26.20%
1Y Return24.51%35.80%
3Y Return (Ann)-0.63%8.13%
5Y Return (Ann)5.48%15.74%
Sharpe Ratio2.372.87
Sortino Ratio3.303.80
Omega Ratio1.431.53
Calmar Ratio1.284.18
Martin Ratio15.3117.63
Ulcer Index1.79%2.21%
Daily Std Dev11.57%13.53%
Max Drawdown-35.11%-33.66%
Current Drawdown-2.04%-0.29%

Correlation

-0.50.00.51.00.9

The correlation between FDEEX and ESGV 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

FDEEX vs. ESGV - Performance Comparison

In the year-to-date period, FDEEX achieves a 16.11% return, which is significantly lower than ESGV's 26.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.73%
14.00%
FDEEX
ESGV

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FDEEX vs. ESGV - Expense Ratio Comparison

FDEEX has a 0.75% expense ratio, which is higher than ESGV's 0.09% expense ratio.


FDEEX
Fidelity Freedom 2055 Fund
Expense ratio chart for FDEEX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for ESGV: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FDEEX vs. ESGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund (FDEEX) and Vanguard ESG U.S. Stock ETF (ESGV). 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.


FDEEX
Sharpe ratio
The chart of Sharpe ratio for FDEEX, currently valued at 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for FDEEX, currently valued at 3.30, compared to the broader market0.005.0010.003.30
Omega ratio
The chart of Omega ratio for FDEEX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for FDEEX, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.001.28
Martin ratio
The chart of Martin ratio for FDEEX, currently valued at 15.31, compared to the broader market0.0020.0040.0060.0080.00100.0015.31
ESGV
Sharpe ratio
The chart of Sharpe ratio for ESGV, currently valued at 2.87, compared to the broader market0.002.004.002.87
Sortino ratio
The chart of Sortino ratio for ESGV, currently valued at 3.80, compared to the broader market0.005.0010.003.80
Omega ratio
The chart of Omega ratio for ESGV, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for ESGV, currently valued at 4.18, compared to the broader market0.005.0010.0015.0020.004.18
Martin ratio
The chart of Martin ratio for ESGV, currently valued at 17.63, compared to the broader market0.0020.0040.0060.0080.00100.0017.63

FDEEX vs. ESGV - Sharpe Ratio Comparison

The current FDEEX Sharpe Ratio is 2.37, which is comparable to the ESGV Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of FDEEX and ESGV, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.37
2.87
FDEEX
ESGV

Dividends

FDEEX vs. ESGV - Dividend Comparison

FDEEX's dividend yield for the trailing twelve months is around 1.08%, more than ESGV's 1.06% yield.


TTM20232022202120202019201820172016201520142013
FDEEX
Fidelity Freedom 2055 Fund
1.08%1.25%2.11%2.24%1.01%1.48%1.58%1.10%1.38%3.59%6.52%5.45%
ESGV
Vanguard ESG U.S. Stock ETF
1.06%1.16%1.42%0.95%1.11%1.27%0.28%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDEEX vs. ESGV - Drawdown Comparison

The maximum FDEEX drawdown since its inception was -35.11%, roughly equal to the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for FDEEX and ESGV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.04%
-0.29%
FDEEX
ESGV

Volatility

FDEEX vs. ESGV - Volatility Comparison

The current volatility for Fidelity Freedom 2055 Fund (FDEEX) is 3.13%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 4.16%. This indicates that FDEEX experiences smaller price fluctuations and is considered to be less risky than ESGV 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%7.00%JuneJulyAugustSeptemberOctoberNovember
3.13%
4.16%
FDEEX
ESGV