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FDFPX vs. VLXVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FDFPXVLXVX
YTD Return16.99%16.33%
1Y Return28.99%27.76%
3Y Return (Ann)4.32%4.76%
5Y Return (Ann)10.79%10.25%
Sharpe Ratio2.562.53
Sortino Ratio3.573.51
Omega Ratio1.471.47
Calmar Ratio2.272.56
Martin Ratio16.5716.45
Ulcer Index1.75%1.69%
Daily Std Dev11.32%10.96%
Max Drawdown-31.22%-31.42%
Current Drawdown-0.51%-0.34%

Correlation

-0.50.00.51.01.0

The correlation between FDFPX and VLXVX is 0.98, 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

FDFPX vs. VLXVX - Performance Comparison

The year-to-date returns for both stocks are quite close, with FDFPX having a 16.99% return and VLXVX slightly lower at 16.33%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.11%
9.82%
FDFPX
VLXVX

Compare stocks, funds, or ETFs

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


FDFPX vs. VLXVX - Expense Ratio Comparison

FDFPX has a 0.00% expense ratio, which is lower than VLXVX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VLXVX
Vanguard Target Retirement 2065 Fund
Expense ratio chart for VLXVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FDFPX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FDFPX vs. VLXVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend 2065 Fund (FDFPX) and Vanguard Target Retirement 2065 Fund (VLXVX). 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.


FDFPX
Sharpe ratio
The chart of Sharpe ratio for FDFPX, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for FDFPX, currently valued at 3.57, compared to the broader market0.005.0010.003.57
Omega ratio
The chart of Omega ratio for FDFPX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for FDFPX, currently valued at 2.27, compared to the broader market0.005.0010.0015.0020.002.27
Martin ratio
The chart of Martin ratio for FDFPX, currently valued at 16.57, compared to the broader market0.0020.0040.0060.0080.00100.0016.57
VLXVX
Sharpe ratio
The chart of Sharpe ratio for VLXVX, currently valued at 2.53, compared to the broader market0.002.004.002.53
Sortino ratio
The chart of Sortino ratio for VLXVX, currently valued at 3.51, compared to the broader market0.005.0010.003.51
Omega ratio
The chart of Omega ratio for VLXVX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for VLXVX, currently valued at 2.56, compared to the broader market0.005.0010.0015.0020.002.56
Martin ratio
The chart of Martin ratio for VLXVX, currently valued at 16.45, compared to the broader market0.0020.0040.0060.0080.00100.0016.45

FDFPX vs. VLXVX - Sharpe Ratio Comparison

The current FDFPX Sharpe Ratio is 2.56, which is comparable to the VLXVX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of FDFPX and VLXVX, 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
2.56
2.53
FDFPX
VLXVX

Dividends

FDFPX vs. VLXVX - Dividend Comparison

FDFPX's dividend yield for the trailing twelve months is around 1.65%, less than VLXVX's 1.77% yield.


TTM2023202220212020201920182017
FDFPX
Fidelity Flex Freedom Blend 2065 Fund
1.65%1.90%2.55%2.52%1.55%2.03%0.00%0.00%
VLXVX
Vanguard Target Retirement 2065 Fund
1.77%2.06%2.00%1.70%1.45%1.90%1.85%0.78%

Drawdowns

FDFPX vs. VLXVX - Drawdown Comparison

The maximum FDFPX drawdown since its inception was -31.22%, roughly equal to the maximum VLXVX drawdown of -31.42%. Use the drawdown chart below to compare losses from any high point for FDFPX and VLXVX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.51%
-0.34%
FDFPX
VLXVX

Volatility

FDFPX vs. VLXVX - Volatility Comparison

Fidelity Flex Freedom Blend 2065 Fund (FDFPX) has a higher volatility of 2.94% compared to Vanguard Target Retirement 2065 Fund (VLXVX) at 2.77%. This indicates that FDFPX's price experiences larger fluctuations and is considered to be riskier than VLXVX 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
2.94%
2.77%
FDFPX
VLXVX