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

Correlation

The correlation between FDFPX and VTI is 0.94, 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

FDFPX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Freedom Blend 2065 Fund (FDFPX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.61%
10.48%
FDFPX
VTI

Key characteristics

Sharpe Ratio

FDFPX:

1.43

VTI:

2.05

Sortino Ratio

FDFPX:

2.00

VTI:

2.74

Omega Ratio

FDFPX:

1.26

VTI:

1.38

Calmar Ratio

FDFPX:

2.12

VTI:

3.06

Martin Ratio

FDFPX:

8.71

VTI:

13.06

Ulcer Index

FDFPX:

1.87%

VTI:

2.01%

Daily Std Dev

FDFPX:

11.39%

VTI:

12.79%

Max Drawdown

FDFPX:

-31.22%

VTI:

-55.45%

Current Drawdown

FDFPX:

-3.46%

VTI:

-2.48%

Returns By Period

In the year-to-date period, FDFPX achieves a 15.35% return, which is significantly lower than VTI's 25.60% return.


FDFPX

YTD

15.35%

1M

-1.25%

6M

4.86%

1Y

16.19%

5Y*

9.54%

10Y*

N/A

VTI

YTD

25.60%

1M

-0.53%

6M

10.84%

1Y

25.91%

5Y*

14.22%

10Y*

12.55%

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. VTI - Expense Ratio Comparison

FDFPX has a 0.00% expense ratio, which is lower than VTI's 0.03% 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%.


VTI
Vanguard Total Stock Market ETF
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%
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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Freedom Blend 2065 Fund (FDFPX) 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 FDFPX, currently valued at 1.43, compared to the broader market-1.000.001.002.003.004.001.432.05
The chart of Sortino ratio for FDFPX, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.002.74
The chart of Omega ratio for FDFPX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.38
The chart of Calmar ratio for FDFPX, currently valued at 2.12, compared to the broader market0.002.004.006.008.0010.0012.0014.002.123.06
The chart of Martin ratio for FDFPX, currently valued at 8.71, compared to the broader market0.0020.0040.0060.008.7113.06
FDFPX
VTI

The current FDFPX Sharpe Ratio is 1.43, which is lower than the VTI Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FDFPX 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.43
2.05
FDFPX
VTI

Dividends

FDFPX vs. VTI - Dividend Comparison

FDFPX's dividend yield for the trailing twelve months is around 1.67%, more than VTI's 1.25% yield.


TTM20232022202120202019201820172016201520142013
FDFPX
Fidelity Flex Freedom Blend 2065 Fund
1.67%1.90%2.55%2.52%1.55%2.03%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.25%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FDFPX vs. VTI - Drawdown Comparison

The maximum FDFPX drawdown since its inception was -31.22%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FDFPX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.46%
-2.48%
FDFPX
VTI

Volatility

FDFPX vs. VTI - Volatility Comparison

The current volatility for Fidelity Flex Freedom Blend 2065 Fund (FDFPX) is 3.36%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.98%. This indicates that FDFPX 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%JulyAugustSeptemberOctoberNovemberDecember
3.36%
3.98%
FDFPX
VTI
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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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