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

Key characteristics


FDKVXVT
YTD Return15.38%18.58%
1Y Return26.98%30.42%
3Y Return (Ann)-0.45%5.63%
5Y Return (Ann)5.87%11.28%
10Y Return (Ann)5.58%9.49%
Sharpe Ratio2.362.58
Sortino Ratio3.303.52
Omega Ratio1.431.47
Calmar Ratio1.172.89
Martin Ratio15.2216.93
Ulcer Index1.77%1.79%
Daily Std Dev11.43%11.77%
Max Drawdown-34.53%-50.27%
Current Drawdown-1.63%-0.17%

Correlation

-0.50.00.51.01.0

The correlation between FDKVX and VT is 0.97, 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

FDKVX vs. VT - Performance Comparison

In the year-to-date period, FDKVX achieves a 15.38% return, which is significantly lower than VT's 18.58% return. Over the past 10 years, FDKVX has underperformed VT with an annualized return of 5.58%, while VT has yielded a comparatively higher 9.49% annualized return. 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
7.38%
10.76%
FDKVX
VT

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FDKVX vs. VT - Expense Ratio Comparison

FDKVX has a 0.75% expense ratio, which is higher than VT's 0.07% expense ratio.


FDKVX
Fidelity Freedom 2060 Fund
Expense ratio chart for FDKVX: 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 VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FDKVX vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2060 Fund (FDKVX) 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.


FDKVX
Sharpe ratio
The chart of Sharpe ratio for FDKVX, currently valued at 2.36, compared to the broader market0.002.004.002.36
Sortino ratio
The chart of Sortino ratio for FDKVX, currently valued at 3.30, compared to the broader market0.005.0010.003.30
Omega ratio
The chart of Omega ratio for FDKVX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for FDKVX, currently valued at 1.17, compared to the broader market0.005.0010.0015.0020.001.17
Martin ratio
The chart of Martin ratio for FDKVX, currently valued at 15.20, compared to the broader market0.0020.0040.0060.0080.00100.0015.20
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 2.58, compared to the broader market0.002.004.002.58
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 2.89, compared to the broader market0.005.0010.0015.0020.002.89
Martin ratio
The chart of Martin ratio for VT, currently valued at 16.93, compared to the broader market0.0020.0040.0060.0080.00100.0016.93

FDKVX vs. VT - Sharpe Ratio Comparison

The current FDKVX Sharpe Ratio is 2.36, which is comparable to the VT Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of FDKVX 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.36
2.58
FDKVX
VT

Dividends

FDKVX vs. VT - Dividend Comparison

FDKVX's dividend yield for the trailing twelve months is around 1.08%, less than VT's 1.84% yield.


TTM20232022202120202019201820172016201520142013
FDKVX
Fidelity Freedom 2060 Fund
1.08%1.25%2.10%2.23%1.03%1.49%1.53%1.08%1.28%1.96%2.68%0.00%
VT
Vanguard Total World Stock ETF
1.84%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

FDKVX vs. VT - Drawdown Comparison

The maximum FDKVX drawdown since its inception was -34.53%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FDKVX and VT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.63%
-0.17%
FDKVX
VT

Volatility

FDKVX vs. VT - Volatility Comparison

The current volatility for Fidelity Freedom 2060 Fund (FDKVX) is 2.85%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.14%. This indicates that FDKVX experiences smaller price fluctuations and is considered to be less risky than VT 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
2.85%
3.14%
FDKVX
VT