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FFBSX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFBSX and VOO is 0.93, 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

FFBSX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2065 Fund (FFBSX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
47.79%
120.26%
FFBSX
VOO

Key characteristics

Sharpe Ratio

FFBSX:

1.39

VOO:

2.25

Sortino Ratio

FFBSX:

1.94

VOO:

2.98

Omega Ratio

FFBSX:

1.25

VOO:

1.42

Calmar Ratio

FFBSX:

1.29

VOO:

3.31

Martin Ratio

FFBSX:

8.45

VOO:

14.77

Ulcer Index

FFBSX:

1.89%

VOO:

1.90%

Daily Std Dev

FFBSX:

11.50%

VOO:

12.46%

Max Drawdown

FFBSX:

-31.65%

VOO:

-33.99%

Current Drawdown

FFBSX:

-3.96%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FFBSX achieves a 13.93% return, which is significantly lower than VOO's 26.02% return.


FFBSX

YTD

13.93%

1M

-0.88%

6M

4.22%

1Y

14.63%

5Y*

6.37%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


FFBSX vs. VOO - Expense Ratio Comparison

FFBSX has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.


FFBSX
Fidelity Freedom Blend 2065 Fund
Expense ratio chart for FFBSX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VOO: 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%

Risk-Adjusted Performance

FFBSX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2065 Fund (FFBSX) and Vanguard S&P 500 ETF (VOO). 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 FFBSX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.001.392.25
The chart of Sortino ratio for FFBSX, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.001.942.98
The chart of Omega ratio for FFBSX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.42
The chart of Calmar ratio for FFBSX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.0014.001.293.31
The chart of Martin ratio for FFBSX, currently valued at 8.45, compared to the broader market0.0020.0040.0060.008.4514.77
FFBSX
VOO

The current FFBSX Sharpe Ratio is 1.39, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FFBSX and VOO, 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
1.39
2.25
FFBSX
VOO

Dividends

FFBSX vs. VOO - Dividend Comparison

FFBSX's dividend yield for the trailing twelve months is around 1.36%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FFBSX
Fidelity Freedom Blend 2065 Fund
1.36%1.55%2.24%2.20%1.06%1.59%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FFBSX vs. VOO - Drawdown Comparison

The maximum FFBSX drawdown since its inception was -31.65%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFBSX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.96%
-2.47%
FFBSX
VOO

Volatility

FFBSX vs. VOO - Volatility Comparison

The current volatility for Fidelity Freedom Blend 2065 Fund (FFBSX) is 3.44%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that FFBSX experiences smaller price fluctuations and is considered to be less risky than VOO 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
3.44%
3.75%
FFBSX
VOO
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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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