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FFEGX vs. VWIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FFEGX vs. VWIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.07%
5.90%
FFEGX
VWIAX

Returns By Period

In the year-to-date period, FFEGX achieves a 11.04% return, which is significantly higher than VWIAX's 7.83% return.


FFEGX

YTD

11.04%

1M

0.58%

6M

6.07%

1Y

17.09%

5Y (annualized)

6.77%

10Y (annualized)

N/A

VWIAX

YTD

7.83%

1M

0.35%

6M

5.89%

1Y

14.84%

5Y (annualized)

2.70%

10Y (annualized)

3.37%

Key characteristics


FFEGXVWIAX
Sharpe Ratio2.182.26
Sortino Ratio3.163.45
Omega Ratio1.401.46
Calmar Ratio1.731.02
Martin Ratio13.3114.12
Ulcer Index1.28%1.05%
Daily Std Dev7.82%6.56%
Max Drawdown-23.85%-23.93%
Current Drawdown-1.13%-1.78%

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FFEGX vs. VWIAX - Expense Ratio Comparison

FFEGX has a 0.08% expense ratio, which is lower than VWIAX's 0.16% 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%.


VWIAX
Vanguard Wellesley Income Fund Admiral Shares
Expense ratio chart for VWIAX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%
Expense ratio chart for FFEGX: 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%

Correlation

-0.50.00.51.00.8

The correlation between FFEGX and VWIAX is 0.79, 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.

Risk-Adjusted Performance

FFEGX vs. VWIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). 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 FFEGX, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.005.002.182.26
The chart of Sortino ratio for FFEGX, currently valued at 3.16, compared to the broader market0.005.0010.003.163.45
The chart of Omega ratio for FFEGX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.46
The chart of Calmar ratio for FFEGX, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.001.731.02
The chart of Martin ratio for FFEGX, currently valued at 13.31, compared to the broader market0.0020.0040.0060.0080.00100.0013.3114.12
FFEGX
VWIAX

The current FFEGX Sharpe Ratio is 2.18, which is comparable to the VWIAX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of FFEGX and VWIAX, 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
2.18
2.26
FFEGX
VWIAX

Dividends

FFEGX vs. VWIAX - Dividend Comparison

FFEGX's dividend yield for the trailing twelve months is around 2.12%, less than VWIAX's 5.84% yield.


TTM20232022202120202019201820172016201520142013
FFEGX
Fidelity Freedom Index 2030 Fund Institutional Premium Class
2.12%2.31%2.27%1.63%1.44%1.96%2.24%1.80%1.95%2.00%0.00%0.00%
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
5.84%5.80%3.25%2.55%2.72%2.97%3.38%2.92%3.02%3.18%3.23%3.13%

Drawdowns

FFEGX vs. VWIAX - Drawdown Comparison

The maximum FFEGX drawdown since its inception was -23.85%, roughly equal to the maximum VWIAX drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for FFEGX and VWIAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.13%
-1.78%
FFEGX
VWIAX

Volatility

FFEGX vs. VWIAX - Volatility Comparison

Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) has a higher volatility of 2.01% compared to Vanguard Wellesley Income Fund Admiral Shares (VWIAX) at 1.50%. This indicates that FFEGX's price experiences larger fluctuations and is considered to be riskier than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%JuneJulyAugustSeptemberOctoberNovember
2.01%
1.50%
FFEGX
VWIAX