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FFFAX vs. VDIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFAX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Income Fund (FFFAX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

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FFFAX vs. VDIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFAX
Fidelity Freedom Income Fund
0.45%10.42%4.34%8.18%-11.33%3.12%8.93%10.74%-1.99%8.21%
VDIGX
Vanguard Dividend Growth Fund
-5.09%11.11%20.84%8.11%-4.89%24.86%12.04%30.94%0.08%19.32%

Returns By Period

In the year-to-date period, FFFAX achieves a 0.45% return, which is significantly higher than VDIGX's -5.09% return. Over the past 10 years, FFFAX has underperformed VDIGX with an annualized return of 4.24%, while VDIGX has yielded a comparatively higher 11.54% annualized return.


FFFAX

1D
0.98%
1M
-2.22%
YTD
0.45%
6M
1.62%
1Y
8.19%
3Y*
6.51%
5Y*
2.71%
10Y*
4.24%

VDIGX

1D
2.04%
1M
-6.43%
YTD
-5.09%
6M
-2.58%
1Y
2.63%
3Y*
11.22%
5Y*
9.34%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFAX vs. VDIGX - Expense Ratio Comparison

FFFAX has a 0.47% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


Return for Risk

FFFAX vs. VDIGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFFAX
FFFAX Risk / Return Rank: 8787
Overall Rank
FFFAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FFFAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FFFAX Omega Ratio Rank: 8484
Omega Ratio Rank
FFFAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFAX Martin Ratio Rank: 8787
Martin Ratio Rank

VDIGX
VDIGX Risk / Return Rank: 1010
Overall Rank
VDIGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VDIGX Sortino Ratio Rank: 88
Sortino Ratio Rank
VDIGX Omega Ratio Rank: 88
Omega Ratio Rank
VDIGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
VDIGX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFFAX vs. VDIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Income Fund (FFFAX) and Vanguard Dividend Growth Fund (VDIGX). 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.


FFFAXVDIGXDifference

Sharpe ratio

Return per unit of total volatility

1.75

0.19

+1.56

Sortino ratio

Return per unit of downside risk

2.45

0.39

+2.06

Omega ratio

Gain probability vs. loss probability

1.35

1.05

+0.30

Calmar ratio

Return relative to maximum drawdown

2.31

0.40

+1.91

Martin ratio

Return relative to average drawdown

9.52

1.57

+7.95

FFFAX vs. VDIGX - Sharpe Ratio Comparison

The current FFFAX Sharpe Ratio is 1.75, which is higher than the VDIGX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FFFAX and VDIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFFAXVDIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.19

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.68

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.74

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.60

+0.43

Correlation

The correlation between FFFAX and VDIGX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFFAX vs. VDIGX - Dividend Comparison

FFFAX's dividend yield for the trailing twelve months is around 3.24%, less than VDIGX's 25.87% yield.


TTM20252024202320222021202020192018201720162015
FFFAX
Fidelity Freedom Income Fund
3.24%3.29%3.13%2.92%5.89%6.12%4.37%3.65%5.17%3.74%3.21%3.28%
VDIGX
Vanguard Dividend Growth Fund
25.87%21.90%21.94%2.29%6.06%5.45%2.83%4.70%8.72%5.16%2.86%5.70%

Drawdowns

FFFAX vs. VDIGX - Drawdown Comparison

The maximum FFFAX drawdown since its inception was -17.96%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for FFFAX and VDIGX.


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Drawdown Indicators


FFFAXVDIGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.96%

-45.23%

+27.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-9.57%

+5.89%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

-16.18%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

-32.98%

+17.11%

Current Drawdown

Current decline from peak

-2.56%

-7.10%

+4.54%

Average Drawdown

Average peak-to-trough decline

-1.80%

-6.67%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.45%

-1.56%

Volatility

FFFAX vs. VDIGX - Volatility Comparison

The current volatility for Fidelity Freedom Income Fund (FFFAX) is 2.44%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 4.19%. This indicates that FFFAX experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFAXVDIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

4.19%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

7.66%

-4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

14.50%

-9.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

13.85%

-8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.58%

15.69%

-11.11%