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FFFCX vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FFFCXVNQ
YTD Return7.65%13.46%
1Y Return13.80%26.86%
3Y Return (Ann)1.18%1.41%
5Y Return (Ann)4.52%4.90%
10Y Return (Ann)5.00%7.25%
Sharpe Ratio2.311.46
Daily Std Dev5.91%18.51%
Max Drawdown-33.54%-73.07%
Current Drawdown0.00%-6.41%

Correlation

-0.50.00.51.00.6

The correlation between FFFCX and VNQ is 0.65, 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.

Performance

FFFCX vs. VNQ - Performance Comparison

In the year-to-date period, FFFCX achieves a 7.65% return, which is significantly lower than VNQ's 13.46% return. Over the past 10 years, FFFCX has underperformed VNQ with an annualized return of 5.00%, while VNQ has yielded a comparatively higher 7.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
5.79%
16.06%
FFFCX
VNQ

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FFFCX vs. VNQ - Expense Ratio Comparison

FFFCX has a 0.49% expense ratio, which is higher than VNQ's 0.12% expense ratio.


FFFCX
Fidelity Freedom 2010 Fund
Expense ratio chart for FFFCX: 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 VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

FFFCX vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) and Vanguard Real Estate ETF (VNQ). 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.


FFFCX
Sharpe ratio
The chart of Sharpe ratio for FFFCX, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for FFFCX, currently valued at 3.38, compared to the broader market0.005.0010.003.38
Omega ratio
The chart of Omega ratio for FFFCX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for FFFCX, currently valued at 0.99, compared to the broader market0.005.0010.0015.0020.000.99
Martin ratio
The chart of Martin ratio for FFFCX, currently valued at 12.36, compared to the broader market0.0020.0040.0060.0080.00100.0012.36
VNQ
Sharpe ratio
The chart of Sharpe ratio for VNQ, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.005.001.46
Sortino ratio
The chart of Sortino ratio for VNQ, currently valued at 2.11, compared to the broader market0.005.0010.002.11
Omega ratio
The chart of Omega ratio for VNQ, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VNQ, currently valued at 0.78, compared to the broader market0.005.0010.0015.0020.000.78
Martin ratio
The chart of Martin ratio for VNQ, currently valued at 5.26, compared to the broader market0.0020.0040.0060.0080.00100.005.26

FFFCX vs. VNQ - Sharpe Ratio Comparison

The current FFFCX Sharpe Ratio is 2.31, which is higher than the VNQ Sharpe Ratio of 1.46. The chart below compares the 12-month rolling Sharpe Ratio of FFFCX and VNQ.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
2.31
1.46
FFFCX
VNQ

Dividends

FFFCX vs. VNQ - Dividend Comparison

FFFCX's dividend yield for the trailing twelve months is around 2.63%, less than VNQ's 3.63% yield.


TTM20232022202120202019201820172016201520142013
FFFCX
Fidelity Freedom 2010 Fund
2.63%2.72%7.23%9.33%6.01%5.78%7.21%4.82%3.51%5.67%6.17%3.81%
VNQ
Vanguard Real Estate ETF
3.63%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

FFFCX vs. VNQ - Drawdown Comparison

The maximum FFFCX drawdown since its inception was -33.54%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for FFFCX and VNQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember0
-6.41%
FFFCX
VNQ

Volatility

FFFCX vs. VNQ - Volatility Comparison

The current volatility for Fidelity Freedom 2010 Fund (FFFCX) is 1.44%, while Vanguard Real Estate ETF (VNQ) has a volatility of 3.19%. This indicates that FFFCX experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
1.44%
3.19%
FFFCX
VNQ