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

Key characteristics


FFFCXVOO
YTD Return6.84%27.26%
1Y Return13.80%37.86%
3Y Return (Ann)0.34%10.35%
5Y Return (Ann)4.11%16.03%
10Y Return (Ann)4.86%13.45%
Sharpe Ratio2.623.25
Sortino Ratio3.984.31
Omega Ratio1.501.61
Calmar Ratio1.234.74
Martin Ratio15.7621.63
Ulcer Index0.90%1.85%
Daily Std Dev5.41%12.25%
Max Drawdown-33.54%-33.99%
Current Drawdown-1.23%0.00%

Correlation

-0.50.00.51.00.8

The correlation between FFFCX and VOO is 0.84, 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

FFFCX vs. VOO - Performance Comparison

In the year-to-date period, FFFCX achieves a 6.84% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, FFFCX has underperformed VOO with an annualized return of 4.86%, while VOO has yielded a comparatively higher 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
15.18%
FFFCX
VOO

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FFFCX vs. VOO - Expense Ratio Comparison

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

FFFCX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) 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.


FFFCX
Sharpe ratio
The chart of Sharpe ratio for FFFCX, currently valued at 2.62, compared to the broader market0.002.004.002.62
Sortino ratio
The chart of Sortino ratio for FFFCX, currently valued at 3.98, compared to the broader market0.005.0010.003.98
Omega ratio
The chart of Omega ratio for FFFCX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for FFFCX, currently valued at 1.23, compared to the broader market0.005.0010.0015.0020.0025.001.23
Martin ratio
The chart of Martin ratio for FFFCX, currently valued at 15.76, compared to the broader market0.0020.0040.0060.0080.00100.0015.76
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market0.002.004.003.25
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.31, compared to the broader market0.005.0010.004.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.005.0010.0015.0020.0025.004.74
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.63, compared to the broader market0.0020.0040.0060.0080.00100.0021.63

FFFCX vs. VOO - Sharpe Ratio Comparison

The current FFFCX Sharpe Ratio is 2.62, which is comparable to the VOO Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of FFFCX 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.62
3.25
FFFCX
VOO

Dividends

FFFCX vs. VOO - Dividend Comparison

FFFCX's dividend yield for the trailing twelve months is around 2.65%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
FFFCX
Fidelity Freedom 2010 Fund
2.65%2.72%3.34%2.50%1.20%1.97%2.06%1.46%1.75%4.05%6.17%3.81%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FFFCX vs. VOO - Drawdown Comparison

The maximum FFFCX drawdown since its inception was -33.54%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFFCX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.23%
0
FFFCX
VOO

Volatility

FFFCX vs. VOO - Volatility Comparison

The current volatility for Fidelity Freedom 2010 Fund (FFFCX) is 1.38%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that FFFCX 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.38%
3.92%
FFFCX
VOO