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FFFCX vs. VTINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFFCX vs. VTINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2010 Fund (FFFCX) and Vanguard Target Retirement Income Fund (VTINX). The values are adjusted to include any dividend payments, if applicable.

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FFFCX vs. VTINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFFCX
Fidelity Freedom 2010 Fund
0.41%11.39%5.26%9.82%-13.21%5.64%11.09%14.34%-3.74%12.48%
VTINX
Vanguard Target Retirement Income Fund
-0.46%11.31%6.66%10.66%-12.75%5.24%10.02%13.16%-1.98%7.46%

Returns By Period

In the year-to-date period, FFFCX achieves a 0.41% return, which is significantly higher than VTINX's -0.46% return. Over the past 10 years, FFFCX has outperformed VTINX with an annualized return of 5.51%, while VTINX has yielded a comparatively lower 4.94% annualized return.


FFFCX

1D
1.02%
1M
-2.43%
YTD
0.41%
6M
1.73%
1Y
9.26%
3Y*
7.44%
5Y*
3.17%
10Y*
5.51%

VTINX

1D
0.96%
1M
-2.70%
YTD
-0.46%
6M
0.80%
1Y
9.06%
3Y*
7.86%
5Y*
3.59%
10Y*
4.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFFCX vs. VTINX - Expense Ratio Comparison

FFFCX has a 0.49% expense ratio, which is higher than VTINX's 0.08% expense ratio.


Return for Risk

FFFCX vs. VTINX — Risk / Return Rank

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

FFFCX
FFFCX Risk / Return Rank: 8686
Overall Rank
FFFCX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FFFCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FFFCX Omega Ratio Rank: 8585
Omega Ratio Rank
FFFCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFCX Martin Ratio Rank: 8686
Martin Ratio Rank

VTINX
VTINX Risk / Return Rank: 8686
Overall Rank
VTINX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTINX Omega Ratio Rank: 8383
Omega Ratio Rank
VTINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VTINX Martin Ratio Rank: 8888
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.

FFFCX vs. VTINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2010 Fund (FFFCX) and Vanguard Target Retirement Income Fund (VTINX). 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.


FFFCXVTINXDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.67

+0.05

Sortino ratio

Return per unit of downside risk

2.41

2.39

+0.01

Omega ratio

Gain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratio

Return relative to maximum drawdown

2.39

2.29

+0.10

Martin ratio

Return relative to average drawdown

9.45

9.59

-0.14

FFFCX vs. VTINX - Sharpe Ratio Comparison

The current FFFCX Sharpe Ratio is 1.73, which is comparable to the VTINX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FFFCX and VTINX, 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


FFFCXVTINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.67

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.60

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.87

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.90

-0.23

Correlation

The correlation between FFFCX and VTINX is 0.90, 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.


Dividends

FFFCX vs. VTINX - Dividend Comparison

FFFCX's dividend yield for the trailing twelve months is around 4.95%, less than VTINX's 5.05% yield.


TTM20252024202320222021202020192018201720162015
FFFCX
Fidelity Freedom 2010 Fund
4.95%4.97%2.99%2.72%7.23%9.33%6.01%5.78%6.98%4.82%3.22%3.68%
VTINX
Vanguard Target Retirement Income Fund
5.05%5.02%5.89%4.01%3.08%8.63%3.42%2.62%4.19%1.56%2.27%3.53%

Drawdowns

FFFCX vs. VTINX - Drawdown Comparison

The maximum FFFCX drawdown since its inception was -36.88%, which is greater than VTINX's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for FFFCX and VTINX.


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Drawdown Indicators


FFFCXVTINXDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-19.96%

-16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-4.14%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.35%

-17.02%

-1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-18.35%

-17.02%

-1.33%

Current Drawdown

Current decline from peak

-2.82%

-3.04%

+0.22%

Average Drawdown

Average peak-to-trough decline

-4.60%

-2.21%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.99%

+0.02%

Volatility

FFFCX vs. VTINX - Volatility Comparison

Fidelity Freedom 2010 Fund (FFFCX) and Vanguard Target Retirement Income Fund (VTINX) have volatilities of 2.59% and 2.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFFCXVTINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.50%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

3.59%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

5.60%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

6.01%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

5.69%

+0.59%