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

Correlation

The correlation between FFFFX and VOO is 0.92, 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.


-0.50.00.51.00.9

Performance

FFFFX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2040 Fund (FFFFX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.92%
9.63%
FFFFX
VOO

Key characteristics

Sharpe Ratio

FFFFX:

1.54

VOO:

2.21

Sortino Ratio

FFFFX:

2.16

VOO:

2.93

Omega Ratio

FFFFX:

1.28

VOO:

1.41

Calmar Ratio

FFFFX:

0.98

VOO:

3.35

Martin Ratio

FFFFX:

8.11

VOO:

14.09

Ulcer Index

FFFFX:

2.11%

VOO:

2.01%

Daily Std Dev

FFFFX:

11.08%

VOO:

12.78%

Max Drawdown

FFFFX:

-52.10%

VOO:

-33.99%

Current Drawdown

FFFFX:

-4.11%

VOO:

-0.46%

Returns By Period

In the year-to-date period, FFFFX achieves a 3.11% return, which is significantly higher than VOO's 2.90% return. Over the past 10 years, FFFFX has underperformed VOO with an annualized return of 4.28%, while VOO has yielded a comparatively higher 13.46% annualized return.


FFFFX

YTD

3.11%

1M

1.81%

6M

3.91%

1Y

15.97%

5Y*

3.73%

10Y*

4.28%

VOO

YTD

2.90%

1M

2.05%

6M

9.63%

1Y

26.44%

5Y*

14.54%

10Y*

13.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFFFX vs. VOO - Expense Ratio Comparison

FFFFX has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.


FFFFX
Fidelity Freedom 2040 Fund
Expense ratio chart for FFFFX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
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

FFFFX vs. VOO — Risk-Adjusted Performance Rank

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

FFFFX
The Risk-Adjusted Performance Rank of FFFFX is 7171
Overall Rank
The Sharpe Ratio Rank of FFFFX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFFX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FFFFX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FFFFX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FFFFX is 7777
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFFFX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2040 Fund (FFFFX) 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.


Sharpe ratio
The chart of Sharpe ratio for FFFFX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.542.21
The chart of Sortino ratio for FFFFX, currently valued at 2.16, compared to the broader market0.005.0010.002.162.93
The chart of Omega ratio for FFFFX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.41
The chart of Calmar ratio for FFFFX, currently valued at 0.98, compared to the broader market0.005.0010.0015.0020.000.983.35
The chart of Martin ratio for FFFFX, currently valued at 8.11, compared to the broader market0.0020.0040.0060.0080.00100.008.1114.09
FFFFX
VOO

The current FFFFX Sharpe Ratio is 1.54, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FFFFX 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.54
2.21
FFFFX
VOO

Dividends

FFFFX vs. VOO - Dividend Comparison

FFFFX's dividend yield for the trailing twelve months is around 1.37%, more than VOO's 1.21% yield.


TTM20242023202220212020201920182017201620152014
FFFFX
Fidelity Freedom 2040 Fund
1.37%1.41%1.32%2.11%2.27%1.06%1.50%1.68%1.12%1.44%4.38%9.27%
VOO
Vanguard S&P 500 ETF
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FFFFX vs. VOO - Drawdown Comparison

The maximum FFFFX drawdown since its inception was -52.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFFFX and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.11%
-0.46%
FFFFX
VOO

Volatility

FFFFX vs. VOO - Volatility Comparison

The current volatility for Fidelity Freedom 2040 Fund (FFFFX) is 4.28%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.12%. This indicates that FFFFX 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.28%
5.12%
FFFFX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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