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

Correlation

The correlation between FFFHX 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

FFFHX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2050 Fund (FFFHX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
172.25%
602.93%
FFFHX
VOO

Key characteristics

Sharpe Ratio

FFFHX:

1.45

VOO:

2.25

Sortino Ratio

FFFHX:

2.02

VOO:

2.98

Omega Ratio

FFFHX:

1.26

VOO:

1.42

Calmar Ratio

FFFHX:

0.93

VOO:

3.31

Martin Ratio

FFFHX:

8.78

VOO:

14.77

Ulcer Index

FFFHX:

1.90%

VOO:

1.90%

Daily Std Dev

FFFHX:

11.53%

VOO:

12.46%

Max Drawdown

FFFHX:

-55.81%

VOO:

-33.99%

Current Drawdown

FFFHX:

-4.05%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FFFHX achieves a 14.48% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, FFFHX has underperformed VOO with an annualized return of 4.62%, while VOO has yielded a comparatively higher 13.08% annualized return.


FFFHX

YTD

14.48%

1M

-0.92%

6M

4.01%

1Y

15.37%

5Y*

4.11%

10Y*

4.62%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


FFFHX vs. VOO - Expense Ratio Comparison

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


FFFHX
Fidelity Freedom 2050 Fund
Expense ratio chart for FFFHX: 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

FFFHX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2050 Fund (FFFHX) 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 FFFHX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.452.25
The chart of Sortino ratio for FFFHX, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.002.022.98
The chart of Omega ratio for FFFHX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.42
The chart of Calmar ratio for FFFHX, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.0012.0014.000.933.31
The chart of Martin ratio for FFFHX, currently valued at 8.78, compared to the broader market0.0020.0040.0060.008.7814.77
FFFHX
VOO

The current FFFHX Sharpe Ratio is 1.45, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FFFHX 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.45
2.25
FFFHX
VOO

Dividends

FFFHX vs. VOO - Dividend Comparison

FFFHX's dividend yield for the trailing twelve months is around 1.11%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FFFHX
Fidelity Freedom 2050 Fund
1.11%1.27%2.12%2.26%1.04%1.49%1.64%1.11%1.42%4.26%11.75%7.62%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FFFHX vs. VOO - Drawdown Comparison

The maximum FFFHX drawdown since its inception was -55.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFFHX and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.05%
-2.47%
FFFHX
VOO

Volatility

FFFHX vs. VOO - Volatility Comparison

The current volatility for Fidelity Freedom 2050 Fund (FFFHX) is 3.35%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that FFFHX 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%JulyAugustSeptemberOctoberNovemberDecember
3.35%
3.75%
FFFHX
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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