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

Correlation

The correlation between FFFTX and VOO is 0.93, 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

FFFTX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2045 Fund Class M (FFFTX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.00%
7.47%
FFFTX
VOO

Key characteristics

Sharpe Ratio

FFFTX:

1.25

VOO:

1.76

Sortino Ratio

FFFTX:

1.77

VOO:

2.37

Omega Ratio

FFFTX:

1.22

VOO:

1.32

Calmar Ratio

FFFTX:

1.06

VOO:

2.66

Martin Ratio

FFFTX:

6.75

VOO:

11.10

Ulcer Index

FFFTX:

2.16%

VOO:

2.02%

Daily Std Dev

FFFTX:

11.69%

VOO:

12.79%

Max Drawdown

FFFTX:

-55.69%

VOO:

-33.99%

Current Drawdown

FFFTX:

-1.86%

VOO:

-2.11%

Returns By Period

In the year-to-date period, FFFTX achieves a 4.34% return, which is significantly higher than VOO's 2.40% return. Over the past 10 years, FFFTX has underperformed VOO with an annualized return of 3.42%, while VOO has yielded a comparatively higher 13.03% annualized return.


FFFTX

YTD

4.34%

1M

0.44%

6M

3.00%

1Y

12.91%

5Y*

4.06%

10Y*

3.42%

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*Annualized

Compare stocks, funds, or ETFs

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


FFFTX vs. VOO - Expense Ratio Comparison

FFFTX has a 1.25% expense ratio, which is higher than VOO's 0.03% expense ratio.


FFFTX
Fidelity Advisor Freedom 2045 Fund Class M
Expense ratio chart for FFFTX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
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

FFFTX vs. VOO — Risk-Adjusted Performance Rank

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

FFFTX
The Risk-Adjusted Performance Rank of FFFTX is 6767
Overall Rank
The Sharpe Ratio Rank of FFFTX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFTX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FFFTX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FFFTX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FFFTX is 7575
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

FFFTX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2045 Fund Class M (FFFTX) 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 FFFTX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.001.251.76
The chart of Sortino ratio for FFFTX, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.001.772.37
The chart of Omega ratio for FFFTX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.32
The chart of Calmar ratio for FFFTX, currently valued at 1.06, compared to the broader market0.005.0010.0015.0020.001.062.66
The chart of Martin ratio for FFFTX, currently valued at 6.75, compared to the broader market0.0020.0040.0060.0080.006.7511.10
FFFTX
VOO

The current FFFTX Sharpe Ratio is 1.25, which is comparable to the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of FFFTX 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.25
1.76
FFFTX
VOO

Dividends

FFFTX vs. VOO - Dividend Comparison

FFFTX's dividend yield for the trailing twelve months is around 0.94%, less than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
FFFTX
Fidelity Advisor Freedom 2045 Fund Class M
0.94%0.98%0.89%1.62%1.75%0.60%0.98%1.61%0.79%1.08%3.51%9.29%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FFFTX vs. VOO - Drawdown Comparison

The maximum FFFTX drawdown since its inception was -55.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFFTX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.86%
-2.11%
FFFTX
VOO

Volatility

FFFTX vs. VOO - Volatility Comparison

Fidelity Advisor Freedom 2045 Fund Class M (FFFTX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.24% and 3.38%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.24%
3.38%
FFFTX
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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