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FFIJX vs. NTSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFIJX vs. NTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) and WisdomTree International Efficient Core Fund (NTSI). The values are adjusted to include any dividend payments, if applicable.

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FFIJX vs. NTSI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
-1.60%21.45%14.09%19.93%-18.19%7.13%
NTSI
WisdomTree International Efficient Core Fund
1.54%30.37%1.11%15.42%-19.27%1.76%

Returns By Period

In the year-to-date period, FFIJX achieves a -1.60% return, which is significantly lower than NTSI's 1.54% return.


FFIJX

1D
2.75%
1M
-5.50%
YTD
-1.60%
6M
1.02%
1Y
19.17%
3Y*
15.21%
5Y*
8.05%
10Y*

NTSI

1D
1.34%
1M
-5.13%
YTD
1.54%
6M
5.18%
1Y
21.96%
3Y*
12.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFIJX vs. NTSI - Expense Ratio Comparison

FFIJX has a 0.12% expense ratio, which is lower than NTSI's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FFIJX vs. NTSI — Risk / Return Rank

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

FFIJX
FFIJX Risk / Return Rank: 7575
Overall Rank
FFIJX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FFIJX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FFIJX Omega Ratio Rank: 7171
Omega Ratio Rank
FFIJX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FFIJX Martin Ratio Rank: 8282
Martin Ratio Rank

NTSI
NTSI Risk / Return Rank: 6868
Overall Rank
NTSI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NTSI Sortino Ratio Rank: 7070
Sortino Ratio Rank
NTSI Omega Ratio Rank: 6666
Omega Ratio Rank
NTSI Calmar Ratio Rank: 6666
Calmar Ratio Rank
NTSI Martin Ratio Rank: 6767
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.

FFIJX vs. NTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) and WisdomTree International Efficient Core Fund (NTSI). 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.


FFIJXNTSIDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.33

-0.04

Sortino ratio

Return per unit of downside risk

1.86

1.83

+0.04

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

1.83

1.79

+0.04

Martin ratio

Return relative to average drawdown

8.26

7.12

+1.14

FFIJX vs. NTSI - Sharpe Ratio Comparison

The current FFIJX Sharpe Ratio is 1.29, which is comparable to the NTSI Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FFIJX and NTSI, 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


FFIJXNTSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.33

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.32

+0.30

Correlation

The correlation between FFIJX and NTSI is 0.86, 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

FFIJX vs. NTSI - Dividend Comparison

FFIJX's dividend yield for the trailing twelve months is around 1.93%, less than NTSI's 3.70% yield.


TTM2025202420232022202120202019
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.93%1.90%1.88%1.87%1.96%1.73%1.78%2.04%
NTSI
WisdomTree International Efficient Core Fund
3.70%3.65%2.92%2.35%2.66%0.97%0.00%0.00%

Drawdowns

FFIJX vs. NTSI - Drawdown Comparison

The maximum FFIJX drawdown since its inception was -30.68%, smaller than the maximum NTSI drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for FFIJX and NTSI.


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Drawdown Indicators


FFIJXNTSIDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-34.01%

+3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-12.33%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

Current Drawdown

Current decline from peak

-6.58%

-7.50%

+0.92%

Average Drawdown

Average peak-to-trough decline

-5.59%

-9.36%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

3.10%

-0.72%

Volatility

FFIJX vs. NTSI - Volatility Comparison

The current volatility for Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) is 5.91%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 7.69%. This indicates that FFIJX experiences smaller price fluctuations and is considered to be less risky than NTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFIJXNTSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

7.69%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

11.35%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

16.62%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

15.56%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

15.56%

+1.30%