FFIJX vs. NTSI

Last updated Jun 5, 2026

FFIJX (Fidelity Freedom Index 2065 Fund Investor Class) and NTSI (WisdomTree International Efficient Core Fund) are both funds - FFIJX is a Target Retirement Date fund managed by Fidelity, while NTSI is a Global Allocation fund actively managed by WisdomTree. Over the past 5 years, FFIJX returned 9.76%/yr vs 5.69%/yr for NTSI. Their correlation of 0.86 suggests significant overlap in exposure. FFIJX charges 0.12%/yr vs 0.26%/yr for NTSI.

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.

Returns By Period

In the year-to-date period, FFIJX achieves a 11.74% return, which is significantly higher than NTSI's 7.91% return.

FFIJX

• 1D: -0.76%
• 1M: 3.83%
• YTD: 11.74%
• 6M: 12.45%
• 1Y: 27.29%
• 3Y*: 19.26%
• 5Y*: 9.76%
• 10Y*: —

NTSI

• 1D: 0.68%
• 1M: 3.24%
• YTD: 7.91%
• 6M: 9.70%
• 1Y: 20.67%
• 3Y*: 14.71%
• 5Y*: 5.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FFIJX vs. NTSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FFIJX Fidelity Freedom Index 2065 Fund Investor Class	11.74%	21.45%	14.09%	19.93%	-18.19%	7.13%
NTSI WisdomTree International Efficient Core Fund	7.91%	30.37%	1.11%	15.42%	-19.27%	1.76%

Correlation

The correlation between FFIJX and NTSI is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since May 21, 2021	0.86

The correlation between FFIJX and NTSI has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

FFIJX vs. NTSI - Sectors Allocation Comparison

Sectors	FFIJX	NTSI
Technology	25.9%	10.6%
Financial Services	17.1%	25.0%
Industrials	11.7%	17.5%
Consumer Cyclical	9.4%	8.1%
Healthcare	9.1%	10.5%
Communication Services	8.0%	4.7%
Consumer Defensive	5.2%	7.4%
Energy	4.7%	4.8%
Basic Materials	4.1%	6.7%
Utilities	2.8%	3.2%
Real Estate	2.1%	1.5%

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: 64
FFIJX Sharpe Ratio Rank: 65
FFIJX Sortino Ratio Rank: 62
FFIJX Omega Ratio Rank: 61
FFIJX Calmar Ratio Rank: 63
FFIJX Martin Ratio Rank: 71

NTSI

NTSI Risk / Return Rank: 38
NTSI Sharpe Ratio Rank: 40
NTSI Sortino Ratio Rank: 39
NTSI Omega Ratio Rank: 39
NTSI Calmar Ratio Rank: 35
NTSI Martin Ratio Rank: 39

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.

	FFIJX	NTSI	Difference
Sharpe ratio: Return per unit of total volatility	2.38	1.39	+0.98
Sortino ratio: Return per unit of downside risk	3.30	1.96	+1.34
Omega ratio: Gain probability vs. loss probability	1.43	1.25	+0.19
Calmar ratio: Return relative to maximum drawdown	3.06	1.68	+1.38
Martin ratio: Return relative to average drawdown	13.56	6.15	+7.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FFIJX vs. NTSI - Sharpe Ratio Comparison

The current FFIJX Sharpe Ratio is 2.38, which is higher than the NTSI Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FFIJX and NTSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FFIJX	NTSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	1.39	+0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.36	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.39	+0.34

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.

Drawdown Indicators

	FFIJX	NTSI	Difference
Max Drawdown Largest peak-to-trough decline	-30.68%	-34.01%	+3.33%
Max Drawdown (1Y) Largest decline over 1 year	-9.08%	-12.33%	+3.25%
Max Drawdown (3Y) Largest decline over 3 years	-14.70%	-13.69%	-1.01%
Max Drawdown (5Y) Largest decline over 5 years	-26.21%	-34.01%	+7.80%
Current Drawdown Current decline from peak	-0.76%	-1.70%	+0.94%
Average Drawdown Average peak-to-trough decline	-5.48%	-9.18%	+3.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	3.37%	-1.32%

Volatility

FFIJX vs. NTSI - Volatility Comparison

The current volatility for Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) is 3.62%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 4.72%. 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.

Volatility by Period

	FFIJX	NTSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.62%	4.72%	-1.10%
Volatility (6M) Calculated over the trailing 6-month period	9.47%	12.61%	-3.14%
Volatility (1Y) Calculated over the trailing 1-year period	11.71%	14.95%	-3.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.39%	15.68%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.78%	15.63%	+1.15%

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%.

Dividends

FFIJX vs. NTSI - Dividend Comparison

FFIJX's dividend yield for the trailing twelve months is around 1.66%, less than NTSI's 3.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FFIJX Fidelity Freedom Index 2065 Fund Investor Class	1.66%	1.90%	1.88%	1.87%	1.96%	1.73%	1.78%	2.04%
NTSI WisdomTree International Efficient Core Fund	3.48%	3.65%	2.92%	2.35%	2.66%	0.97%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFIJX and NTSI in my portfolio?

FFIJX and NTSI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFIJX or NTSI?

NTSI has higher volatility (4.72%) compared to FFIJX (3.62%). In terms of maximum drawdown, FFIJX dropped -30.68% vs NTSI's -34.01%.

Which has better risk-adjusted returns?

FFIJX currently has the higher Sharpe Ratio (2.38 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.