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FFIJX vs. VLXVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FFIJXVLXVX
YTD Return17.30%17.29%
1Y Return28.60%28.40%
3Y Return (Ann)4.52%5.09%
5Y Return (Ann)9.86%10.48%
Sharpe Ratio2.782.71
Sortino Ratio3.833.73
Omega Ratio1.521.50
Calmar Ratio2.602.99
Martin Ratio18.0317.60
Ulcer Index1.65%1.69%
Daily Std Dev10.70%10.95%
Max Drawdown-30.68%-31.42%
Current Drawdown-0.07%-0.11%

Correlation

-0.50.00.51.01.0

The correlation between FFIJX and VLXVX is 0.98, 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.

Performance

FFIJX vs. VLXVX - Performance Comparison

The year-to-date returns for both stocks are quite close, with FFIJX having a 17.30% return and VLXVX slightly lower at 17.29%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.26%
9.35%
FFIJX
VLXVX

Compare stocks, funds, or ETFs

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


FFIJX vs. VLXVX - Expense Ratio Comparison

FFIJX has a 0.12% expense ratio, which is higher than VLXVX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
Expense ratio chart for FFIJX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VLXVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FFIJX vs. VLXVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) and Vanguard Target Retirement 2065 Fund (VLXVX). 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
Sharpe ratio
The chart of Sharpe ratio for FFIJX, currently valued at 2.78, compared to the broader market0.002.004.002.78
Sortino ratio
The chart of Sortino ratio for FFIJX, currently valued at 3.83, compared to the broader market0.005.0010.003.83
Omega ratio
The chart of Omega ratio for FFIJX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for FFIJX, currently valued at 2.60, compared to the broader market0.005.0010.0015.0020.0025.002.60
Martin ratio
The chart of Martin ratio for FFIJX, currently valued at 18.03, compared to the broader market0.0020.0040.0060.0080.00100.0018.03
VLXVX
Sharpe ratio
The chart of Sharpe ratio for VLXVX, currently valued at 2.71, compared to the broader market0.002.004.002.71
Sortino ratio
The chart of Sortino ratio for VLXVX, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for VLXVX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for VLXVX, currently valued at 2.99, compared to the broader market0.005.0010.0015.0020.0025.002.99
Martin ratio
The chart of Martin ratio for VLXVX, currently valued at 17.60, compared to the broader market0.0020.0040.0060.0080.00100.0017.60

FFIJX vs. VLXVX - Sharpe Ratio Comparison

The current FFIJX Sharpe Ratio is 2.78, which is comparable to the VLXVX Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of FFIJX and VLXVX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.78
2.71
FFIJX
VLXVX

Dividends

FFIJX vs. VLXVX - Dividend Comparison

FFIJX's dividend yield for the trailing twelve months is around 1.59%, less than VLXVX's 1.75% yield.


TTM2023202220212020201920182017
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.59%1.87%1.89%1.46%1.20%1.81%0.00%0.00%
VLXVX
Vanguard Target Retirement 2065 Fund
1.75%2.06%2.00%1.70%1.45%1.90%1.85%0.78%

Drawdowns

FFIJX vs. VLXVX - Drawdown Comparison

The maximum FFIJX drawdown since its inception was -30.68%, roughly equal to the maximum VLXVX drawdown of -31.42%. Use the drawdown chart below to compare losses from any high point for FFIJX and VLXVX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.07%
-0.11%
FFIJX
VLXVX

Volatility

FFIJX vs. VLXVX - Volatility Comparison

Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) and Vanguard Target Retirement 2065 Fund (VLXVX) have volatilities of 2.85% and 2.85%, 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%JuneJulyAugustSeptemberOctoberNovember
2.85%
2.85%
FFIJX
VLXVX