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

Correlation

The correlation between FFIJX and VT is 0.99, 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.


-0.50.00.51.01.0

Performance

FFIJX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
62.69%
76.44%
FFIJX
VT

Key characteristics

Sharpe Ratio

FFIJX:

1.56

VT:

1.65

Sortino Ratio

FFIJX:

2.15

VT:

2.25

Omega Ratio

FFIJX:

1.28

VT:

1.30

Calmar Ratio

FFIJX:

2.42

VT:

2.41

Martin Ratio

FFIJX:

9.68

VT:

10.48

Ulcer Index

FFIJX:

1.74%

VT:

1.87%

Daily Std Dev

FFIJX:

10.76%

VT:

11.85%

Max Drawdown

FFIJX:

-30.68%

VT:

-50.27%

Current Drawdown

FFIJX:

-3.48%

VT:

-3.31%

Returns By Period

In the year-to-date period, FFIJX achieves a 14.62% return, which is significantly lower than VT's 17.12% return.


FFIJX

YTD

14.62%

1M

-0.53%

6M

5.19%

1Y

15.59%

5Y*

8.51%

10Y*

N/A

VT

YTD

17.12%

1M

-0.90%

6M

6.21%

1Y

17.87%

5Y*

10.16%

10Y*

9.28%

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. VT - Expense Ratio Comparison

FFIJX has a 0.12% expense ratio, which is higher than VT's 0.07% 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 VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FFIJX vs. VT - 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 Total World Stock ETF (VT). 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 FFIJX, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.001.561.65
The chart of Sortino ratio for FFIJX, currently valued at 2.15, compared to the broader market-2.000.002.004.006.008.0010.002.152.25
The chart of Omega ratio for FFIJX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.30
The chart of Calmar ratio for FFIJX, currently valued at 2.42, compared to the broader market0.002.004.006.008.0010.0012.0014.002.422.41
The chart of Martin ratio for FFIJX, currently valued at 9.68, compared to the broader market0.0020.0040.0060.009.6810.48
FFIJX
VT

The current FFIJX Sharpe Ratio is 1.56, which is comparable to the VT Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FFIJX and VT, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.56
1.65
FFIJX
VT

Dividends

FFIJX vs. VT - Dividend Comparison

FFIJX's dividend yield for the trailing twelve months is around 1.63%, less than VT's 1.94% yield.


TTM20232022202120202019201820172016201520142013
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.63%1.87%1.89%1.46%1.20%1.81%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.94%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

FFIJX vs. VT - Drawdown Comparison

The maximum FFIJX drawdown since its inception was -30.68%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FFIJX and VT. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.48%
-3.31%
FFIJX
VT

Volatility

FFIJX vs. VT - Volatility Comparison

The current volatility for Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) is 3.26%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.66%. This indicates that FFIJX experiences smaller price fluctuations and is considered to be less risky than VT 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
3.26%
3.66%
FFIJX
VT
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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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