PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
4.24%
5.19%
FFIJX
VT

Key characteristics

Sharpe Ratio

FFIJX:

1.71

VT:

1.76

Sortino Ratio

FFIJX:

2.33

VT:

2.37

Omega Ratio

FFIJX:

1.31

VT:

1.32

Calmar Ratio

FFIJX:

2.67

VT:

2.59

Martin Ratio

FFIJX:

9.62

VT:

10.33

Ulcer Index

FFIJX:

1.93%

VT:

2.04%

Daily Std Dev

FFIJX:

10.89%

VT:

11.99%

Max Drawdown

FFIJX:

-30.69%

VT:

-50.27%

Current Drawdown

FFIJX:

-2.35%

VT:

-2.19%

Returns By Period

The year-to-date returns for both investments are quite close, with FFIJX having a 1.64% return and VT slightly higher at 1.70%.


FFIJX

YTD

1.64%

1M

1.17%

6M

4.09%

1Y

16.85%

5Y*

8.32%

10Y*

N/A

VT

YTD

1.70%

1M

1.16%

6M

4.86%

1Y

18.96%

5Y*

9.92%

10Y*

9.52%

*Annualized

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 Rank

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

FFIJX
The Risk-Adjusted Performance Rank of FFIJX is 8282
Overall Rank
The Sharpe Ratio Rank of FFIJX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIJX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FFIJX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FFIJX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FFIJX is 8484
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 7070
Overall Rank
The Sharpe Ratio Rank of VT is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
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.

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 1.71, compared to the broader market-1.000.001.002.003.004.001.711.76
The chart of Sortino ratio for FFIJX, currently valued at 2.33, compared to the broader market0.005.0010.002.332.37
The chart of Omega ratio for FFIJX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.32
The chart of Calmar ratio for FFIJX, currently valued at 2.67, compared to the broader market0.005.0010.0015.0020.002.672.59
The chart of Martin ratio for FFIJX, currently valued at 9.62, compared to the broader market0.0020.0040.0060.0080.009.6210.33
FFIJX
VT

The current FFIJX Sharpe Ratio is 1.71, which is comparable to the VT Sharpe Ratio of 1.76. 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.71
1.76
FFIJX
VT

Dividends

FFIJX vs. VT - Dividend Comparison

FFIJX's dividend yield for the trailing twelve months is around 1.85%, less than VT's 1.92% yield.


TTM20242023202220212020201920182017201620152014
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.85%1.88%1.87%1.89%1.46%1.20%1.81%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.92%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

FFIJX vs. VT - Drawdown Comparison

The maximum FFIJX drawdown since its inception was -30.69%, 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%AugustSeptemberOctoberNovemberDecember2025
-2.35%
-2.19%
FFIJX
VT

Volatility

FFIJX vs. VT - Volatility Comparison

The current volatility for Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) is 4.12%, while Vanguard Total World Stock ETF (VT) has a volatility of 4.63%. 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%AugustSeptemberOctoberNovemberDecember2025
4.12%
4.63%
FFIJX
VT
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab