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

Performance

FFIJX vs. VTI - 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 Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.84%
14.24%
FFIJX
VTI

Returns By Period

In the year-to-date period, FFIJX achieves a 15.69% return, which is significantly lower than VTI's 25.64% return.


FFIJX

YTD

15.69%

1M

-0.07%

6M

7.84%

1Y

22.51%

5Y (annualized)

9.44%

10Y (annualized)

N/A

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


FFIJXVTI
Sharpe Ratio2.172.68
Sortino Ratio2.993.57
Omega Ratio1.391.49
Calmar Ratio2.753.91
Martin Ratio13.6317.13
Ulcer Index1.68%1.96%
Daily Std Dev10.56%12.51%
Max Drawdown-30.68%-55.45%
Current Drawdown-1.43%-0.84%

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FFIJX vs. VTI - Expense Ratio Comparison

FFIJX has a 0.12% expense ratio, which is higher than VTI's 0.03% 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 VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.01.0

The correlation between FFIJX and VTI is 0.96, 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.

Risk-Adjusted Performance

FFIJX vs. VTI - 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 Stock Market ETF (VTI). 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 2.17, compared to the broader market-1.000.001.002.003.004.005.002.172.68
The chart of Sortino ratio for FFIJX, currently valued at 2.99, compared to the broader market0.005.0010.002.993.57
The chart of Omega ratio for FFIJX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.49
The chart of Calmar ratio for FFIJX, currently valued at 2.75, compared to the broader market0.005.0010.0015.0020.002.753.91
The chart of Martin ratio for FFIJX, currently valued at 13.63, compared to the broader market0.0020.0040.0060.0080.00100.0013.6317.13
FFIJX
VTI

The current FFIJX Sharpe Ratio is 2.17, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of FFIJX and VTI, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.17
2.68
FFIJX
VTI

Dividends

FFIJX vs. VTI - Dividend Comparison

FFIJX's dividend yield for the trailing twelve months is around 1.61%, more than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.61%1.87%1.89%1.46%1.20%1.81%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FFIJX vs. VTI - Drawdown Comparison

The maximum FFIJX drawdown since its inception was -30.68%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FFIJX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.43%
-0.84%
FFIJX
VTI

Volatility

FFIJX vs. VTI - Volatility Comparison

The current volatility for Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) is 2.85%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that FFIJX experiences smaller price fluctuations and is considered to be less risky than VTI 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%JuneJulyAugustSeptemberOctoberNovember
2.85%
4.19%
FFIJX
VTI