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FFIZX vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFIZX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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FFIZX vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFIZX
Fidelity Freedom Index 2040 Fund Institutional Premium Class
-1.32%19.93%13.37%19.44%-18.15%15.97%16.51%26.01%-7.20%20.57%
VOOG
Vanguard S&P 500 Growth ETF
-6.97%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Returns By Period

In the year-to-date period, FFIZX achieves a -1.32% return, which is significantly higher than VOOG's -6.97% return. Over the past 10 years, FFIZX has underperformed VOOG with an annualized return of 10.49%, while VOOG has yielded a comparatively higher 15.86% annualized return.


FFIZX

1D
2.37%
1M
-4.98%
YTD
-1.32%
6M
1.05%
1Y
17.78%
3Y*
14.46%
5Y*
7.63%
10Y*
10.49%

VOOG

1D
1.30%
1M
-4.28%
YTD
-6.97%
6M
-5.29%
1Y
23.21%
3Y*
22.32%
5Y*
12.46%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFIZX vs. VOOG - Expense Ratio Comparison

FFIZX has a 0.08% expense ratio, which is higher than VOOG'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%.


Return for Risk

FFIZX vs. VOOG — Risk / Return Rank

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

FFIZX
FFIZX Risk / Return Rank: 7575
Overall Rank
FFIZX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FFIZX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FFIZX Omega Ratio Rank: 7373
Omega Ratio Rank
FFIZX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FFIZX Martin Ratio Rank: 8282
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6262
Overall Rank
VOOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6060
Omega Ratio Rank
VOOG Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6666
Martin Ratio Rank
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.

FFIZX vs. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) and Vanguard S&P 500 Growth ETF (VOOG). 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.


FFIZXVOOGDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.05

+0.27

Sortino ratio

Return per unit of downside risk

1.91

1.62

+0.29

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.06

Calmar ratio

Return relative to maximum drawdown

1.83

1.76

+0.07

Martin ratio

Return relative to average drawdown

8.44

6.81

+1.63

FFIZX vs. VOOG - Sharpe Ratio Comparison

The current FFIZX Sharpe Ratio is 1.32, which is comparable to the VOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FFIZX and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFIZXVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.05

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.59

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.77

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.84

-0.20

Correlation

The correlation between FFIZX and VOOG is 0.89, 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.


Dividends

FFIZX vs. VOOG - Dividend Comparison

FFIZX's dividend yield for the trailing twelve months is around 2.41%, more than VOOG's 0.53% yield.


TTM20252024202320222021202020192018201720162015
FFIZX
Fidelity Freedom Index 2040 Fund Institutional Premium Class
2.41%2.38%2.23%2.00%2.13%2.08%2.02%18.32%2.26%1.86%2.04%2.04%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

FFIZX vs. VOOG - Drawdown Comparison

The maximum FFIZX drawdown since its inception was -30.69%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FFIZX and VOOG.


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Drawdown Indicators


FFIZXVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-30.69%

-32.73%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-13.71%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

-32.73%

+6.66%

Max Drawdown (10Y)

Largest decline over 10 years

-30.69%

-32.73%

+2.04%

Current Drawdown

Current decline from peak

-5.92%

-9.07%

+3.15%

Average Drawdown

Average peak-to-trough decline

-4.72%

-5.01%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

3.54%

-1.37%

Volatility

FFIZX vs. VOOG - Volatility Comparison

The current volatility for Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) is 5.25%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. This indicates that FFIZX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFIZXVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

7.28%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

12.68%

-4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

22.28%

-8.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

21.16%

-7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

20.65%

-5.80%