FFOLX vs. VT
FFOLX (Fidelity Freedom Index 2045 Fund Institutional Premium Class) and VT (Vanguard Total World Stock ETF) are both funds - FFOLX is a Target Retirement Date fund managed by Fidelity, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, FFOLX returned 11.48%/yr vs 12.38%/yr for VT. Their 0.99 correlation means they have historically moved very closely together. FFOLX charges 0.08%/yr vs 0.06%/yr for VT.
Performance
FFOLX vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, FFOLX achieves a 10.40% return, which is significantly lower than VT's 12.40% return. Over the past 10 years, FFOLX has underperformed VT with an annualized return of 11.48%, while VT has yielded a comparatively higher 12.38% annualized return.
FFOLX
- 1D
- 0.27%
- 1M
- -0.23%
- 6M
- 6.90%
- YTD
- 10.40%
- 1Y
- 21.99%
- 3Y*
- 16.74%
- 5Y*
- 9.30%
- 10Y*
- 11.48%
- ALL TIME*
- 10.48%
VT
- 1D
- 1.12%
- 1M
- 0.92%
- 6M
- 8.48%
- YTD
- 12.40%
- 1Y
- 24.89%
- 3Y*
- 19.46%
- 5Y*
- 10.72%
- 10Y*
- 12.38%
- ALL TIME*
- 8.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $432.10M | $371.73M | $483.41M |
FFOLX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFOLX Fidelity Freedom Index 2045 Fund Institutional Premium Class | 10.40% | 21.44% | 14.19% | 19.95% | -18.18% | 15.98% | 16.51% | 26.01% | -7.20% | 20.57% |
VT Vanguard Total World Stock ETF | 12.40% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between FFOLX and VT is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2015 | 0.99 |
The correlation between FFOLX and VT has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
FFOLX vs. VT — Risk / Return Rank
FFOLX
VT
FFOLX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FFOLX | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.58 | -0.22 |
| Martin ratioReturn relative to average drawdown | 9.77 | 10.76 | -0.99 |
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Drawdowns
FFOLX vs. VT - Drawdown Comparison
The maximum FFOLX drawdown since its inception was -30.72%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FFOLX and VT.
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Drawdown Indicators
| FFOLX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.72% | -50.27% | +19.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -9.67% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -14.71% | -16.51% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -26.38% | +0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | -34.24% | +3.52% |
Current DrawdownCurrent decline from peak | -1.65% | -0.73% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -6.97% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.32% | -0.18% |
Volatility
FFOLX vs. VT - Volatility Comparison
The current volatility for Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX) is 3.66%, while Vanguard Total World Stock ETF (VT) has a volatility of 4.14%. This indicates that FFOLX 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.
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Volatility by Period
| FFOLX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 4.14% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 11.69% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 13.96% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 16.23% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.15% | 17.19% | -2.04% |
FFOLX vs. VT - Expense Ratio Comparison
FFOLX has a 0.08% expense ratio, which is higher than VT's 0.06% 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%.
Dividends
FFOLX vs. VT - Dividend Comparison
FFOLX's dividend yield for the trailing twelve months is around 1.96%, more than VT's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFOLX Fidelity Freedom Index 2045 Fund Institutional Premium Class | 1.96% | 2.06% | 2.04% | 1.98% | 2.08% | 2.03% | 1.97% | 14.93% | 2.30% | 1.94% | 2.05% | 2.02% |
VT Vanguard Total World Stock ETF | 1.58% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
With a correlation of 0.99, FFOLX and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VT has higher volatility (4.14%) compared to FFOLX (3.66%). In terms of maximum drawdown, FFOLX dropped -30.72% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.80 vs 1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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