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FFSFX vs. VLXVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFSFX and VLXVX is 0.92, 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.


Performance

FFSFX vs. VLXVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2065 Fund (FFSFX) and Vanguard Target Retirement 2065 Fund (VLXVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFSFX:

0.41

VLXVX:

0.71

Sortino Ratio

FFSFX:

0.82

VLXVX:

1.23

Omega Ratio

FFSFX:

1.11

VLXVX:

1.18

Calmar Ratio

FFSFX:

0.56

VLXVX:

0.86

Martin Ratio

FFSFX:

2.31

VLXVX:

3.80

Ulcer Index

FFSFX:

3.73%

VLXVX:

3.29%

Daily Std Dev

FFSFX:

16.84%

VLXVX:

15.39%

Max Drawdown

FFSFX:

-33.17%

VLXVX:

-31.42%

Current Drawdown

FFSFX:

-2.20%

VLXVX:

-0.03%

Returns By Period

In the year-to-date period, FFSFX achieves a 3.77% return, which is significantly lower than VLXVX's 5.00% return.


FFSFX

YTD

3.77%

1M

7.09%

6M

1.32%

1Y

6.85%

5Y*

10.14%

10Y*

N/A

VLXVX

YTD

5.00%

1M

8.62%

6M

3.87%

1Y

10.81%

5Y*

13.19%

10Y*

N/A

*Annualized

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FFSFX vs. VLXVX - Expense Ratio Comparison

FFSFX has a 0.75% expense ratio, which is higher than VLXVX's 0.08% expense ratio.


Risk-Adjusted Performance

FFSFX vs. VLXVX — Risk-Adjusted Performance Rank

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

FFSFX
The Risk-Adjusted Performance Rank of FFSFX is 5555
Overall Rank
The Sharpe Ratio Rank of FFSFX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSFX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FFSFX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FFSFX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FFSFX is 6363
Martin Ratio Rank

VLXVX
The Risk-Adjusted Performance Rank of VLXVX is 7676
Overall Rank
The Sharpe Ratio Rank of VLXVX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VLXVX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VLXVX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VLXVX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VLXVX is 8181
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.

FFSFX vs. VLXVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2065 Fund (FFSFX) and Vanguard Target Retirement 2065 Fund (VLXVX). 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.


The current FFSFX Sharpe Ratio is 0.41, which is lower than the VLXVX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FFSFX and VLXVX, 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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Dividends

FFSFX vs. VLXVX - Dividend Comparison

FFSFX's dividend yield for the trailing twelve months is around 1.00%, less than VLXVX's 1.97% yield.


TTM20242023202220212020201920182017
FFSFX
Fidelity Freedom 2065 Fund
1.00%1.04%1.25%2.03%2.12%1.02%1.15%0.00%0.00%
VLXVX
Vanguard Target Retirement 2065 Fund
1.97%2.07%2.06%2.00%1.70%1.45%1.90%1.85%0.78%

Drawdowns

FFSFX vs. VLXVX - Drawdown Comparison

The maximum FFSFX drawdown since its inception was -33.17%, which is greater than VLXVX's maximum drawdown of -31.42%. Use the drawdown chart below to compare losses from any high point for FFSFX and VLXVX. For additional features, visit the drawdowns tool.


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Volatility

FFSFX vs. VLXVX - Volatility Comparison

Fidelity Freedom 2065 Fund (FFSFX) has a higher volatility of 4.93% compared to Vanguard Target Retirement 2065 Fund (VLXVX) at 4.01%. This indicates that FFSFX's price experiences larger fluctuations and is considered to be riskier than VLXVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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