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FFSFX vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFSFX vs. VT - Performance Comparison

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

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FFSFX vs. VT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FFSFX
Fidelity Freedom 2065 Fund
-3.49%23.76%14.01%20.54%-18.28%16.54%18.08%9.00%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%9.20%

Returns By Period

In the year-to-date period, FFSFX achieves a -3.49% return, which is significantly lower than VT's -1.71% return.


FFSFX

1D
-0.33%
1M
-9.19%
YTD
-3.49%
6M
0.10%
1Y
19.44%
3Y*
15.31%
5Y*
8.13%
10Y*

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFSFX vs. VT - Expense Ratio Comparison

FFSFX has a 0.75% expense ratio, which is higher than VT's 0.06% expense ratio.


Return for Risk

FFSFX vs. VT — Risk / Return Rank

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

FFSFX
FFSFX Risk / Return Rank: 7171
Overall Rank
FFSFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FFSFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FFSFX Omega Ratio Rank: 7070
Omega Ratio Rank
FFSFX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFSFX Martin Ratio Rank: 7474
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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.

FFSFX vs. VT - Risk-Adjusted Trends Comparison

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


FFSFXVTDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.25

-0.05

Sortino ratio

Return per unit of downside risk

1.73

1.84

-0.11

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

1.55

1.83

-0.28

Martin ratio

Return relative to average drawdown

6.96

8.51

-1.54

FFSFX vs. VT - Sharpe Ratio Comparison

The current FFSFX Sharpe Ratio is 1.21, which is comparable to the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FFSFX 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.


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Sharpe Ratios by Period


FFSFXVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.25

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.58

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.40

+0.24

Correlation

The correlation between FFSFX and VT is 0.97, 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

FFSFX vs. VT - Dividend Comparison

FFSFX's dividend yield for the trailing twelve months is around 3.82%, more than VT's 1.82% yield.


TTM20252024202320222021202020192018201720162015
FFSFX
Fidelity Freedom 2065 Fund
3.82%3.69%2.29%2.01%8.77%7.81%2.25%1.40%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

FFSFX vs. VT - Drawdown Comparison

The maximum FFSFX drawdown since its inception was -31.03%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FFSFX and VT.


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Drawdown Indicators


FFSFXVTDifference

Max Drawdown

Largest peak-to-trough decline

-31.03%

-50.27%

+19.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-11.84%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

-26.38%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

Current Drawdown

Current decline from peak

-9.79%

-6.89%

-2.90%

Average Drawdown

Average peak-to-trough decline

-6.02%

-7.08%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.55%

-0.05%

Volatility

FFSFX vs. VT - Volatility Comparison

The current volatility for Fidelity Freedom 2065 Fund (FFSFX) is 5.65%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that FFSFX 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


FFSFXVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

6.33%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

9.95%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

17.24%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

15.98%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

17.20%

-0.16%