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

Key characteristics


FFSFXVTI
YTD Return17.49%26.70%
1Y Return28.82%38.81%
3Y Return (Ann)0.87%8.86%
5Y Return (Ann)7.69%15.46%
Sharpe Ratio2.633.23
Sortino Ratio3.664.29
Omega Ratio1.481.60
Calmar Ratio1.474.77
Martin Ratio16.9121.07
Ulcer Index1.78%1.94%
Daily Std Dev11.44%12.59%
Max Drawdown-33.17%-55.45%
Current Drawdown-0.14%0.00%

Correlation

-0.50.00.51.00.9

The correlation between FFSFX and VTI is 0.93, 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. VTI - Performance Comparison

In the year-to-date period, FFSFX achieves a 17.49% return, which is significantly lower than VTI's 26.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.72%
15.44%
FFSFX
VTI

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FFSFX vs. VTI - Expense Ratio Comparison

FFSFX has a 0.75% expense ratio, which is higher than VTI's 0.03% expense ratio.


FFSFX
Fidelity Freedom 2065 Fund
Expense ratio chart for FFSFX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
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%

Risk-Adjusted Performance

FFSFX vs. VTI - Risk-Adjusted Performance Comparison

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


FFSFX
Sharpe ratio
The chart of Sharpe ratio for FFSFX, currently valued at 2.63, compared to the broader market0.002.004.002.63
Sortino ratio
The chart of Sortino ratio for FFSFX, currently valued at 3.66, compared to the broader market0.005.0010.003.66
Omega ratio
The chart of Omega ratio for FFSFX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for FFSFX, currently valued at 1.47, compared to the broader market0.005.0010.0015.0020.0025.001.47
Martin ratio
The chart of Martin ratio for FFSFX, currently valued at 16.91, compared to the broader market0.0020.0040.0060.0080.00100.0016.91
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 3.23, compared to the broader market0.002.004.003.23
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 4.29, compared to the broader market0.005.0010.004.29
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.60, compared to the broader market1.002.003.004.001.60
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 4.77, compared to the broader market0.005.0010.0015.0020.0025.004.77
Martin ratio
The chart of Martin ratio for VTI, currently valued at 21.07, compared to the broader market0.0020.0040.0060.0080.00100.0021.07

FFSFX vs. VTI - Sharpe Ratio Comparison

The current FFSFX Sharpe Ratio is 2.63, which is comparable to the VTI Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of FFSFX 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
2.63
3.23
FFSFX
VTI

Dividends

FFSFX vs. VTI - Dividend Comparison

FFSFX's dividend yield for the trailing twelve months is around 1.07%, less than VTI's 1.26% yield.


TTM20232022202120202019201820172016201520142013
FFSFX
Fidelity Freedom 2065 Fund
1.07%1.25%2.03%2.12%1.02%1.15%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FFSFX vs. VTI - Drawdown Comparison

The maximum FFSFX drawdown since its inception was -33.17%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FFSFX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.14%
0
FFSFX
VTI

Volatility

FFSFX vs. VTI - Volatility Comparison

The current volatility for Fidelity Freedom 2065 Fund (FFSFX) is 3.04%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.07%. This indicates that FFSFX 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
3.04%
4.07%
FFSFX
VTI