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FFTHX vs. VTTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFTHX and VTTHX 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.


-0.50.00.51.01.0

Performance

FFTHX vs. VTTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2035 Fund (FFTHX) and Vanguard Target Retirement 2035 Fund (VTTHX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
246.59%
357.77%
FFTHX
VTTHX

Key characteristics

Sharpe Ratio

FFTHX:

1.37

VTTHX:

1.51

Sortino Ratio

FFTHX:

1.95

VTTHX:

2.13

Omega Ratio

FFTHX:

1.24

VTTHX:

1.28

Calmar Ratio

FFTHX:

0.71

VTTHX:

2.75

Martin Ratio

FFTHX:

8.24

VTTHX:

8.99

Ulcer Index

FFTHX:

1.56%

VTTHX:

1.54%

Daily Std Dev

FFTHX:

9.39%

VTTHX:

9.18%

Max Drawdown

FFTHX:

-50.94%

VTTHX:

-51.76%

Current Drawdown

FFTHX:

-7.24%

VTTHX:

-2.94%

Returns By Period

In the year-to-date period, FFTHX achieves a 11.11% return, which is significantly lower than VTTHX's 11.91% return. Over the past 10 years, FFTHX has underperformed VTTHX with an annualized return of 3.80%, while VTTHX has yielded a comparatively higher 7.49% annualized return.


FFTHX

YTD

11.11%

1M

-0.74%

6M

3.27%

1Y

11.86%

5Y*

2.56%

10Y*

3.80%

VTTHX

YTD

11.91%

1M

-0.64%

6M

4.82%

1Y

10.03%

5Y*

7.33%

10Y*

7.49%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFTHX vs. VTTHX - Expense Ratio Comparison

FFTHX has a 0.71% expense ratio, which is higher than VTTHX's 0.08% expense ratio.


FFTHX
Fidelity Freedom 2035 Fund
Expense ratio chart for FFTHX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for VTTHX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FFTHX vs. VTTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2035 Fund (FFTHX) and Vanguard Target Retirement 2035 Fund (VTTHX). 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.


Sharpe ratio
The chart of Sharpe ratio for FFTHX, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.001.371.51
The chart of Sortino ratio for FFTHX, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.0010.001.952.13
The chart of Omega ratio for FFTHX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.28
The chart of Calmar ratio for FFTHX, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.0012.0014.000.712.75
The chart of Martin ratio for FFTHX, currently valued at 8.24, compared to the broader market0.0020.0040.0060.008.248.99
FFTHX
VTTHX

The current FFTHX Sharpe Ratio is 1.37, which is comparable to the VTTHX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FFTHX and VTTHX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.37
1.51
FFTHX
VTTHX

Dividends

FFTHX vs. VTTHX - Dividend Comparison

FFTHX's dividend yield for the trailing twelve months is around 1.51%, less than VTTHX's 2.21% yield.


TTM20232022202120202019201820172016201520142013
FFTHX
Fidelity Freedom 2035 Fund
1.51%1.60%2.27%2.30%1.06%1.53%1.67%1.12%1.40%4.20%9.03%7.08%
VTTHX
Vanguard Target Retirement 2035 Fund
2.21%2.47%2.08%2.34%1.62%2.33%2.47%1.98%2.01%2.20%2.06%1.91%

Drawdowns

FFTHX vs. VTTHX - Drawdown Comparison

The maximum FFTHX drawdown since its inception was -50.94%, roughly equal to the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for FFTHX and VTTHX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.24%
-2.94%
FFTHX
VTTHX

Volatility

FFTHX vs. VTTHX - Volatility Comparison

Fidelity Freedom 2035 Fund (FFTHX) has a higher volatility of 2.76% compared to Vanguard Target Retirement 2035 Fund (VTTHX) at 2.59%. This indicates that FFTHX's price experiences larger fluctuations and is considered to be riskier than VTTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.76%
2.59%
FFTHX
VTTHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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