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

Key characteristics


FFTHXVTTHX
YTD Return13.22%12.50%
1Y Return22.22%21.20%
3Y Return (Ann)4.24%4.48%
5Y Return (Ann)9.65%8.67%
10Y Return (Ann)8.57%7.72%
Sharpe Ratio2.182.13
Daily Std Dev9.93%9.73%
Max Drawdown-50.94%-51.76%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.01.0

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.

Performance

FFTHX vs. VTTHX - Performance Comparison

In the year-to-date period, FFTHX achieves a 13.22% return, which is significantly higher than VTTHX's 12.50% return. Over the past 10 years, FFTHX has outperformed VTTHX with an annualized return of 8.57%, while VTTHX has yielded a comparatively lower 7.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.76%
7.37%
FFTHX
VTTHX

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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.


FFTHX
Sharpe ratio
The chart of Sharpe ratio for FFTHX, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.005.002.18
Sortino ratio
The chart of Sortino ratio for FFTHX, currently valued at 3.10, compared to the broader market0.005.0010.003.10
Omega ratio
The chart of Omega ratio for FFTHX, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for FFTHX, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.001.28
Martin ratio
The chart of Martin ratio for FFTHX, currently valued at 11.87, compared to the broader market0.0020.0040.0060.0080.00100.0011.87
VTTHX
Sharpe ratio
The chart of Sharpe ratio for VTTHX, currently valued at 2.13, compared to the broader market-1.000.001.002.003.004.005.002.13
Sortino ratio
The chart of Sortino ratio for VTTHX, currently valued at 3.03, compared to the broader market0.005.0010.003.03
Omega ratio
The chart of Omega ratio for VTTHX, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for VTTHX, currently valued at 1.40, compared to the broader market0.005.0010.0015.0020.001.40
Martin ratio
The chart of Martin ratio for VTTHX, currently valued at 11.40, compared to the broader market0.0020.0040.0060.0080.00100.0011.40

FFTHX vs. VTTHX - Sharpe Ratio Comparison

The current FFTHX Sharpe Ratio is 2.18, which roughly equals the VTTHX Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of FFTHX and VTTHX.


Rolling 12-month Sharpe Ratio1.201.401.601.802.002.20AprilMayJuneJulyAugustSeptember
2.18
2.13
FFTHX
VTTHX

Dividends

FFTHX vs. VTTHX - Dividend Comparison

FFTHX's dividend yield for the trailing twelve months is around 1.86%, less than VTTHX's 2.20% yield.


TTM20232022202120202019201820172016201520142013
FFTHX
Fidelity Freedom 2035 Fund
1.86%1.86%11.21%11.62%5.93%6.75%7.66%4.23%4.00%6.07%9.03%7.08%
VTTHX
Vanguard Target Retirement 2035 Fund
2.20%2.47%2.71%19.52%2.50%2.33%2.69%2.14%2.77%4.67%2.09%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember00
FFTHX
VTTHX

Volatility

FFTHX vs. VTTHX - Volatility Comparison

Fidelity Freedom 2035 Fund (FFTHX) has a higher volatility of 3.23% compared to Vanguard Target Retirement 2035 Fund (VTTHX) at 2.96%. 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%AprilMayJuneJulyAugustSeptember
3.23%
2.96%
FFTHX
VTTHX