PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFTWX vs. VTTVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFTWX and VTTVX 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

FFTWX vs. VTTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2025 Fund (FFTWX) and Vanguard Target Retirement 2025 Fund (VTTVX). The values are adjusted to include any dividend payments, if applicable.

260.00%280.00%300.00%320.00%340.00%360.00%JulyAugustSeptemberOctoberNovemberDecember
349.88%
284.51%
FFTWX
VTTVX

Key characteristics

Sharpe Ratio

FFTWX:

1.12

VTTVX:

1.13

Sortino Ratio

FFTWX:

1.60

VTTVX:

1.65

Omega Ratio

FFTWX:

1.20

VTTVX:

1.24

Calmar Ratio

FFTWX:

1.07

VTTVX:

1.78

Martin Ratio

FFTWX:

6.35

VTTVX:

5.62

Ulcer Index

FFTWX:

1.38%

VTTVX:

1.77%

Daily Std Dev

FFTWX:

7.88%

VTTVX:

8.76%

Max Drawdown

FFTWX:

-44.91%

VTTVX:

-46.03%

Current Drawdown

FFTWX:

-3.77%

VTTVX:

-2.90%

Returns By Period

In the year-to-date period, FFTWX achieves a 8.03% return, which is significantly lower than VTTVX's 9.07% return. Both investments have delivered pretty close results over the past 10 years, with FFTWX having a 6.39% annualized return and VTTVX not far behind at 6.27%.


FFTWX

YTD

8.03%

1M

-1.27%

6M

1.81%

1Y

9.28%

5Y*

5.42%

10Y*

6.39%

VTTVX

YTD

9.07%

1M

-0.74%

6M

3.56%

1Y

10.58%

5Y*

5.69%

10Y*

6.27%

Compare stocks, funds, or ETFs

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


FFTWX vs. VTTVX - Expense Ratio Comparison

FFTWX has a 0.62% expense ratio, which is higher than VTTVX's 0.08% expense ratio.


FFTWX
Fidelity Freedom 2025 Fund
Expense ratio chart for FFTWX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VTTVX: 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

FFTWX vs. VTTVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2025 Fund (FFTWX) and Vanguard Target Retirement 2025 Fund (VTTVX). 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 FFTWX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.121.13
The chart of Sortino ratio for FFTWX, currently valued at 1.60, compared to the broader market-2.000.002.004.006.008.0010.001.601.65
The chart of Omega ratio for FFTWX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.24
The chart of Calmar ratio for FFTWX, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.0014.001.071.78
The chart of Martin ratio for FFTWX, currently valued at 6.35, compared to the broader market0.0020.0040.0060.006.355.62
FFTWX
VTTVX

The current FFTWX Sharpe Ratio is 1.12, which is comparable to the VTTVX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FFTWX and VTTVX, 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
1.12
1.13
FFTWX
VTTVX

Dividends

FFTWX vs. VTTVX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 2.04%, less than VTTVX's 2.51% yield.


TTM20232022202120202019201820172016201520142013
FFTWX
Fidelity Freedom 2025 Fund
2.04%2.05%2.89%2.42%1.09%1.72%1.84%1.28%1.63%4.17%8.80%5.88%
VTTVX
Vanguard Target Retirement 2025 Fund
2.51%2.74%2.21%2.16%1.65%2.37%2.55%1.99%2.00%2.19%1.95%1.82%

Drawdowns

FFTWX vs. VTTVX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -44.91%, roughly equal to the maximum VTTVX drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for FFTWX and VTTVX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.77%
-2.90%
FFTWX
VTTVX

Volatility

FFTWX vs. VTTVX - Volatility Comparison

Fidelity Freedom 2025 Fund (FFTWX) has a higher volatility of 2.42% compared to Vanguard Target Retirement 2025 Fund (VTTVX) at 2.07%. This indicates that FFTWX's price experiences larger fluctuations and is considered to be riskier than VTTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%JulyAugustSeptemberOctoberNovemberDecember
2.42%
2.07%
FFTWX
VTTVX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab