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FFTWX vs. VTTVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFTWX and VTTVX is 0.92, 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

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.

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Key characteristics

Sharpe Ratio

FFTWX:

0.40

VTTVX:

0.36

Sortino Ratio

FFTWX:

0.83

VTTVX:

0.69

Omega Ratio

FFTWX:

1.11

VTTVX:

1.11

Calmar Ratio

FFTWX:

0.40

VTTVX:

0.27

Martin Ratio

FFTWX:

2.32

VTTVX:

1.23

Ulcer Index

FFTWX:

2.48%

VTTVX:

3.96%

Daily Std Dev

FFTWX:

10.55%

VTTVX:

10.04%

Max Drawdown

FFTWX:

-44.91%

VTTVX:

-46.03%

Current Drawdown

FFTWX:

-7.59%

VTTVX:

-10.39%

Returns By Period

In the year-to-date period, FFTWX achieves a 2.39% return, which is significantly lower than VTTVX's 3.85% return. Over the past 10 years, FFTWX has underperformed VTTVX with an annualized return of 2.17%, while VTTVX has yielded a comparatively higher 3.43% annualized return.


FFTWX

YTD

2.39%

1M

3.45%

6M

0.41%

1Y

4.22%

5Y*

4.03%

10Y*

2.17%

VTTVX

YTD

3.85%

1M

4.92%

6M

-1.31%

1Y

3.61%

5Y*

3.46%

10Y*

3.43%

*Annualized

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FFTWX vs. VTTVX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FFTWX vs. VTTVX — Risk-Adjusted Performance Rank

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

FFTWX
The Risk-Adjusted Performance Rank of FFTWX is 5252
Overall Rank
The Sharpe Ratio Rank of FFTWX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTWX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FFTWX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FFTWX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FFTWX is 6363
Martin Ratio Rank

VTTVX
The Risk-Adjusted Performance Rank of VTTVX is 4343
Overall Rank
The Sharpe Ratio Rank of VTTVX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VTTVX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VTTVX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VTTVX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VTTVX is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FFTWX Sharpe Ratio is 0.40, which is comparable to the VTTVX Sharpe Ratio of 0.36. 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.


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Dividends

FFTWX vs. VTTVX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 5.10%, more than VTTVX's 2.85% yield.


TTM20242023202220212020201920182017201620152014
FFTWX
Fidelity Freedom 2025 Fund
5.10%3.74%2.08%9.66%10.38%5.75%6.09%6.47%4.12%3.91%5.82%8.80%
VTTVX
Vanguard Target Retirement 2025 Fund
2.85%2.96%2.75%2.21%2.16%1.65%2.37%2.55%1.99%2.00%2.19%1.95%

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.


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Volatility

FFTWX vs. VTTVX - Volatility Comparison

Fidelity Freedom 2025 Fund (FFTWX) has a higher volatility of 3.51% compared to Vanguard Target Retirement 2025 Fund (VTTVX) at 2.28%. 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.


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