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FFTWX vs. VTTVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, FFTWX achieves a 8.73% return, which is significantly higher than VTTVX's 6.57% return. Both investments have delivered pretty close results over the past 10 years, with FFTWX having a 8.42% annualized return and VTTVX not far behind at 8.01%.


FFTWX

1D
0.96%
1M
2.27%
YTD
8.73%
6M
8.85%
1Y
19.72%
3Y*
12.88%
5Y*
6.14%
10Y*
8.42%

VTTVX

1D
0.66%
1M
1.24%
YTD
6.57%
6M
6.58%
1Y
16.48%
3Y*
12.16%
5Y*
6.14%
10Y*
8.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFTWX vs. VTTVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTWX
Fidelity Freedom 2025 Fund
8.73%16.46%8.20%14.10%-16.66%10.09%14.70%19.45%-5.93%15.57%
VTTVX
Vanguard Target Retirement 2025 Fund
6.57%14.63%9.23%14.76%-15.57%9.78%13.31%19.63%-5.14%13.68%

Correlation

The correlation between FFTWX and VTTVX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2003

0.98

The correlation between FFTWX and VTTVX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

FFTWX vs. VTTVX — Risk / Return Rank

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

FFTWX
FFTWX Risk / Return Rank: 7373
Overall Rank
FFTWX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FFTWX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FFTWX Omega Ratio Rank: 7676
Omega Ratio Rank
FFTWX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFTWX Martin Ratio Rank: 7575
Martin Ratio Rank

VTTVX
VTTVX Risk / Return Rank: 6969
Overall Rank
VTTVX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 7272
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFTWX vs. VTTVX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FFTWXVTTVXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.45

1.43

+0.02

Calmar ratioReturn relative to maximum drawdown

3.07

2.93

+0.14

Martin ratioReturn relative to average drawdown

13.18

12.55

+0.64

FFTWX vs. VTTVX - Sharpe Ratio Comparison

The current FFTWX Sharpe Ratio is 2.28, which is comparable to the VTTVX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FFTWX and VTTVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FFTWX vs. VTTVX - Drawdown Comparison

The maximum FFTWX drawdown since its inception was -47.51%, 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.


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Drawdown Indicators


FFTWXVTTVXDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-46.03%

-1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-5.57%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-8.87%

-7.84%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-21.52%

-2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-23.66%

-22.51%

-1.15%

Current Drawdown

Current decline from peak

0.00%

-0.23%

+0.23%

Average Drawdown

Average peak-to-trough decline

-5.56%

-5.04%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.30%

+0.19%

Volatility

FFTWX vs. VTTVX - Volatility Comparison

Fidelity Freedom 2025 Fund (FFTWX) has a higher volatility of 3.66% compared to Vanguard Target Retirement 2025 Fund (VTTVX) at 2.96%. 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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Volatility by Period


FFTWXVTTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

2.96%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

6.08%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

8.60%

7.26%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.04%

9.15%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.13%

9.96%

+0.17%

FFTWX vs. VTTVX - Expense Ratio Comparison

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


Dividends

FFTWX vs. VTTVX - Dividend Comparison

FFTWX's dividend yield for the trailing twelve months is around 6.73%, less than VTTVX's 6.93% yield.


PositionTTM20252024202320222021202020192018201720162015
FFTWX
Fidelity Freedom 2025 Fund
6.73%6.44%3.74%2.08%9.66%10.38%5.75%6.09%6.39%3.04%3.91%5.60%
VTTVX
Vanguard Target Retirement 2025 Fund
6.93%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%

Frequently Asked Questions


With a correlation of 0.98, FFTWX and VTTVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FFTWX has higher volatility (3.66%) compared to VTTVX (2.96%). In terms of maximum drawdown, FFTWX dropped -47.51% vs VTTVX's -46.03%.

FFTWX currently has the higher Sharpe Ratio (2.28 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FFTWX and VTTVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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