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FFVFX vs. NADCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFVFX vs. NADCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2015 Fund (FFVFX) and Nationwide Investor Destinations Moderately Conservative Fund (NADCX). The values are adjusted to include any dividend payments, if applicable.

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FFVFX vs. NADCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFVFX
Fidelity Freedom 2015 Fund
0.25%13.19%6.20%11.38%-14.63%7.31%12.46%16.28%-4.56%12.99%
NADCX
Nationwide Investor Destinations Moderately Conservative Fund
-0.62%10.98%6.76%11.80%-14.20%7.63%9.77%12.53%-4.34%8.37%

Returns By Period

In the year-to-date period, FFVFX achieves a 0.25% return, which is significantly higher than NADCX's -0.62% return. Over the past 10 years, FFVFX has outperformed NADCX with an annualized return of 6.27%, while NADCX has yielded a comparatively lower 4.90% annualized return.


FFVFX

1D
1.25%
1M
-2.88%
YTD
0.25%
6M
1.86%
1Y
10.94%
3Y*
8.61%
5Y*
3.76%
10Y*
6.27%

NADCX

1D
1.45%
1M
-3.17%
YTD
-0.62%
6M
1.16%
1Y
9.29%
3Y*
8.08%
5Y*
3.61%
10Y*
4.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFVFX vs. NADCX - Expense Ratio Comparison

FFVFX has a 0.54% expense ratio, which is higher than NADCX's 0.50% expense ratio.


Return for Risk

FFVFX vs. NADCX — Risk / Return Rank

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

FFVFX
FFVFX Risk / Return Rank: 8585
Overall Rank
FFVFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FFVFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FFVFX Omega Ratio Rank: 8383
Omega Ratio Rank
FFVFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FFVFX Martin Ratio Rank: 8686
Martin Ratio Rank

NADCX
NADCX Risk / Return Rank: 6868
Overall Rank
NADCX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NADCX Sortino Ratio Rank: 6868
Sortino Ratio Rank
NADCX Omega Ratio Rank: 6363
Omega Ratio Rank
NADCX Calmar Ratio Rank: 7474
Calmar Ratio Rank
NADCX 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.

FFVFX vs. NADCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2015 Fund (FFVFX) and Nationwide Investor Destinations Moderately Conservative Fund (NADCX). 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.


FFVFXNADCXDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.29

+0.34

Sortino ratio

Return per unit of downside risk

2.30

1.85

+0.45

Omega ratio

Gain probability vs. loss probability

1.34

1.26

+0.08

Calmar ratio

Return relative to maximum drawdown

2.26

1.92

+0.35

Martin ratio

Return relative to average drawdown

9.39

7.47

+1.92

FFVFX vs. NADCX - Sharpe Ratio Comparison

The current FFVFX Sharpe Ratio is 1.64, which is comparable to the NADCX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of FFVFX and NADCX, 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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Sharpe Ratios by Period


FFVFXNADCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.29

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.46

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.63

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.56

+0.01

Correlation

The correlation between FFVFX and NADCX is 0.93, 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.


Dividends

FFVFX vs. NADCX - Dividend Comparison

FFVFX's dividend yield for the trailing twelve months is around 6.46%, more than NADCX's 4.83% yield.


TTM20252024202320222021202020192018201720162015
FFVFX
Fidelity Freedom 2015 Fund
6.46%6.48%3.94%2.61%8.38%10.74%6.83%6.70%7.96%3.71%3.72%5.55%
NADCX
Nationwide Investor Destinations Moderately Conservative Fund
4.83%4.76%9.54%4.85%2.89%3.22%4.17%3.27%8.13%4.95%4.58%4.39%

Drawdowns

FFVFX vs. NADCX - Drawdown Comparison

The maximum FFVFX drawdown since its inception was -39.04%, which is greater than NADCX's maximum drawdown of -24.64%. Use the drawdown chart below to compare losses from any high point for FFVFX and NADCX.


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Drawdown Indicators


FFVFXNADCXDifference

Max Drawdown

Largest peak-to-trough decline

-39.04%

-24.64%

-14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.04%

-5.21%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

-20.23%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-20.44%

-20.23%

-0.21%

Current Drawdown

Current decline from peak

-3.34%

-3.74%

+0.40%

Average Drawdown

Average peak-to-trough decline

-4.34%

-3.36%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.34%

-0.12%

Volatility

FFVFX vs. NADCX - Volatility Comparison

The current volatility for Fidelity Freedom 2015 Fund (FFVFX) is 3.13%, while Nationwide Investor Destinations Moderately Conservative Fund (NADCX) has a volatility of 3.38%. This indicates that FFVFX experiences smaller price fluctuations and is considered to be less risky than NADCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFVFXNADCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

3.38%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

4.77%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

6.95%

7.48%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.52%

7.89%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

7.83%

-0.20%