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FHAQX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHAQX and VTSAX is 0.94, 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

FHAQX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2045 Fund (FHAQX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FHAQX:

0.70

VTSAX:

0.67

Sortino Ratio

FHAQX:

1.12

VTSAX:

1.08

Omega Ratio

FHAQX:

1.16

VTSAX:

1.16

Calmar Ratio

FHAQX:

0.78

VTSAX:

0.71

Martin Ratio

FHAQX:

3.34

VTSAX:

2.65

Ulcer Index

FHAQX:

3.62%

VTSAX:

5.18%

Daily Std Dev

FHAQX:

16.70%

VTSAX:

20.10%

Max Drawdown

FHAQX:

-31.34%

VTSAX:

-55.34%

Current Drawdown

FHAQX:

0.00%

VTSAX:

-3.53%

Returns By Period

In the year-to-date period, FHAQX achieves a 6.32% return, which is significantly higher than VTSAX's 0.92% return.


FHAQX

YTD

6.32%

1M

3.83%

6M

2.40%

1Y

11.55%

3Y*

10.98%

5Y*

11.24%

10Y*

N/A

VTSAX

YTD

0.92%

1M

4.48%

6M

-2.35%

1Y

13.41%

3Y*

13.98%

5Y*

14.66%

10Y*

12.23%

*Annualized

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FHAQX vs. VTSAX - Expense Ratio Comparison

FHAQX has a 0.49% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FHAQX vs. VTSAX — Risk-Adjusted Performance Rank

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

FHAQX
The Risk-Adjusted Performance Rank of FHAQX is 6161
Overall Rank
The Sharpe Ratio Rank of FHAQX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FHAQX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FHAQX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FHAQX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FHAQX is 6969
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5858
Overall Rank
The Sharpe Ratio Rank of VTSAX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5858
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.

FHAQX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2045 Fund (FHAQX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 FHAQX Sharpe Ratio is 0.70, which is comparable to the VTSAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FHAQX and VTSAX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FHAQX vs. VTSAX - Dividend Comparison

FHAQX's dividend yield for the trailing twelve months is around 2.88%, more than VTSAX's 1.28% yield.


TTM20242023202220212020201920182017201620152014
FHAQX
Fidelity Freedom Blend 2045 Fund
2.88%2.34%1.89%6.27%8.65%4.90%3.32%3.21%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.28%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

FHAQX vs. VTSAX - Drawdown Comparison

The maximum FHAQX drawdown since its inception was -31.34%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for FHAQX and VTSAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FHAQX vs. VTSAX - Volatility Comparison

The current volatility for Fidelity Freedom Blend 2045 Fund (FHAQX) is 3.43%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.96%. This indicates that FHAQX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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