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FHARX vs. VFORX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHARX and VFORX is 0.98, 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

FHARX vs. VFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2040 Fund (FHARX) and Vanguard Target Retirement 2040 Fund (VFORX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.15%
5.30%
FHARX
VFORX

Key characteristics

Sharpe Ratio

FHARX:

1.36

VFORX:

1.48

Sortino Ratio

FHARX:

1.90

VFORX:

2.09

Omega Ratio

FHARX:

1.24

VFORX:

1.28

Calmar Ratio

FHARX:

1.07

VFORX:

2.51

Martin Ratio

FHARX:

8.14

VFORX:

8.95

Ulcer Index

FHARX:

1.79%

VFORX:

1.63%

Daily Std Dev

FHARX:

10.76%

VFORX:

9.52%

Max Drawdown

FHARX:

-32.57%

VFORX:

-51.63%

Current Drawdown

FHARX:

-3.40%

VFORX:

-2.64%

Returns By Period

The year-to-date returns for both stocks are quite close, with FHARX having a 13.82% return and VFORX slightly lower at 13.54%.


FHARX

YTD

13.82%

1M

-1.24%

6M

4.33%

1Y

14.49%

5Y*

5.41%

10Y*

N/A

VFORX

YTD

13.54%

1M

-0.62%

6M

5.52%

1Y

11.78%

5Y*

8.20%

10Y*

8.07%

Compare stocks, funds, or ETFs

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


FHARX vs. VFORX - Expense Ratio Comparison

FHARX has a 0.49% expense ratio, which is higher than VFORX's 0.08% expense ratio.


FHARX
Fidelity Freedom Blend 2040 Fund
Expense ratio chart for FHARX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VFORX: 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

FHARX vs. VFORX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2040 Fund (FHARX) and Vanguard Target Retirement 2040 Fund (VFORX). 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 FHARX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.001.361.48
The chart of Sortino ratio for FHARX, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.902.09
The chart of Omega ratio for FHARX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.28
The chart of Calmar ratio for FHARX, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.0014.001.072.51
The chart of Martin ratio for FHARX, currently valued at 8.14, compared to the broader market0.0020.0040.0060.008.148.95
FHARX
VFORX

The current FHARX Sharpe Ratio is 1.36, which is comparable to the VFORX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of FHARX and VFORX, 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
1.36
1.48
FHARX
VFORX

Dividends

FHARX vs. VFORX - Dividend Comparison

FHARX's dividend yield for the trailing twelve months is around 1.48%, less than VFORX's 2.09% yield.


TTM20232022202120202019201820172016201520142013
FHARX
Fidelity Freedom Blend 2040 Fund
1.48%1.67%2.38%2.49%1.18%1.74%1.69%0.00%0.00%0.00%0.00%0.00%
VFORX
Vanguard Target Retirement 2040 Fund
2.09%2.38%2.10%2.39%1.62%2.28%2.41%1.91%1.98%2.16%1.93%1.77%

Drawdowns

FHARX vs. VFORX - Drawdown Comparison

The maximum FHARX drawdown since its inception was -32.57%, smaller than the maximum VFORX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for FHARX and VFORX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.40%
-2.64%
FHARX
VFORX

Volatility

FHARX vs. VFORX - Volatility Comparison

Fidelity Freedom Blend 2040 Fund (FHARX) has a higher volatility of 3.19% compared to Vanguard Target Retirement 2040 Fund (VFORX) at 2.78%. This indicates that FHARX's price experiences larger fluctuations and is considered to be riskier than VFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.19%
2.78%
FHARX
VFORX
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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.

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