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FHAUX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHAUX and VOO is 0.89, 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

FHAUX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2025 Fund (FHAUX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FHAUX:

0.90

VOO:

0.74

Sortino Ratio

FHAUX:

1.20

VOO:

1.04

Omega Ratio

FHAUX:

1.16

VOO:

1.15

Calmar Ratio

FHAUX:

0.87

VOO:

0.68

Martin Ratio

FHAUX:

3.85

VOO:

2.58

Ulcer Index

FHAUX:

2.16%

VOO:

4.93%

Daily Std Dev

FHAUX:

10.24%

VOO:

19.54%

Max Drawdown

FHAUX:

-27.57%

VOO:

-33.99%

Current Drawdown

FHAUX:

-0.09%

VOO:

-3.55%

Returns By Period

In the year-to-date period, FHAUX achieves a 4.73% return, which is significantly higher than VOO's 0.90% return.


FHAUX

YTD

4.73%

1M

2.84%

6M

1.78%

1Y

9.14%

3Y*

6.43%

5Y*

4.99%

10Y*

N/A

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Fidelity Freedom Blend 2025 Fund

Vanguard S&P 500 ETF

FHAUX vs. VOO - Expense Ratio Comparison

FHAUX has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.


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

Risk-Adjusted Performance

FHAUX vs. VOO — Risk-Adjusted Performance Rank

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

FHAUX
The Risk-Adjusted Performance Rank of FHAUX is 6969
Overall Rank
The Sharpe Ratio Rank of FHAUX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FHAUX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FHAUX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FHAUX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FHAUX is 7777
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

FHAUX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2025 Fund (FHAUX) and Vanguard S&P 500 ETF (VOO). 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 FHAUX Sharpe Ratio is 0.90, which is comparable to the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FHAUX and VOO, 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

FHAUX vs. VOO - Dividend Comparison

FHAUX's dividend yield for the trailing twelve months is around 2.23%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
FHAUX
Fidelity Freedom Blend 2025 Fund
2.23%2.23%2.30%5.51%6.83%4.32%3.10%2.25%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FHAUX vs. VOO - Drawdown Comparison

The maximum FHAUX drawdown since its inception was -27.57%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FHAUX and VOO.


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

Volatility

FHAUX vs. VOO - Volatility Comparison

The current volatility for Fidelity Freedom Blend 2025 Fund (FHAUX) is 2.19%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that FHAUX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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