PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FHDFX vs. VUAA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHDFX and VUAA.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FHDFX vs. VUAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2045 Fund Class C (FHDFX) and Vanguard S&P 500 UCITS ETF (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.15%
11.77%
FHDFX
VUAA.L

Key characteristics

Sharpe Ratio

FHDFX:

1.24

VUAA.L:

1.91

Sortino Ratio

FHDFX:

1.73

VUAA.L:

2.62

Omega Ratio

FHDFX:

1.22

VUAA.L:

1.36

Calmar Ratio

FHDFX:

1.13

VUAA.L:

3.04

Martin Ratio

FHDFX:

6.44

VUAA.L:

11.87

Ulcer Index

FHDFX:

2.25%

VUAA.L:

1.97%

Daily Std Dev

FHDFX:

11.71%

VUAA.L:

12.36%

Max Drawdown

FHDFX:

-33.42%

VUAA.L:

-34.05%

Current Drawdown

FHDFX:

-1.26%

VUAA.L:

-0.88%

Returns By Period

In the year-to-date period, FHDFX achieves a 4.17% return, which is significantly higher than VUAA.L's 2.32% return.


FHDFX

YTD

4.17%

1M

5.03%

6M

6.42%

1Y

13.77%

5Y*

4.92%

10Y*

N/A

VUAA.L

YTD

2.32%

1M

4.30%

6M

12.84%

1Y

21.49%

5Y*

13.88%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FHDFX vs. VUAA.L - Expense Ratio Comparison

FHDFX has a 1.49% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.


FHDFX
Fidelity Advisor Freedom Blend 2045 Fund Class C
Expense ratio chart for FHDFX: current value at 1.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.49%
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FHDFX vs. VUAA.L — Risk-Adjusted Performance Rank

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

FHDFX
The Risk-Adjusted Performance Rank of FHDFX is 6767
Overall Rank
The Sharpe Ratio Rank of FHDFX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FHDFX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FHDFX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FHDFX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FHDFX is 7373
Martin Ratio Rank

VUAA.L
The Risk-Adjusted Performance Rank of VUAA.L is 8080
Overall Rank
The Sharpe Ratio Rank of VUAA.L is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.L is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.L is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.L is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.L is 8282
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.

FHDFX vs. VUAA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2045 Fund Class C (FHDFX) and Vanguard S&P 500 UCITS ETF (VUAA.L). 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 FHDFX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.181.82
The chart of Sortino ratio for FHDFX, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.0012.001.662.51
The chart of Omega ratio for FHDFX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.34
The chart of Calmar ratio for FHDFX, currently valued at 1.18, compared to the broader market0.005.0010.0015.0020.001.182.90
The chart of Martin ratio for FHDFX, currently valued at 5.96, compared to the broader market0.0020.0040.0060.0080.005.9611.29
FHDFX
VUAA.L

The current FHDFX Sharpe Ratio is 1.24, which is lower than the VUAA.L Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FHDFX and VUAA.L, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.18
1.82
FHDFX
VUAA.L

Dividends

FHDFX vs. VUAA.L - Dividend Comparison

FHDFX's dividend yield for the trailing twelve months is around 0.89%, while VUAA.L has not paid dividends to shareholders.


TTM2024202320222021202020192018
FHDFX
Fidelity Advisor Freedom Blend 2045 Fund Class C
0.89%0.92%0.94%1.70%1.77%0.80%0.99%1.48%
VUAA.L
Vanguard S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FHDFX vs. VUAA.L - Drawdown Comparison

The maximum FHDFX drawdown since its inception was -33.42%, roughly equal to the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for FHDFX and VUAA.L. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.26%
-0.88%
FHDFX
VUAA.L

Volatility

FHDFX vs. VUAA.L - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2045 Fund Class C (FHDFX) is 3.24%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.97%. This indicates that FHDFX experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.24%
3.97%
FHDFX
VUAA.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab