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FHNEX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHNEX and VIGAX 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.


Performance

FHNEX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Blend 2060 Fund Class A (FHNEX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FHNEX:

0.69

VIGAX:

0.73

Sortino Ratio

FHNEX:

0.95

VIGAX:

1.05

Omega Ratio

FHNEX:

1.13

VIGAX:

1.15

Calmar Ratio

FHNEX:

0.64

VIGAX:

0.71

Martin Ratio

FHNEX:

2.74

VIGAX:

2.40

Ulcer Index

FHNEX:

3.63%

VIGAX:

6.79%

Daily Std Dev

FHNEX:

16.64%

VIGAX:

25.59%

Max Drawdown

FHNEX:

-31.34%

VIGAX:

-50.66%

Current Drawdown

FHNEX:

-0.45%

VIGAX:

-3.17%

Returns By Period

In the year-to-date period, FHNEX achieves a 5.68% return, which is significantly higher than VIGAX's 0.89% return.


FHNEX

YTD

5.68%

1M

5.01%

6M

2.16%

1Y

10.68%

3Y*

10.35%

5Y*

11.70%

10Y*

N/A

VIGAX

YTD

0.89%

1M

7.67%

6M

1.35%

1Y

18.40%

3Y*

19.97%

5Y*

17.14%

10Y*

15.26%

*Annualized

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FHNEX vs. VIGAX - Expense Ratio Comparison

FHNEX has a 0.74% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


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

Risk-Adjusted Performance

FHNEX vs. VIGAX — Risk-Adjusted Performance Rank

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

FHNEX
The Risk-Adjusted Performance Rank of FHNEX is 5252
Overall Rank
The Sharpe Ratio Rank of FHNEX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FHNEX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FHNEX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FHNEX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FHNEX is 6060
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 5656
Overall Rank
The Sharpe Ratio Rank of VIGAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 5252
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.

FHNEX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Blend 2060 Fund Class A (FHNEX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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 FHNEX Sharpe Ratio is 0.69, which is comparable to the VIGAX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FHNEX and VIGAX, 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

FHNEX vs. VIGAX - Dividend Comparison

FHNEX's dividend yield for the trailing twelve months is around 2.96%, more than VIGAX's 0.46% yield.


TTM20242023202220212020201920182017201620152014
FHNEX
Fidelity Advisor Freedom Blend 2060 Fund Class A
2.96%2.48%1.84%5.79%7.88%3.98%2.71%1.63%0.00%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

FHNEX vs. VIGAX - Drawdown Comparison

The maximum FHNEX drawdown since its inception was -31.34%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for FHNEX and VIGAX.


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

Volatility

FHNEX vs. VIGAX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Blend 2060 Fund Class A (FHNEX) is 3.43%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.77%. This indicates that FHNEX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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