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FIAFX vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIAFX and VTV is 0.67, 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.


-0.50.00.51.00.7

Performance

FIAFX vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom Income Fund Class I (FIAFX) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.74%
6.93%
FIAFX
VTV

Key characteristics

Sharpe Ratio

FIAFX:

1.01

VTV:

1.70

Sortino Ratio

FIAFX:

1.45

VTV:

2.42

Omega Ratio

FIAFX:

1.18

VTV:

1.30

Calmar Ratio

FIAFX:

0.48

VTV:

2.36

Martin Ratio

FIAFX:

4.61

VTV:

9.17

Ulcer Index

FIAFX:

1.02%

VTV:

1.92%

Daily Std Dev

FIAFX:

4.67%

VTV:

10.34%

Max Drawdown

FIAFX:

-21.59%

VTV:

-59.27%

Current Drawdown

FIAFX:

-4.77%

VTV:

-6.05%

Returns By Period

In the year-to-date period, FIAFX achieves a 4.30% return, which is significantly lower than VTV's 16.35% return. Over the past 10 years, FIAFX has underperformed VTV with an annualized return of 1.51%, while VTV has yielded a comparatively higher 9.91% annualized return.


FIAFX

YTD

4.30%

1M

-0.58%

6M

1.74%

1Y

4.71%

5Y*

0.51%

10Y*

1.51%

VTV

YTD

16.35%

1M

-5.12%

6M

6.08%

1Y

17.13%

5Y*

10.06%

10Y*

9.91%

Compare stocks, funds, or ETFs

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


FIAFX vs. VTV - Expense Ratio Comparison

FIAFX has a 0.47% expense ratio, which is higher than VTV's 0.04% expense ratio.


FIAFX
Fidelity Advisor Freedom Income Fund Class I
Expense ratio chart for FIAFX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FIAFX vs. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom Income Fund Class I (FIAFX) and Vanguard Value ETF (VTV). 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 FIAFX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.011.66
The chart of Sortino ratio for FIAFX, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.001.452.36
The chart of Omega ratio for FIAFX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.30
The chart of Calmar ratio for FIAFX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.0014.000.482.30
The chart of Martin ratio for FIAFX, currently valued at 4.61, compared to the broader market0.0020.0040.0060.004.618.94
FIAFX
VTV

The current FIAFX Sharpe Ratio is 1.01, which is lower than the VTV Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FIAFX and VTV, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.01
1.66
FIAFX
VTV

Dividends

FIAFX vs. VTV - Dividend Comparison

FIAFX's dividend yield for the trailing twelve months is around 3.20%, more than VTV's 2.30% yield.


TTM20232022202120202019201820172016201520142013
FIAFX
Fidelity Advisor Freedom Income Fund Class I
3.20%2.88%3.32%2.28%1.25%1.98%2.08%1.64%1.70%2.94%5.76%4.35%
VTV
Vanguard Value ETF
2.30%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%

Drawdowns

FIAFX vs. VTV - Drawdown Comparison

The maximum FIAFX drawdown since its inception was -21.59%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for FIAFX and VTV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.77%
-6.05%
FIAFX
VTV

Volatility

FIAFX vs. VTV - Volatility Comparison

The current volatility for Fidelity Advisor Freedom Income Fund Class I (FIAFX) is 1.45%, while Vanguard Value ETF (VTV) has a volatility of 3.38%. This indicates that FIAFX experiences smaller price fluctuations and is considered to be less risky than VTV 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
1.45%
3.38%
FIAFX
VTV
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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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