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FIHFX vs. VASGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIHFX vs. VASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2035 Fund Investor Class (FIHFX) and Vanguard LifeStrategy Growth Fund (VASGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIHFX achieves a 8.99% return, which is significantly lower than VASGX's 10.86% return. Both investments have delivered pretty close results over the past 10 years, with FIHFX having a 10.38% annualized return and VASGX not far ahead at 10.79%.


FIHFX

1D
0.31%
1M
4.06%
YTD
8.99%
6M
9.57%
1Y
21.64%
3Y*
15.48%
5Y*
7.67%
10Y*
10.38%

VASGX

1D
0.32%
1M
4.71%
YTD
10.86%
6M
11.65%
1Y
25.43%
3Y*
17.90%
5Y*
9.17%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIHFX vs. VASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIHFX
Fidelity Freedom Index 2035 Fund Investor Class
8.99%17.32%11.22%17.25%-17.49%13.73%15.54%24.87%-6.77%20.35%
VASGX
Vanguard LifeStrategy Growth Fund
10.86%19.65%12.95%18.76%-17.21%14.35%15.45%23.14%-6.89%19.21%

Correlation

The correlation between FIHFX and VASGX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2009

0.99

The correlation between FIHFX and VASGX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

FIHFX vs. VASGX - Sectors Allocation Comparison


Sectors
FIHFX
VASGX

Technology

25.9%
27.4%

Financial Services

17.1%
16.1%

Industrials

11.7%
12.3%

Consumer Cyclical

9.4%
9.4%

Healthcare

9.1%
8.3%

Communication Services

8.0%
8.0%

Consumer Defensive

5.2%
4.8%

Energy

4.7%
4.3%

Basic Materials

4.1%
4.3%

Utilities

2.8%
2.7%

Real Estate

2.1%
2.5%

Technology

FIHFX
25.9%
VASGX
27.4%

Financial Services

FIHFX
17.1%
VASGX
16.1%

Industrials

FIHFX
11.7%
VASGX
12.3%

Consumer Cyclical

FIHFX
9.4%
VASGX
9.4%

Healthcare

FIHFX
9.1%
VASGX
8.3%

Communication Services

FIHFX
8.0%
VASGX
8.0%

Consumer Defensive

FIHFX
5.2%
VASGX
4.8%

Energy

FIHFX
4.7%
VASGX
4.3%

Basic Materials

FIHFX
4.1%
VASGX
4.3%

Utilities

FIHFX
2.8%
VASGX
2.7%

Real Estate

FIHFX
2.1%
VASGX
2.5%

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Return for Risk

FIHFX vs. VASGX — Risk / Return Rank

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

FIHFX
FIHFX Risk / Return Rank: 7070
Overall Rank
FIHFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FIHFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FIHFX Omega Ratio Rank: 7070
Omega Ratio Rank
FIHFX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FIHFX Martin Ratio Rank: 7171
Martin Ratio Rank

VASGX
VASGX Risk / Return Rank: 7070
Overall Rank
VASGX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VASGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VASGX Omega Ratio Rank: 6767
Omega Ratio Rank
VASGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VASGX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIHFX vs. VASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2035 Fund Investor Class (FIHFX) and Vanguard LifeStrategy Growth Fund (VASGX). 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.


FIHFXVASGXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.47

1.46

+0.01

Calmar ratioReturn relative to maximum drawdown

3.13

3.15

-0.02

Martin ratioReturn relative to average drawdown

13.69

13.93

-0.24

FIHFX vs. VASGX - Sharpe Ratio Comparison

The current FIHFX Sharpe Ratio is 2.49, which is comparable to the VASGX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of FIHFX and VASGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FIHFXVASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.49

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.72

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.80

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.58

+0.13

Drawdowns

FIHFX vs. VASGX - Drawdown Comparison

The maximum FIHFX drawdown since its inception was -28.42%, smaller than the maximum VASGX drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for FIHFX and VASGX.


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Drawdown Indicators


FIHFXVASGXDifference

Max Drawdown

Largest peak-to-trough decline

-28.42%

-51.16%

+22.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-8.17%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-10.98%

-12.89%

+1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-24.84%

-24.43%

-0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-28.42%

-28.53%

+0.11%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.99%

-7.25%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.85%

-0.25%

Volatility

FIHFX vs. VASGX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2035 Fund Investor Class (FIHFX) is 2.87%, while Vanguard LifeStrategy Growth Fund (VASGX) has a volatility of 3.14%. This indicates that FIHFX experiences smaller price fluctuations and is considered to be less risky than VASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIHFXVASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.14%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

8.27%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

10.34%

-1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.91%

12.77%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.37%

13.48%

-0.11%

FIHFX vs. VASGX - Expense Ratio Comparison

FIHFX has a 0.12% expense ratio, which is lower than VASGX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FIHFX vs. VASGX - Dividend Comparison

FIHFX's dividend yield for the trailing twelve months is around 2.56%, less than VASGX's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
FIHFX
Fidelity Freedom Index 2035 Fund Investor Class
2.56%2.77%2.50%2.10%2.14%1.93%2.15%16.14%2.21%1.81%1.95%2.03%
VASGX
Vanguard LifeStrategy Growth Fund
3.69%4.09%6.15%3.00%2.10%3.54%3.54%2.34%4.36%2.13%2.23%4.54%

Frequently Asked Questions


With a correlation of 0.99, FIHFX and VASGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VASGX has higher volatility (3.14%) compared to FIHFX (2.87%). In terms of maximum drawdown, FIHFX dropped -28.42% vs VASGX's -51.16%.

VASGX currently has the higher Sharpe Ratio (2.49 vs 2.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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