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FIHFX vs. VTTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIHFX and VTTHX is 0.99, 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.


-0.50.00.51.01.0

Performance

FIHFX vs. VTTHX - 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 Target Retirement 2035 Fund (VTTHX). The values are adjusted to include any dividend payments, if applicable.

230.00%240.00%250.00%260.00%270.00%JulyAugustSeptemberOctoberNovemberDecember
254.38%
250.23%
FIHFX
VTTHX

Key characteristics

Sharpe Ratio

FIHFX:

1.52

VTTHX:

1.51

Sortino Ratio

FIHFX:

2.12

VTTHX:

2.13

Omega Ratio

FIHFX:

1.27

VTTHX:

1.28

Calmar Ratio

FIHFX:

2.22

VTTHX:

2.75

Martin Ratio

FIHFX:

9.22

VTTHX:

8.99

Ulcer Index

FIHFX:

1.44%

VTTHX:

1.54%

Daily Std Dev

FIHFX:

8.79%

VTTHX:

9.18%

Max Drawdown

FIHFX:

-28.42%

VTTHX:

-51.76%

Current Drawdown

FIHFX:

-3.15%

VTTHX:

-2.94%

Returns By Period

The year-to-date returns for both investments are quite close, with FIHFX having a 11.62% return and VTTHX slightly higher at 11.91%. Both investments have delivered pretty close results over the past 10 years, with FIHFX having a 7.85% annualized return and VTTHX not far behind at 7.49%.


FIHFX

YTD

11.62%

1M

-0.46%

6M

4.31%

1Y

12.38%

5Y*

7.31%

10Y*

7.85%

VTTHX

YTD

11.91%

1M

-0.64%

6M

4.82%

1Y

10.03%

5Y*

7.33%

10Y*

7.49%

Compare stocks, funds, or ETFs

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


FIHFX vs. VTTHX - Expense Ratio Comparison

FIHFX has a 0.12% expense ratio, which is higher than VTTHX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FIHFX
Fidelity Freedom Index 2035 Fund Investor Class
Expense ratio chart for FIHFX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VTTHX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FIHFX vs. VTTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2035 Fund Investor Class (FIHFX) and Vanguard Target Retirement 2035 Fund (VTTHX). 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 FIHFX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.521.51
The chart of Sortino ratio for FIHFX, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.002.122.13
The chart of Omega ratio for FIHFX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.28
The chart of Calmar ratio for FIHFX, currently valued at 2.22, compared to the broader market0.002.004.006.008.0010.0012.0014.002.222.75
The chart of Martin ratio for FIHFX, currently valued at 9.22, compared to the broader market0.0020.0040.0060.009.228.99
FIHFX
VTTHX

The current FIHFX Sharpe Ratio is 1.52, which is comparable to the VTTHX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FIHFX and VTTHX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.52
1.51
FIHFX
VTTHX

Dividends

FIHFX vs. VTTHX - Dividend Comparison

FIHFX's dividend yield for the trailing twelve months is around 1.99%, less than VTTHX's 2.21% yield.


TTM20232022202120202019201820172016201520142013
FIHFX
Fidelity Freedom Index 2035 Fund Investor Class
1.99%2.10%1.93%1.47%1.40%1.82%2.15%1.72%1.90%2.03%3.37%0.16%
VTTHX
Vanguard Target Retirement 2035 Fund
2.21%2.47%2.08%2.34%1.62%2.33%2.47%1.98%2.01%2.20%2.06%1.91%

Drawdowns

FIHFX vs. VTTHX - Drawdown Comparison

The maximum FIHFX drawdown since its inception was -28.42%, smaller than the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for FIHFX and VTTHX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.15%
-2.94%
FIHFX
VTTHX

Volatility

FIHFX vs. VTTHX - Volatility Comparison

Fidelity Freedom Index 2035 Fund Investor Class (FIHFX) has a higher volatility of 2.73% compared to Vanguard Target Retirement 2035 Fund (VTTHX) at 2.59%. This indicates that FIHFX's price experiences larger fluctuations and is considered to be riskier than VTTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.73%
2.59%
FIHFX
VTTHX
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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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