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FIKFX vs. VTINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIKFX and VTINX is 0.92, 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.


-0.50.00.51.00.9

Performance

FIKFX vs. VTINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index Income Fund Investor Class (FIKFX) and Vanguard Target Retirement Income Fund (VTINX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
1.58%
-0.42%
FIKFX
VTINX

Key characteristics

Sharpe Ratio

FIKFX:

0.94

VTINX:

0.41

Sortino Ratio

FIKFX:

1.32

VTINX:

0.54

Omega Ratio

FIKFX:

1.17

VTINX:

1.09

Calmar Ratio

FIKFX:

0.73

VTINX:

0.44

Martin Ratio

FIKFX:

4.43

VTINX:

2.66

Ulcer Index

FIKFX:

0.94%

VTINX:

0.96%

Daily Std Dev

FIKFX:

4.42%

VTINX:

6.21%

Max Drawdown

FIKFX:

-15.37%

VTINX:

-19.96%

Current Drawdown

FIKFX:

-3.05%

VTINX:

-5.75%

Returns By Period

Over the past 10 years, FIKFX has underperformed VTINX with an annualized return of 2.24%, while VTINX has yielded a comparatively higher 3.79% annualized return.


FIKFX

YTD

0.00%

1M

-2.58%

6M

1.58%

1Y

3.80%

5Y*

1.78%

10Y*

2.24%

VTINX

YTD

2.72%

1M

-5.21%

6M

-0.12%

1Y

2.72%

5Y*

2.81%

10Y*

3.79%

*Annualized

Compare stocks, funds, or ETFs

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


FIKFX vs. VTINX - Expense Ratio Comparison

FIKFX has a 0.12% expense ratio, which is higher than VTINX'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%.


FIKFX
Fidelity Freedom Index Income Fund Investor Class
Expense ratio chart for FIKFX: 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 VTINX: 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

FIKFX vs. VTINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index Income Fund Investor Class (FIKFX) and Vanguard Target Retirement Income Fund (VTINX). 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 FIKFX, currently valued at 0.94, compared to the broader market-1.000.001.002.003.000.940.52
The chart of Sortino ratio for FIKFX, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.001.320.66
The chart of Omega ratio for FIKFX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.11
The chart of Calmar ratio for FIKFX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.000.730.56
The chart of Martin ratio for FIKFX, currently valued at 4.43, compared to the broader market0.0010.0020.0030.0040.0050.004.433.15
FIKFX
VTINX

The current FIKFX Sharpe Ratio is 0.94, which is higher than the VTINX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FIKFX and VTINX, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
0.94
0.52
FIKFX
VTINX

Dividends

FIKFX vs. VTINX - Dividend Comparison

FIKFX's dividend yield for the trailing twelve months is around 2.01%, more than VTINX's 1.97% yield.


TTM2023202220212020201920182017201620152014
FIKFX
Fidelity Freedom Index Income Fund Investor Class
2.01%2.85%2.86%1.43%1.25%2.06%2.05%1.53%1.53%1.89%2.83%
VTINX
Vanguard Target Retirement Income Fund
1.97%2.98%2.71%2.59%1.65%2.51%2.69%2.10%1.94%1.84%1.84%

Drawdowns

FIKFX vs. VTINX - Drawdown Comparison

The maximum FIKFX drawdown since its inception was -15.37%, smaller than the maximum VTINX drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for FIKFX and VTINX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember
-3.05%
-5.75%
FIKFX
VTINX

Volatility

FIKFX vs. VTINX - Volatility Comparison

The current volatility for Fidelity Freedom Index Income Fund Investor Class (FIKFX) is 1.52%, while Vanguard Target Retirement Income Fund (VTINX) has a volatility of 4.07%. This indicates that FIKFX experiences smaller price fluctuations and is considered to be less risky than VTINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember
1.52%
4.07%
FIKFX
VTINX
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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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