PortfoliosLab logo
FITHX vs. VTTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITHX and VTTHX is 0.94, 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

FITHX vs. VTTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2035 Fund Class I (FITHX) and Vanguard Target Retirement 2035 Fund (VTTHX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FITHX:

0.68

VTTHX:

0.75

Sortino Ratio

FITHX:

0.99

VTTHX:

1.07

Omega Ratio

FITHX:

1.13

VTTHX:

1.15

Calmar Ratio

FITHX:

0.72

VTTHX:

0.54

Martin Ratio

FITHX:

3.09

VTTHX:

3.33

Ulcer Index

FITHX:

2.65%

VTTHX:

2.50%

Daily Std Dev

FITHX:

12.65%

VTTHX:

11.74%

Max Drawdown

FITHX:

-52.70%

VTTHX:

-51.76%

Current Drawdown

FITHX:

-1.11%

VTTHX:

-5.29%

Returns By Period

In the year-to-date period, FITHX achieves a 4.96% return, which is significantly higher than VTTHX's 3.67% return. Over the past 10 years, FITHX has outperformed VTTHX with an annualized return of 7.78%, while VTTHX has yielded a comparatively lower 5.07% annualized return.


FITHX

YTD

4.96%

1M

6.73%

6M

3.18%

1Y

8.57%

3Y*

9.33%

5Y*

10.67%

10Y*

7.78%

VTTHX

YTD

3.67%

1M

6.10%

6M

2.14%

1Y

8.72%

3Y*

9.04%

5Y*

5.98%

10Y*

5.07%

*Annualized

Compare stocks, funds, or ETFs

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


FITHX vs. VTTHX - Expense Ratio Comparison

FITHX has a 0.71% expense ratio, which is higher than VTTHX's 0.08% expense ratio.


Risk-Adjusted Performance

FITHX vs. VTTHX — Risk-Adjusted Performance Rank

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

FITHX
The Risk-Adjusted Performance Rank of FITHX is 7272
Overall Rank
The Sharpe Ratio Rank of FITHX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FITHX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FITHX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FITHX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FITHX is 7878
Martin Ratio Rank

VTTHX
The Risk-Adjusted Performance Rank of VTTHX is 7373
Overall Rank
The Sharpe Ratio Rank of VTTHX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VTTHX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VTTHX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VTTHX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTTHX is 7979
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.

FITHX vs. VTTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2035 Fund Class I (FITHX) 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.


The current FITHX Sharpe Ratio is 0.68, which is comparable to the VTTHX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FITHX 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.


Loading data...

Dividends

FITHX vs. VTTHX - Dividend Comparison

FITHX's dividend yield for the trailing twelve months is around 0.40%, less than VTTHX's 2.49% yield.


TTM20242023202220212020201920182017201620152014
FITHX
Fidelity Advisor Freedom 2035 Fund Class I
0.40%0.36%1.48%2.18%2.13%0.92%1.37%2.00%1.17%1.44%4.13%8.99%
VTTHX
Vanguard Target Retirement 2035 Fund
2.49%2.59%2.48%2.08%2.34%1.62%2.33%2.47%1.98%2.01%2.20%2.06%

Drawdowns

FITHX vs. VTTHX - Drawdown Comparison

The maximum FITHX drawdown since its inception was -52.70%, roughly equal to the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for FITHX and VTTHX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FITHX vs. VTTHX - Volatility Comparison

Fidelity Advisor Freedom 2035 Fund Class I (FITHX) and Vanguard Target Retirement 2035 Fund (VTTHX) have volatilities of 2.47% and 2.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...