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FNSDX vs. VFFVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNSDX and VFFVX is 0.93, 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

FNSDX vs. VFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2055 Fund Class K (FNSDX) and Vanguard Target Retirement 2055 Fund (VFFVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FNSDX:

0.74

VFFVX:

0.85

Sortino Ratio

FNSDX:

1.01

VFFVX:

1.17

Omega Ratio

FNSDX:

1.14

VFFVX:

1.17

Calmar Ratio

FNSDX:

0.69

VFFVX:

0.81

Martin Ratio

FNSDX:

2.97

VFFVX:

3.60

Ulcer Index

FNSDX:

3.61%

VFFVX:

3.29%

Daily Std Dev

FNSDX:

16.60%

VFFVX:

15.38%

Max Drawdown

FNSDX:

-30.95%

VFFVX:

-31.40%

Current Drawdown

FNSDX:

-0.42%

VFFVX:

-0.31%

Returns By Period

In the year-to-date period, FNSDX achieves a 6.48% return, which is significantly higher than VFFVX's 5.41% return.


FNSDX

YTD

6.48%

1M

5.68%

6M

3.08%

1Y

12.17%

3Y*

11.21%

5Y*

12.65%

10Y*

N/A

VFFVX

YTD

5.41%

1M

5.05%

6M

2.48%

1Y

13.06%

3Y*

10.94%

5Y*

10.14%

10Y*

7.91%

*Annualized

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FNSDX vs. VFFVX - Expense Ratio Comparison

FNSDX has a 0.65% expense ratio, which is higher than VFFVX's 0.08% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FNSDX vs. VFFVX — Risk-Adjusted Performance Rank

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

FNSDX
The Risk-Adjusted Performance Rank of FNSDX is 5757
Overall Rank
The Sharpe Ratio Rank of FNSDX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FNSDX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FNSDX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FNSDX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FNSDX is 6565
Martin Ratio Rank

VFFVX
The Risk-Adjusted Performance Rank of VFFVX is 6868
Overall Rank
The Sharpe Ratio Rank of VFFVX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VFFVX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VFFVX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VFFVX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VFFVX is 7575
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.

FNSDX vs. VFFVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2055 Fund Class K (FNSDX) and Vanguard Target Retirement 2055 Fund (VFFVX). 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 FNSDX Sharpe Ratio is 0.74, which is comparable to the VFFVX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FNSDX and VFFVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FNSDX vs. VFFVX - Dividend Comparison

FNSDX's dividend yield for the trailing twelve months is around 4.20%, more than VFFVX's 2.12% yield.


TTM20242023202220212020201920182017201620152014
FNSDX
Fidelity Freedom 2055 Fund Class K
4.20%2.13%2.07%11.45%11.27%4.26%6.31%6.79%2.72%0.00%0.00%0.00%
VFFVX
Vanguard Target Retirement 2055 Fund
2.12%2.24%2.18%2.19%10.03%1.82%2.15%2.35%1.83%1.99%1.98%1.75%

Drawdowns

FNSDX vs. VFFVX - Drawdown Comparison

The maximum FNSDX drawdown since its inception was -30.95%, roughly equal to the maximum VFFVX drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for FNSDX and VFFVX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FNSDX vs. VFFVX - Volatility Comparison

Fidelity Freedom 2055 Fund Class K (FNSDX) and Vanguard Target Retirement 2055 Fund (VFFVX) have volatilities of 3.44% and 3.35%, 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.


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