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FNSFX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNSFX and VOO 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.


Performance

FNSFX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2060 Fund Class K (FNSFX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FNSFX:

0.47

VOO:

0.70

Sortino Ratio

FNSFX:

0.78

VOO:

1.15

Omega Ratio

FNSFX:

1.11

VOO:

1.17

Calmar Ratio

FNSFX:

0.51

VOO:

0.76

Martin Ratio

FNSFX:

2.18

VOO:

2.93

Ulcer Index

FNSFX:

3.64%

VOO:

4.86%

Daily Std Dev

FNSFX:

16.53%

VOO:

19.43%

Max Drawdown

FNSFX:

-34.49%

VOO:

-33.99%

Current Drawdown

FNSFX:

-3.38%

VOO:

-4.59%

Returns By Period

In the year-to-date period, FNSFX achieves a 2.55% return, which is significantly higher than VOO's -0.19% return.


FNSFX

YTD

2.55%

1M

7.06%

6M

-1.45%

1Y

7.70%

5Y*

9.34%

10Y*

N/A

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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FNSFX vs. VOO - Expense Ratio Comparison

FNSFX has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

FNSFX vs. VOO — Risk-Adjusted Performance Rank

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

FNSFX
The Risk-Adjusted Performance Rank of FNSFX is 5353
Overall Rank
The Sharpe Ratio Rank of FNSFX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FNSFX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FNSFX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FNSFX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FNSFX is 5959
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
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.

FNSFX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2060 Fund Class K (FNSFX) and Vanguard S&P 500 ETF (VOO). 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 FNSFX Sharpe Ratio is 0.47, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FNSFX and VOO, 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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Dividends

FNSFX vs. VOO - Dividend Comparison

FNSFX's dividend yield for the trailing twelve months is around 1.45%, more than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
FNSFX
Fidelity Freedom 2060 Fund Class K
1.45%1.48%1.40%2.14%2.29%1.09%1.54%1.63%1.21%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FNSFX vs. VOO - Drawdown Comparison

The maximum FNSFX drawdown since its inception was -34.49%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FNSFX and VOO. For additional features, visit the drawdowns tool.


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Volatility

FNSFX vs. VOO - Volatility Comparison

The current volatility for Fidelity Freedom 2060 Fund Class K (FNSFX) is 4.14%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.36%. This indicates that FNSFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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