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

Correlation

The correlation between FNSFX and VTTSX is 0.97, 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

FNSFX vs. VTTSX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.06%
4.92%
FNSFX
VTTSX

Key characteristics

Sharpe Ratio

FNSFX:

1.44

VTTSX:

1.37

Sortino Ratio

FNSFX:

2.00

VTTSX:

1.91

Omega Ratio

FNSFX:

1.26

VTTSX:

1.25

Calmar Ratio

FNSFX:

1.00

VTTSX:

2.14

Martin Ratio

FNSFX:

8.75

VTTSX:

8.61

Ulcer Index

FNSFX:

1.89%

VTTSX:

1.76%

Daily Std Dev

FNSFX:

11.52%

VTTSX:

11.10%

Max Drawdown

FNSFX:

-34.49%

VTTSX:

-31.38%

Current Drawdown

FNSFX:

-3.95%

VTTSX:

-3.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with FNSFX having a 14.32% return and VTTSX slightly lower at 14.14%.


FNSFX

YTD

14.32%

1M

-0.87%

6M

4.06%

1Y

15.20%

5Y*

4.87%

10Y*

N/A

VTTSX

YTD

14.14%

1M

-1.17%

6M

4.63%

1Y

16.56%

5Y*

9.07%

10Y*

8.62%

Compare stocks, funds, or ETFs

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


FNSFX vs. VTTSX - Expense Ratio Comparison

FNSFX has a 0.65% expense ratio, which is higher than VTTSX's 0.08% expense ratio.


FNSFX
Fidelity Freedom 2060 Fund Class K
Expense ratio chart for FNSFX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VTTSX: 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

FNSFX vs. VTTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2060 Fund Class K (FNSFX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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 FNSFX, currently valued at 1.44, compared to the broader market-1.000.001.002.003.004.001.441.50
The chart of Sortino ratio for FNSFX, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.002.09
The chart of Omega ratio for FNSFX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.28
The chart of Calmar ratio for FNSFX, currently valued at 1.00, compared to the broader market0.002.004.006.008.0010.0012.0014.001.002.34
The chart of Martin ratio for FNSFX, currently valued at 8.75, compared to the broader market0.0020.0040.0060.008.759.30
FNSFX
VTTSX

The current FNSFX Sharpe Ratio is 1.44, which is comparable to the VTTSX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of FNSFX and VTTSX, 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
1.44
1.50
FNSFX
VTTSX

Dividends

FNSFX vs. VTTSX - Dividend Comparison

FNSFX's dividend yield for the trailing twelve months is around 1.23%, less than VTTSX's 1.87% yield.


TTM20232022202120202019201820172016201520142013
FNSFX
Fidelity Freedom 2060 Fund Class K
1.23%1.40%2.14%2.29%1.09%1.54%1.63%1.21%0.00%0.00%0.00%0.00%
VTTSX
Vanguard Target Retirement 2060 Fund
1.87%2.14%2.09%1.95%1.57%2.11%2.30%1.77%1.98%1.85%1.65%1.37%

Drawdowns

FNSFX vs. VTTSX - Drawdown Comparison

The maximum FNSFX drawdown since its inception was -34.49%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for FNSFX and VTTSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.95%
-3.92%
FNSFX
VTTSX

Volatility

FNSFX vs. VTTSX - Volatility Comparison

Fidelity Freedom 2060 Fund Class K (FNSFX) has a higher volatility of 3.32% compared to Vanguard Target Retirement 2060 Fund (VTTSX) at 3.06%. This indicates that FNSFX's price experiences larger fluctuations and is considered to be riskier than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.32%
3.06%
FNSFX
VTTSX
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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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