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

Performance

FQIFX vs. VTINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) and Vanguard Target Retirement Income Fund (VTINX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.06%
4.44%
FQIFX
VTINX

Returns By Period

In the year-to-date period, FQIFX achieves a 9.38% return, which is significantly higher than VTINX's 6.95% return. Over the past 10 years, FQIFX has outperformed VTINX with an annualized return of 4.81%, while VTINX has yielded a comparatively lower 4.21% annualized return.


FQIFX

YTD

9.38%

1M

-0.77%

6M

5.05%

1Y

15.40%

5Y (annualized)

3.07%

10Y (annualized)

4.81%

VTINX

YTD

6.95%

1M

-0.44%

6M

4.44%

1Y

11.58%

5Y (annualized)

3.93%

10Y (annualized)

4.21%

Key characteristics


FQIFXVTINX
Sharpe Ratio2.102.33
Sortino Ratio3.063.52
Omega Ratio1.391.44
Calmar Ratio1.401.42
Martin Ratio12.3913.67
Ulcer Index1.23%0.84%
Daily Std Dev7.26%4.94%
Max Drawdown-27.49%-19.96%
Current Drawdown-1.83%-1.37%

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FQIFX vs. VTINX - Expense Ratio Comparison

FQIFX 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%.


FQIFX
Fidelity Freedom Index 2025 Fund Investor Class
Expense ratio chart for FQIFX: 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%

Correlation

-0.50.00.51.00.9

The correlation between FQIFX 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.

Risk-Adjusted Performance

FQIFX vs. VTINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) 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 FQIFX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.102.33
The chart of Sortino ratio for FQIFX, currently valued at 3.06, compared to the broader market0.005.0010.003.063.52
The chart of Omega ratio for FQIFX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.44
The chart of Calmar ratio for FQIFX, currently valued at 1.40, compared to the broader market0.005.0010.0015.0020.0025.001.401.42
The chart of Martin ratio for FQIFX, currently valued at 12.39, compared to the broader market0.0020.0040.0060.0080.00100.0012.3913.67
FQIFX
VTINX

The current FQIFX Sharpe Ratio is 2.10, which is comparable to the VTINX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FQIFX 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.10
2.33
FQIFX
VTINX

Dividends

FQIFX vs. VTINX - Dividend Comparison

FQIFX's dividend yield for the trailing twelve months is around 2.20%, less than VTINX's 3.27% yield.


TTM20232022202120202019201820172016201520142013
FQIFX
Fidelity Freedom Index 2025 Fund Investor Class
2.20%2.37%2.47%1.51%1.37%1.88%2.14%1.73%1.83%1.93%6.75%0.27%
VTINX
Vanguard Target Retirement Income Fund
3.27%2.98%2.71%2.59%1.65%2.51%2.69%2.10%1.94%1.84%1.84%1.63%

Drawdowns

FQIFX vs. VTINX - Drawdown Comparison

The maximum FQIFX drawdown since its inception was -27.49%, which is greater than VTINX's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for FQIFX and VTINX. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.83%
-1.37%
FQIFX
VTINX

Volatility

FQIFX vs. VTINX - Volatility Comparison

Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) has a higher volatility of 1.94% compared to Vanguard Target Retirement Income Fund (VTINX) at 1.28%. This indicates that FQIFX's price experiences larger fluctuations and is considered to be riskier than VTINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
1.94%
1.28%
FQIFX
VTINX