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FSKAX vs. VTTVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSKAX vs. VTTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Market Index Fund (FSKAX) and Vanguard Target Retirement 2025 Fund (VTTVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSKAX achieves a 9.19% return, which is significantly higher than VTTVX's 5.56% return. Over the past 10 years, FSKAX has outperformed VTTVX with an annualized return of 14.91%, while VTTVX has yielded a comparatively lower 7.98% annualized return.


FSKAX

1D
1.89%
1M
-0.76%
YTD
9.19%
6M
9.26%
1Y
25.69%
3Y*
20.78%
5Y*
12.13%
10Y*
14.91%

VTTVX

1D
1.40%
1M
0.05%
YTD
5.56%
6M
6.18%
1Y
15.21%
3Y*
12.18%
5Y*
5.66%
10Y*
7.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSKAX vs. VTTVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSKAX
Fidelity Total Market Index Fund
9.19%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%
VTTVX
Vanguard Target Retirement 2025 Fund
5.56%14.63%9.23%14.76%-15.57%9.78%13.31%19.63%-5.14%13.68%

Correlation

The correlation between FSKAX and VTTVX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2011

0.94

The correlation between FSKAX and VTTVX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

FSKAX vs. VTTVX — Risk / Return Rank

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

FSKAX
FSKAX Risk / Return Rank: 7272
Overall Rank
FSKAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 6666
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 8383
Martin Ratio Rank

VTTVX
VTTVX Risk / Return Rank: 7575
Overall Rank
VTTVX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 7575
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSKAX vs. VTTVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Market Index Fund (FSKAX) and Vanguard Target Retirement 2025 Fund (VTTVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSKAXVTTVXDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

2.77

2.66

+0.11

Martin ratioReturn relative to average drawdown

12.40

11.38

+1.02

FSKAX vs. VTTVX - Sharpe Ratio Comparison

The current FSKAX Sharpe Ratio is 1.93, which is comparable to the VTTVX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FSKAX and VTTVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSKAX vs. VTTVX - Drawdown Comparison

The maximum FSKAX drawdown since its inception was -35.01%, smaller than the maximum VTTVX drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for FSKAX and VTTVX.


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Drawdown Indicators


FSKAXVTTVXDifference

Max Drawdown

Largest peak-to-trough decline

-35.01%

-46.03%

+11.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-5.57%

-3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-19.43%

-7.84%

-11.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-21.52%

-3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

-22.51%

-12.50%

Current Drawdown

Current decline from peak

-2.58%

-1.17%

-1.41%

Average Drawdown

Average peak-to-trough decline

-4.01%

-5.05%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.30%

+0.69%

Volatility

FSKAX vs. VTTVX - Volatility Comparison

Fidelity Total Market Index Fund (FSKAX) has a higher volatility of 4.64% compared to Vanguard Target Retirement 2025 Fund (VTTVX) at 3.03%. This indicates that FSKAX's price experiences larger fluctuations and is considered to be riskier than VTTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSKAXVTTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

3.03%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

6.01%

+3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.79%

7.23%

+5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

9.14%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

9.96%

+8.53%

FSKAX vs. VTTVX - Expense Ratio Comparison

FSKAX has a 0.02% expense ratio, which is lower than VTTVX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FSKAX vs. VTTVX - Dividend Comparison

FSKAX's dividend yield for the trailing twelve months is around 0.96%, less than VTTVX's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
FSKAX
Fidelity Total Market Index Fund
0.96%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%
VTTVX
Vanguard Target Retirement 2025 Fund
7.00%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%

Frequently Asked Questions


With a correlation of 0.93, FSKAX and VTTVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FSKAX has higher volatility (4.64%) compared to VTTVX (3.03%). In terms of maximum drawdown, FSKAX dropped -35.01% vs VTTVX's -46.03%.

VTTVX currently has the higher Sharpe Ratio (2.05 vs 1.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSKAX and VTTVX

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