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FSNZX vs. VSEQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSNZX and VSEQX is 0.87, 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

FSNZX vs. VSEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2045 Fund Class K (FSNZX) and Vanguard Strategic Equity Fund (VSEQX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
32.16%
9.55%
FSNZX
VSEQX

Key characteristics

Sharpe Ratio

FSNZX:

0.30

VSEQX:

-0.22

Sortino Ratio

FSNZX:

0.57

VSEQX:

-0.10

Omega Ratio

FSNZX:

1.08

VSEQX:

0.99

Calmar Ratio

FSNZX:

0.35

VSEQX:

-0.14

Martin Ratio

FSNZX:

1.50

VSEQX:

-0.41

Ulcer Index

FSNZX:

3.64%

VSEQX:

12.06%

Daily Std Dev

FSNZX:

16.72%

VSEQX:

25.11%

Max Drawdown

FSNZX:

-35.63%

VSEQX:

-67.44%

Current Drawdown

FSNZX:

-5.53%

VSEQX:

-24.88%

Returns By Period

In the year-to-date period, FSNZX achieves a 0.22% return, which is significantly higher than VSEQX's -4.98% return.


FSNZX

YTD

0.22%

1M

3.93%

6M

-3.60%

1Y

4.97%

5Y*

7.46%

10Y*

N/A

VSEQX

YTD

-4.98%

1M

6.45%

6M

-18.02%

1Y

-5.48%

5Y*

6.59%

10Y*

1.48%

*Annualized

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FSNZX vs. VSEQX - Expense Ratio Comparison

FSNZX has a 0.65% expense ratio, which is higher than VSEQX's 0.17% expense ratio.


Risk-Adjusted Performance

FSNZX vs. VSEQX — Risk-Adjusted Performance Rank

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

FSNZX
The Risk-Adjusted Performance Rank of FSNZX is 4646
Overall Rank
The Sharpe Ratio Rank of FSNZX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FSNZX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FSNZX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FSNZX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FSNZX is 5151
Martin Ratio Rank

VSEQX
The Risk-Adjusted Performance Rank of VSEQX is 1212
Overall Rank
The Sharpe Ratio Rank of VSEQX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VSEQX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VSEQX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of VSEQX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of VSEQX is 1212
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.

FSNZX vs. VSEQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2045 Fund Class K (FSNZX) and Vanguard Strategic Equity Fund (VSEQX). 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 FSNZX Sharpe Ratio is 0.30, which is higher than the VSEQX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of FSNZX and VSEQX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.30
-0.22
FSNZX
VSEQX

Dividends

FSNZX vs. VSEQX - Dividend Comparison

FSNZX's dividend yield for the trailing twelve months is around 1.49%, more than VSEQX's 1.35% yield.


TTM20242023202220212020201920182017201620152014
FSNZX
Fidelity Freedom 2045 Fund Class K
1.49%1.49%1.41%2.17%2.32%1.10%1.55%1.76%1.26%0.00%0.00%0.00%
VSEQX
Vanguard Strategic Equity Fund
1.35%1.28%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%

Drawdowns

FSNZX vs. VSEQX - Drawdown Comparison

The maximum FSNZX drawdown since its inception was -35.63%, smaller than the maximum VSEQX drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for FSNZX and VSEQX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-5.53%
-24.88%
FSNZX
VSEQX

Volatility

FSNZX vs. VSEQX - Volatility Comparison

The current volatility for Fidelity Freedom 2045 Fund Class K (FSNZX) is 5.77%, while Vanguard Strategic Equity Fund (VSEQX) has a volatility of 7.07%. This indicates that FSNZX experiences smaller price fluctuations and is considered to be less risky than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.77%
7.07%
FSNZX
VSEQX