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

Correlation

The correlation between FSNZX and VSEQX is 0.88, 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.


-0.50.00.51.00.9

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.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
33.33%
90.48%
FSNZX
VSEQX

Key characteristics

Sharpe Ratio

FSNZX:

1.45

VSEQX:

0.38

Sortino Ratio

FSNZX:

2.03

VSEQX:

0.58

Omega Ratio

FSNZX:

1.26

VSEQX:

1.10

Calmar Ratio

FSNZX:

0.92

VSEQX:

0.46

Martin Ratio

FSNZX:

8.90

VSEQX:

2.35

Ulcer Index

FSNZX:

1.89%

VSEQX:

3.39%

Daily Std Dev

FSNZX:

11.55%

VSEQX:

20.79%

Max Drawdown

FSNZX:

-35.63%

VSEQX:

-63.55%

Current Drawdown

FSNZX:

-4.11%

VSEQX:

-16.38%

Returns By Period

In the year-to-date period, FSNZX achieves a 14.59% return, which is significantly higher than VSEQX's 5.94% return.


FSNZX

YTD

14.59%

1M

-0.86%

6M

4.07%

1Y

15.44%

5Y*

4.08%

10Y*

N/A

VSEQX

YTD

5.94%

1M

-14.01%

6M

0.44%

1Y

5.91%

5Y*

9.96%

10Y*

9.00%

Compare stocks, funds, or ETFs

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


FSNZX vs. VSEQX - Expense Ratio Comparison

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


FSNZX
Fidelity Freedom 2045 Fund Class K
Expense ratio chart for FSNZX: 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 VSEQX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FSNZX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.450.38
The chart of Sortino ratio for FSNZX, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.0010.002.030.58
The chart of Omega ratio for FSNZX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.10
The chart of Calmar ratio for FSNZX, currently valued at 0.92, compared to the broader market0.002.004.006.008.0010.0012.0014.000.920.46
The chart of Martin ratio for FSNZX, currently valued at 8.90, compared to the broader market0.0020.0040.0060.008.902.35
FSNZX
VSEQX

The current FSNZX Sharpe Ratio is 1.45, which is higher than the VSEQX Sharpe Ratio of 0.38. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
0.38
FSNZX
VSEQX

Dividends

FSNZX vs. VSEQX - Dividend Comparison

FSNZX's dividend yield for the trailing twelve months is around 1.23%, while VSEQX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSNZX
Fidelity Freedom 2045 Fund Class K
1.23%1.41%2.17%2.32%1.10%1.55%1.76%1.26%0.00%0.00%0.00%0.00%
VSEQX
Vanguard Strategic Equity Fund
0.00%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%1.20%

Drawdowns

FSNZX vs. VSEQX - Drawdown Comparison

The maximum FSNZX drawdown since its inception was -35.63%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for FSNZX and VSEQX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.11%
-16.38%
FSNZX
VSEQX

Volatility

FSNZX vs. VSEQX - Volatility Comparison

The current volatility for Fidelity Freedom 2045 Fund Class K (FSNZX) is 3.35%, while Vanguard Strategic Equity Fund (VSEQX) has a volatility of 15.10%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.35%
15.10%
FSNZX
VSEQX
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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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