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

Correlation

The correlation between FTTHX and VTTSX 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.


Performance

FTTHX vs. VTTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) and Vanguard Target Retirement 2060 Fund (VTTSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FTTHX:

0.43

VTTSX:

0.60

Sortino Ratio

FTTHX:

0.73

VTTSX:

0.98

Omega Ratio

FTTHX:

1.10

VTTSX:

1.14

Calmar Ratio

FTTHX:

0.38

VTTSX:

0.66

Martin Ratio

FTTHX:

2.03

VTTSX:

2.92

Ulcer Index

FTTHX:

2.84%

VTTSX:

3.29%

Daily Std Dev

FTTHX:

12.73%

VTTSX:

15.24%

Max Drawdown

FTTHX:

-53.47%

VTTSX:

-31.38%

Current Drawdown

FTTHX:

-6.31%

VTTSX:

-3.20%

Returns By Period

In the year-to-date period, FTTHX achieves a 2.86% return, which is significantly higher than VTTSX's 1.64% return. Over the past 10 years, FTTHX has underperformed VTTSX with an annualized return of 2.21%, while VTTSX has yielded a comparatively higher 7.96% annualized return.


FTTHX

YTD

2.86%

1M

7.26%

6M

-1.26%

1Y

6.23%

5Y*

5.97%

10Y*

2.21%

VTTSX

YTD

1.64%

1M

8.27%

6M

-0.85%

1Y

8.98%

5Y*

11.17%

10Y*

7.96%

*Annualized

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FTTHX vs. VTTSX - Expense Ratio Comparison

FTTHX has a 1.21% expense ratio, which is higher than VTTSX's 0.08% expense ratio.


Risk-Adjusted Performance

FTTHX vs. VTTSX — Risk-Adjusted Performance Rank

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

FTTHX
The Risk-Adjusted Performance Rank of FTTHX is 5555
Overall Rank
The Sharpe Ratio Rank of FTTHX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FTTHX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FTTHX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FTTHX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FTTHX is 6262
Martin Ratio Rank

VTTSX
The Risk-Adjusted Performance Rank of VTTSX is 7070
Overall Rank
The Sharpe Ratio Rank of VTTSX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VTTSX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTTSX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VTTSX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VTTSX is 7575
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.

FTTHX vs. VTTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) 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.


The current FTTHX Sharpe Ratio is 0.43, which is comparable to the VTTSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of FTTHX 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.


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Dividends

FTTHX vs. VTTSX - Dividend Comparison

FTTHX's dividend yield for the trailing twelve months is around 1.39%, less than VTTSX's 2.16% yield.


TTM20242023202220212020201920182017201620152014
FTTHX
Fidelity Advisor Freedom 2035 Fund Class M
1.39%1.43%1.29%1.89%1.80%0.60%1.03%1.61%0.80%1.08%1.16%8.07%
VTTSX
Vanguard Target Retirement 2060 Fund
2.16%2.20%2.14%2.09%5.67%1.83%2.11%2.31%1.77%1.98%1.92%1.67%

Drawdowns

FTTHX vs. VTTSX - Drawdown Comparison

The maximum FTTHX drawdown since its inception was -53.47%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for FTTHX and VTTSX. For additional features, visit the drawdowns tool.


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Volatility

FTTHX vs. VTTSX - Volatility Comparison

The current volatility for Fidelity Advisor Freedom 2035 Fund Class M (FTTHX) is 4.00%, while Vanguard Target Retirement 2060 Fund (VTTSX) has a volatility of 4.73%. This indicates that FTTHX experiences smaller price fluctuations and is considered to be less risky than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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