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

Correlation

The correlation between FVTKX and VTTSX is 0.97, 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.


-0.50.00.51.01.0

Performance

FVTKX vs. VTTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2060 Fund Class K6 (FVTKX) and Vanguard Target Retirement 2060 Fund (VTTSX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
46.97%
95.17%
FVTKX
VTTSX

Key characteristics

Sharpe Ratio

FVTKX:

1.45

VTTSX:

1.57

Sortino Ratio

FVTKX:

2.03

VTTSX:

2.18

Omega Ratio

FVTKX:

1.26

VTTSX:

1.29

Calmar Ratio

FVTKX:

1.04

VTTSX:

2.44

Martin Ratio

FVTKX:

8.89

VTTSX:

9.74

Ulcer Index

FVTKX:

1.89%

VTTSX:

1.77%

Daily Std Dev

FVTKX:

11.52%

VTTSX:

11.04%

Max Drawdown

FVTKX:

-34.32%

VTTSX:

-31.38%

Current Drawdown

FVTKX:

-3.94%

VTTSX:

-3.31%

Returns By Period

The year-to-date returns for both investments are quite close, with FVTKX having a 14.56% return and VTTSX slightly higher at 14.86%.


FVTKX

YTD

14.56%

1M

-0.87%

6M

4.20%

1Y

15.41%

5Y*

5.03%

10Y*

N/A

VTTSX

YTD

14.86%

1M

-0.89%

6M

5.58%

1Y

13.44%

5Y*

9.19%

10Y*

8.68%

Compare stocks, funds, or ETFs

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


FVTKX vs. VTTSX - Expense Ratio Comparison

FVTKX has a 0.50% expense ratio, which is higher than VTTSX's 0.08% expense ratio.


FVTKX
Fidelity Freedom 2060 Fund Class K6
Expense ratio chart for FVTKX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VTTSX: 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%

Risk-Adjusted Performance

FVTKX vs. VTTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2060 Fund Class K6 (FVTKX) 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.


Sharpe ratio
The chart of Sharpe ratio for FVTKX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.451.57
The chart of Sortino ratio for FVTKX, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.0010.002.032.18
The chart of Omega ratio for FVTKX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.29
The chart of Calmar ratio for FVTKX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.0014.001.042.44
The chart of Martin ratio for FVTKX, currently valued at 8.89, compared to the broader market0.0020.0040.0060.008.899.74
FVTKX
VTTSX

The current FVTKX Sharpe Ratio is 1.45, which is comparable to the VTTSX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FVTKX 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
1.57
FVTKX
VTTSX

Dividends

FVTKX vs. VTTSX - Dividend Comparison

FVTKX's dividend yield for the trailing twelve months is around 1.33%, less than VTTSX's 1.86% yield.


TTM20232022202120202019201820172016201520142013
FVTKX
Fidelity Freedom 2060 Fund Class K6
1.33%1.53%2.30%2.45%1.21%1.70%1.88%1.23%0.00%0.00%0.00%0.00%
VTTSX
Vanguard Target Retirement 2060 Fund
1.86%2.14%2.09%1.95%1.57%2.11%2.30%1.77%1.98%1.85%1.65%1.37%

Drawdowns

FVTKX vs. VTTSX - Drawdown Comparison

The maximum FVTKX drawdown since its inception was -34.32%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for FVTKX and VTTSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.94%
-3.31%
FVTKX
VTTSX

Volatility

FVTKX vs. VTTSX - Volatility Comparison

Fidelity Freedom 2060 Fund Class K6 (FVTKX) has a higher volatility of 3.32% compared to Vanguard Target Retirement 2060 Fund (VTTSX) at 3.14%. This indicates that FVTKX's price experiences larger fluctuations and is considered to be riskier than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.32%
3.14%
FVTKX
VTTSX
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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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