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FWTKX vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FWTKX and VOOG 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

FWTKX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom 2035 Fund Class K6 (FWTKX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FWTKX:

0.86

VOOG:

0.81

Sortino Ratio

FWTKX:

1.15

VOOG:

1.14

Omega Ratio

FWTKX:

1.16

VOOG:

1.16

Calmar Ratio

FWTKX:

0.84

VOOG:

0.81

Martin Ratio

FWTKX:

3.60

VOOG:

2.71

Ulcer Index

FWTKX:

2.69%

VOOG:

6.66%

Daily Std Dev

FWTKX:

12.75%

VOOG:

25.20%

Max Drawdown

FWTKX:

-28.78%

VOOG:

-32.73%

Current Drawdown

FWTKX:

-0.19%

VOOG:

-2.88%

Returns By Period

In the year-to-date period, FWTKX achieves a 5.71% return, which is significantly higher than VOOG's 2.14% return.


FWTKX

YTD

5.71%

1M

4.11%

6M

2.65%

1Y

10.85%

3Y*

9.28%

5Y*

10.82%

10Y*

N/A

VOOG

YTD

2.14%

1M

9.55%

6M

2.92%

1Y

20.35%

3Y*

17.26%

5Y*

16.67%

10Y*

14.84%

*Annualized

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Vanguard S&P 500 Growth ETF

FWTKX vs. VOOG - Expense Ratio Comparison

FWTKX has a 0.48% expense ratio, which is higher than VOOG's 0.10% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FWTKX vs. VOOG — Risk-Adjusted Performance Rank

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

FWTKX
The Risk-Adjusted Performance Rank of FWTKX is 6767
Overall Rank
The Sharpe Ratio Rank of FWTKX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FWTKX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FWTKX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FWTKX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FWTKX is 7474
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6868
Overall Rank
The Sharpe Ratio Rank of VOOG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6666
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.

FWTKX vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom 2035 Fund Class K6 (FWTKX) and Vanguard S&P 500 Growth ETF (VOOG). 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 FWTKX Sharpe Ratio is 0.86, which is comparable to the VOOG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FWTKX and VOOG, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FWTKX vs. VOOG - Dividend Comparison

FWTKX's dividend yield for the trailing twelve months is around 4.94%, more than VOOG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
FWTKX
Fidelity Freedom 2035 Fund Class K6
4.94%3.24%2.20%11.54%11.87%6.18%7.06%8.15%3.03%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.55%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

FWTKX vs. VOOG - Drawdown Comparison

The maximum FWTKX drawdown since its inception was -28.78%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FWTKX and VOOG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FWTKX vs. VOOG - Volatility Comparison

The current volatility for Fidelity Freedom 2035 Fund Class K6 (FWTKX) is 2.59%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.54%. This indicates that FWTKX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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