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FXIFX vs. VWIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXIFX vs. VWIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXIFX achieves a 8.03% return, which is significantly higher than VWIAX's 3.59% return. Over the past 10 years, FXIFX has outperformed VWIAX with an annualized return of 9.08%, while VWIAX has yielded a comparatively lower 5.88% annualized return.


FXIFX

1D
0.29%
1M
3.63%
YTD
8.03%
6M
8.45%
1Y
19.48%
3Y*
13.74%
5Y*
6.57%
10Y*
9.08%

VWIAX

1D
0.30%
1M
1.26%
YTD
3.59%
6M
3.59%
1Y
11.43%
3Y*
8.94%
5Y*
4.22%
10Y*
5.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXIFX vs. VWIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
8.03%15.89%9.50%15.10%-16.55%10.84%14.34%22.07%-5.64%18.05%
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
3.59%11.08%5.92%7.07%-9.04%8.55%8.52%16.47%-2.49%9.37%

Correlation

The correlation between FXIFX and VWIAX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2009

0.80

The correlation between FXIFX and VWIAX has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

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Return for Risk

FXIFX vs. VWIAX — Risk / Return Rank

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

FXIFX
FXIFX Risk / Return Rank: 7070
Overall Rank
FXIFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FXIFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FXIFX Omega Ratio Rank: 7171
Omega Ratio Rank
FXIFX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FXIFX Martin Ratio Rank: 7070
Martin Ratio Rank

VWIAX
VWIAX Risk / Return Rank: 5858
Overall Rank
VWIAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VWIAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VWIAX Omega Ratio Rank: 5858
Omega Ratio Rank
VWIAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VWIAX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FXIFX vs. VWIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). 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.


FXIFXVWIAXDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.47

1.43

+0.05

Calmar ratioReturn relative to maximum drawdown

3.07

2.84

+0.23

Martin ratioReturn relative to average drawdown

13.50

10.69

+2.81

FXIFX vs. VWIAX - Sharpe Ratio Comparison

The current FXIFX Sharpe Ratio is 2.48, which is comparable to the VWIAX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of FXIFX and VWIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FXIFXVWIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

2.30

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.61

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.85

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.94

-0.19

Drawdowns

FXIFX vs. VWIAX - Drawdown Comparison

The maximum FXIFX drawdown since its inception was -23.90%, which is greater than VWIAX's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for FXIFX and VWIAX.


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Drawdown Indicators


FXIFXVWIAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.90%

-21.64%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-4.15%

-2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-9.41%

-6.96%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.28%

-15.26%

-8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-23.90%

-17.41%

-6.49%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.61%

-2.22%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.10%

+0.36%

Volatility

FXIFX vs. VWIAX - Volatility Comparison

Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) has a higher volatility of 2.66% compared to Vanguard Wellesley Income Fund Admiral Shares (VWIAX) at 1.66%. This indicates that FXIFX's price experiences larger fluctuations and is considered to be riskier than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXIFXVWIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

1.66%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.49%

3.90%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

7.94%

5.12%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.34%

6.97%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.24%

6.92%

+4.32%

FXIFX vs. VWIAX - Expense Ratio Comparison

FXIFX has a 0.12% expense ratio, which is lower than VWIAX's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FXIFX vs. VWIAX - Dividend Comparison

FXIFX's dividend yield for the trailing twelve months is around 3.03%, less than VWIAX's 7.75% yield.


PositionTTM20252024202320222021202020192018201720162015
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
3.03%3.34%2.67%2.26%2.69%2.13%2.40%16.73%2.13%1.84%1.94%2.02%
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
7.75%7.93%6.69%4.80%7.75%6.11%4.37%4.00%7.64%3.25%4.07%5.66%

Frequently Asked Questions


FXIFX and VWIAX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXIFX has higher volatility (2.66%) compared to VWIAX (1.66%). In terms of maximum drawdown, FXIFX dropped -23.90% vs VWIAX's -21.64%.

FXIFX currently has the higher Sharpe Ratio (2.48 vs 2.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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