ITOT vs. FFEGX
Compare and contrast key facts about iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX).
ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. FFEGX is managed by Fidelity. It was launched on Oct 2, 2009.
Performance
ITOT vs. FFEGX - Performance Comparison
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ITOT vs. FFEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.15% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
FFEGX Fidelity Freedom Index 2030 Fund Institutional Premium Class | -0.35% | 15.93% | 9.55% | 15.16% | -16.81% | 10.94% | 14.38% | 22.10% | -5.55% | 18.03% |
Returns By Period
In the year-to-date period, ITOT achieves a -3.15% return, which is significantly lower than FFEGX's -0.35% return. Over the past 10 years, ITOT has outperformed FFEGX with an annualized return of 13.71%, while FFEGX has yielded a comparatively lower 8.45% annualized return.
ITOT
- 1D
- 0.16%
- 1M
- -3.24%
- YTD
- -3.15%
- 6M
- -1.32%
- 1Y
- 17.82%
- 3Y*
- 18.06%
- 5Y*
- 10.65%
- 10Y*
- 13.71%
FFEGX
- 1D
- 0.54%
- 1M
- -2.30%
- YTD
- -0.35%
- 6M
- 1.27%
- 1Y
- 13.72%
- 3Y*
- 11.23%
- 5Y*
- 5.48%
- 10Y*
- 8.45%
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ITOT vs. FFEGX - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than FFEGX's 0.08% 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%.
Return for Risk
ITOT vs. FFEGX — Risk / Return Rank
ITOT
FFEGX
ITOT vs. FFEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX). 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.
| ITOT | FFEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.39 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.99 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.95 | -0.44 |
Martin ratioReturn relative to average drawdown | 7.10 | 8.48 | -1.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITOT | FFEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.39 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.54 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.76 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.67 | -0.13 |
Correlation
The correlation between ITOT and FFEGX is 0.94, 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.
Dividends
ITOT vs. FFEGX - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.12%, less than FFEGX's 3.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
FFEGX Fidelity Freedom Index 2030 Fund Institutional Premium Class | 3.38% | 3.37% | 2.71% | 2.31% | 2.45% | 2.22% | 2.43% | 16.77% | 2.18% | 1.88% | 2.00% | 2.00% |
Drawdowns
ITOT vs. FFEGX - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than FFEGX's maximum drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for ITOT and FFEGX.
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Drawdown Indicators
| ITOT | FFEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -23.85% | -31.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -6.43% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -23.26% | -2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -23.85% | -11.15% |
Current DrawdownCurrent decline from peak | -5.36% | -4.13% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -4.21% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.71% | +0.92% |
Volatility
ITOT vs. FFEGX - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 5.43% compared to Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) at 3.99%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than FFEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOT | FFEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 3.99% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 6.10% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 10.20% | +8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 10.26% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 11.21% | +7.03% |