ITOT vs. FFEGX
ITOT (iShares Core S&P Total U.S. Stock Market ETF) and FFEGX (Fidelity Freedom Index 2030 Fund Institutional Premium Class) are both funds - ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index, while FFEGX is a Target Retirement Date fund managed by Fidelity. Over the past 10 years, ITOT returned 15.01%/yr vs 9.03%/yr for FFEGX. Their correlation of 0.94 suggests significant overlap in exposure. ITOT charges 0.03%/yr vs 0.08%/yr for FFEGX.
Performance
ITOT vs. FFEGX - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 11.78% return, which is significantly higher than FFEGX's 7.43% return. Over the past 10 years, ITOT has outperformed FFEGX with an annualized return of 15.01%, while FFEGX has yielded a comparatively lower 9.03% annualized return.
ITOT
- 1D
- 0.48%
- 1M
- 4.64%
- YTD
- 11.78%
- 6M
- 11.52%
- 1Y
- 28.81%
- 3Y*
- 22.39%
- 5Y*
- 12.80%
- 10Y*
- 15.01%
FFEGX
- 1D
- -0.58%
- 1M
- 2.40%
- YTD
- 7.43%
- 6M
- 7.77%
- 1Y
- 18.33%
- 3Y*
- 13.57%
- 5Y*
- 6.29%
- 10Y*
- 9.03%
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 | 11.78% | 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 | 7.43% | 15.93% | 9.55% | 15.16% | -16.81% | 10.94% | 14.38% | 22.10% | -5.55% | 18.03% |
Correlation
The correlation between ITOT and FFEGX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2015 | 0.94 |
The correlation between ITOT and FFEGX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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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 | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.45 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 2.94 | +0.31 |
| Martin ratioReturn relative to average drawdown | 14.92 | 12.96 | +1.97 |
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 | 2.37 | 2.38 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.61 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.81 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.72 | -0.15 |
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 (3Y)Largest decline over 3 years | -19.44% | -9.36% | -10.08% |
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 | -0.25% | -0.58% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -4.16% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.46% | +0.48% |
Volatility
ITOT vs. FFEGX - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 2.94% compared to Fidelity Freedom Index 2030 Fund Institutional Premium Class (FFEGX) at 2.70%. 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 | 2.94% | 2.70% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 6.48% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 7.95% | +4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 10.31% | +7.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 11.22% | +7.04% |
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%.
Dividends
ITOT vs. FFEGX - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 0.97%, less than FFEGX's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFEGX Fidelity Freedom Index 2030 Fund Institutional Premium Class | 3.08% | 3.37% | 2.71% | 2.31% | 2.45% | 2.22% | 2.43% | 16.77% | 2.18% | 1.88% | 2.00% | 2.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.97% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
With a correlation of 0.92, ITOT and FFEGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ITOT has higher volatility (2.94%) compared to FFEGX (2.70%). In terms of maximum drawdown, ITOT dropped -55.20% vs FFEGX's -23.85%.
FFEGX currently has the higher Sharpe Ratio (2.38 vs 2.37), 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.
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