NTSI vs. FFIJX
NTSI (WisdomTree International Efficient Core Fund) and FFIJX (Fidelity Freedom Index 2065 Fund Investor Class) are both funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while FFIJX is a Target Retirement Date fund actively managed by Fidelity. Both are actively managed. Over the past 5 years, NTSI returned 6.11%/yr vs 9.44%/yr for FFIJX. Their correlation of 0.85 means they have usually moved in the same direction. NTSI charges 0.26%/yr vs 0.12%/yr for FFIJX.
Performance
NTSI vs. FFIJX - Performance Comparison
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Returns By Period
In the year-to-date period, NTSI achieves a 11.17% return, which is significantly lower than FFIJX's 11.91% return.
NTSI
- 1D
- 1.29%
- 1M
- 2.73%
- 6M
- 6.15%
- YTD
- 11.17%
- 1Y
- 22.81%
- 3Y*
- 15.78%
- 5Y*
- 6.11%
- 10Y*
- —
- ALL TIME*
- 6.58%
FFIJX
- 1D
- 1.09%
- 1M
- 0.88%
- 6M
- 8.68%
- YTD
- 11.91%
- 1Y
- 22.09%
- 3Y*
- 18.04%
- 5Y*
- 9.44%
- 10Y*
- —
- ALL TIME*
- 11.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $637.49K | $574.07K | $1.11M |
NTSI vs. FFIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NTSI WisdomTree International Efficient Core Fund | 11.17% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
FFIJX Fidelity Freedom Index 2065 Fund Investor Class | 11.91% | 21.45% | 14.09% | 19.93% | -18.19% | 8.37% |
Correlation
The correlation between NTSI and FFIJX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.85 |
The correlation between NTSI and FFIJX has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
NTSI vs. FFIJX — Risk / Return Rank
NTSI
FFIJX
NTSI vs. FFIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Fidelity Freedom Index 2065 Fund Investor Class (FFIJX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NTSI | FFIJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.62 | -0.76 |
| Martin ratioReturn relative to average drawdown | 6.66 | 10.86 | -4.20 |
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Drawdowns
NTSI vs. FFIJX - Drawdown Comparison
The maximum NTSI drawdown since its inception was -34.01%, which is greater than FFIJX's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for NTSI and FFIJX.
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Drawdown Indicators
| NTSI | FFIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -30.68% | -3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -9.08% | -3.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.22% | -14.70% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -34.01% | -26.21% | -7.80% |
Current DrawdownCurrent decline from peak | 0.00% | -0.61% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -8.95% | -5.39% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.19% | +1.24% |
Volatility
NTSI vs. FFIJX - Volatility Comparison
WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 4.54% compared to Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) at 3.95%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than FFIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTSI | FFIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 3.95% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 10.97% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 13.01% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 14.59% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 16.76% | -1.10% |
NTSI vs. FFIJX - Expense Ratio Comparison
NTSI has a 0.26% expense ratio, which is higher than FFIJX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NTSI vs. FFIJX - Dividend Comparison
NTSI's dividend yield for the trailing twelve months is around 3.42%, more than FFIJX's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FFIJX Fidelity Freedom Index 2065 Fund Investor Class | 1.66% | 1.90% | 1.88% | 1.87% | 1.96% | 1.73% | 1.78% | 2.04% |
NTSI WisdomTree International Efficient Core Fund | 3.42% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% |
Frequently Asked Questions
NTSI and FFIJX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSI has higher volatility (4.54%) compared to FFIJX (3.95%). In terms of maximum drawdown, NTSI dropped -34.01% vs FFIJX's -30.68%.
FFIJX currently has the higher Sharpe Ratio (1.83 vs 1.47), 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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