VDEQX vs. FAXEX
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. FAXEX is managed by Fidelity. It was launched on Jun 28, 2019.
Performance
VDEQX vs. FAXEX - Performance Comparison
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VDEQX vs. FAXEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VDEQX Vanguard Diversified Equity Fund | -5.73% | 15.26% | 24.63% | 27.51% | -22.59% | 21.69% | 29.01% | 9.79% |
FAXEX Fidelity Advisor Freedom Blend 2065 Fund Class M | -0.83% | 22.00% | 13.02% | 19.75% | -19.41% | 15.69% | 17.23% | 8.76% |
Returns By Period
In the year-to-date period, VDEQX achieves a -5.73% return, which is significantly lower than FAXEX's -0.83% return.
VDEQX
- 1D
- 3.07%
- 1M
- -5.43%
- YTD
- -5.73%
- 6M
- -3.49%
- 1Y
- 14.75%
- 3Y*
- 16.79%
- 5Y*
- 8.64%
- 10Y*
- 13.21%
FAXEX
- 1D
- 3.07%
- 1M
- -5.85%
- YTD
- -0.83%
- 6M
- 2.19%
- 1Y
- 20.61%
- 3Y*
- 15.21%
- 5Y*
- 7.50%
- 10Y*
- —
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VDEQX vs. FAXEX - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is lower than FAXEX's 0.99% expense ratio.
Return for Risk
VDEQX vs. FAXEX — Risk / Return Rank
VDEQX
FAXEX
VDEQX vs. FAXEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX). 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.
| VDEQX | FAXEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.31 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.89 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.85 | -0.63 |
Martin ratioReturn relative to average drawdown | 4.98 | 8.24 | -3.25 |
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
| VDEQX | FAXEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.31 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.50 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.60 | -0.11 |
Correlation
The correlation between VDEQX and FAXEX is 0.93, 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
VDEQX vs. FAXEX - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 9.72%, more than FAXEX's 2.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDEQX Vanguard Diversified Equity Fund | 9.72% | 9.17% | 7.53% | 4.65% | 12.92% | 7.13% | 5.82% | 7.20% | 6.61% | 4.63% | 7.67% | 9.42% |
FAXEX Fidelity Advisor Freedom Blend 2065 Fund Class M | 2.19% | 2.18% | 2.47% | 1.62% | 4.93% | 6.41% | 3.13% | 2.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VDEQX vs. FAXEX - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.28%, which is greater than FAXEX's maximum drawdown of -31.31%. Use the drawdown chart below to compare losses from any high point for VDEQX and FAXEX.
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Drawdown Indicators
| VDEQX | FAXEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.28% | -31.31% | -24.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -11.39% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -28.06% | -1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | — | — |
Current DrawdownCurrent decline from peak | -8.12% | -6.98% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -6.38% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.56% | +0.53% |
Volatility
VDEQX vs. FAXEX - Volatility Comparison
The current volatility for Vanguard Diversified Equity Fund (VDEQX) is 5.72%, while Fidelity Advisor Freedom Blend 2065 Fund Class M (FAXEX) has a volatility of 6.53%. This indicates that VDEQX experiences smaller price fluctuations and is considered to be less risky than FAXEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDEQX | FAXEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 6.53% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 9.89% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 16.25% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 14.97% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 17.26% | +2.03% |