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VFFVX vs. FDEWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFFVX and FDEWX is 0.99, 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.


-0.50.00.51.01.0

Performance

VFFVX vs. FDEWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2055 Fund (VFFVX) and Fidelity Freedom Index 2055 Fund Investor Class (FDEWX). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%240.00%JulyAugustSeptemberOctoberNovemberDecember
240.84%
195.86%
VFFVX
FDEWX

Key characteristics

Sharpe Ratio

VFFVX:

1.37

FDEWX:

1.57

Sortino Ratio

VFFVX:

1.88

FDEWX:

2.15

Omega Ratio

VFFVX:

1.25

FDEWX:

1.28

Calmar Ratio

VFFVX:

2.09

FDEWX:

2.43

Martin Ratio

VFFVX:

8.70

FDEWX:

9.63

Ulcer Index

VFFVX:

1.70%

FDEWX:

1.75%

Daily Std Dev

VFFVX:

10.82%

FDEWX:

10.73%

Max Drawdown

VFFVX:

-31.40%

FDEWX:

-34.73%

Current Drawdown

VFFVX:

-2.12%

FDEWX:

-2.38%

Returns By Period

The year-to-date returns for both stocks are quite close, with VFFVX having a 16.28% return and FDEWX slightly lower at 15.98%. Over the past 10 years, VFFVX has outperformed FDEWX with an annualized return of 8.77%, while FDEWX has yielded a comparatively lower 7.61% annualized return.


VFFVX

YTD

16.28%

1M

-0.03%

6M

6.57%

1Y

14.81%

5Y*

9.37%

10Y*

8.77%

FDEWX

YTD

15.98%

1M

-0.18%

6M

6.04%

1Y

16.84%

5Y*

6.86%

10Y*

7.61%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFFVX vs. FDEWX - Expense Ratio Comparison

VFFVX has a 0.08% expense ratio, which is lower than FDEWX's 0.12% 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%.


FDEWX
Fidelity Freedom Index 2055 Fund Investor Class
Expense ratio chart for FDEWX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VFFVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VFFVX vs. FDEWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2055 Fund (VFFVX) and Fidelity Freedom Index 2055 Fund Investor Class (FDEWX). 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.


Sharpe ratio
The chart of Sharpe ratio for VFFVX, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.001.371.57
The chart of Sortino ratio for VFFVX, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.0010.001.882.15
The chart of Omega ratio for VFFVX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.28
The chart of Calmar ratio for VFFVX, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.0012.0014.002.092.43
The chart of Martin ratio for VFFVX, currently valued at 8.70, compared to the broader market0.0020.0040.0060.008.709.63
VFFVX
FDEWX

The current VFFVX Sharpe Ratio is 1.37, which is comparable to the FDEWX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of VFFVX and FDEWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.37
1.57
VFFVX
FDEWX

Dividends

VFFVX vs. FDEWX - Dividend Comparison

VFFVX's dividend yield for the trailing twelve months is around 1.87%, more than FDEWX's 1.69% yield.


TTM20232022202120202019201820172016201520142013
VFFVX
Vanguard Target Retirement 2055 Fund
1.87%2.18%2.10%2.10%1.60%2.15%2.35%1.83%1.99%1.92%1.73%1.57%
FDEWX
Fidelity Freedom Index 2055 Fund Investor Class
1.69%1.92%1.94%1.51%1.35%1.69%2.15%1.69%2.26%2.29%1.89%1.46%

Drawdowns

VFFVX vs. FDEWX - Drawdown Comparison

The maximum VFFVX drawdown since its inception was -31.40%, smaller than the maximum FDEWX drawdown of -34.73%. Use the drawdown chart below to compare losses from any high point for VFFVX and FDEWX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.12%
-2.38%
VFFVX
FDEWX

Volatility

VFFVX vs. FDEWX - Volatility Comparison

Vanguard Target Retirement 2055 Fund (VFFVX) and Fidelity Freedom Index 2055 Fund Investor Class (FDEWX) have volatilities of 3.22% and 3.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.22%
3.30%
VFFVX
FDEWX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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