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VFFVX vs. FFLEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFFVX vs. FFLEX - 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 2060 Fund Institutional Premium Class (FFLEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VFFVX having a 12.17% return and FFLEX slightly higher at 12.63%. Both investments have delivered pretty close results over the past 10 years, with VFFVX having a 11.96% annualized return and FFLEX not far ahead at 11.98%.


VFFVX

1D
0.37%
1M
5.19%
YTD
12.17%
6M
13.09%
1Y
28.26%
3Y*
19.73%
5Y*
10.39%
10Y*
11.96%

FFLEX

1D
0.41%
1M
5.63%
YTD
12.63%
6M
13.55%
1Y
28.80%
3Y*
19.60%
5Y*
10.15%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFFVX vs. FFLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFFVX
Vanguard Target Retirement 2055 Fund
12.17%21.44%14.50%20.39%-17.48%16.44%16.33%24.98%-7.88%21.39%
FFLEX
Fidelity Freedom Index 2060 Fund Institutional Premium Class
12.63%21.47%14.20%19.97%-18.19%15.98%16.46%26.17%-7.21%20.63%

Correlation

The correlation between VFFVX and FFLEX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2015

0.99

The correlation between VFFVX and FFLEX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

VFFVX vs. FFLEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFFVX
VFFVX Risk / Return Rank: 7171
Overall Rank
VFFVX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VFFVX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VFFVX Omega Ratio Rank: 6767
Omega Ratio Rank
VFFVX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VFFVX Martin Ratio Rank: 7575
Martin Ratio Rank

FFLEX
FFLEX Risk / Return Rank: 7171
Overall Rank
FFLEX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FFLEX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FFLEX Omega Ratio Rank: 6868
Omega Ratio Rank
FFLEX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FFLEX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFFVX vs. FFLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2055 Fund (VFFVX) and Fidelity Freedom Index 2060 Fund Institutional Premium Class (FFLEX). 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.


VFFVXFFLEXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.46

1.46

0.00

Calmar ratioReturn relative to maximum drawdown

3.21

3.21

-0.01

Martin ratioReturn relative to average drawdown

14.23

14.22

+0.01

VFFVX vs. FFLEX - Sharpe Ratio Comparison

The current VFFVX Sharpe Ratio is 2.51, which is comparable to the FFLEX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of VFFVX and FFLEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFFVXFFLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

2.50

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.71

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.79

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.72

+0.05

Drawdowns

VFFVX vs. FFLEX - Drawdown Comparison

The maximum VFFVX drawdown since its inception was -31.40%, roughly equal to the maximum FFLEX drawdown of -30.71%. Use the drawdown chart below to compare losses from any high point for VFFVX and FFLEX.


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Drawdown Indicators


VFFVXFFLEXDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-30.71%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-9.07%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

-14.68%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-26.17%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-30.71%

-0.69%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.14%

-4.67%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.04%

-0.03%

Volatility

VFFVX vs. FFLEX - Volatility Comparison

Vanguard Target Retirement 2055 Fund (VFFVX) and Fidelity Freedom Index 2060 Fund Institutional Premium Class (FFLEX) have volatilities of 3.37% and 3.53%, 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.


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Volatility by Period


VFFVXFFLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

3.53%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.38%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

11.64%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

14.39%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

15.16%

-0.06%

VFFVX vs. FFLEX - Expense Ratio Comparison

Both VFFVX and FFLEX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VFFVX vs. FFLEX - Dividend Comparison

VFFVX's dividend yield for the trailing twelve months is around 1.85%, more than FFLEX's 1.71% yield.


PositionTTM20252024202320222021202020192018201720162015
FFLEX
Fidelity Freedom Index 2060 Fund Institutional Premium Class
1.71%1.98%1.98%1.94%2.03%1.95%1.85%6.75%2.36%2.16%2.44%1.82%
VFFVX
Vanguard Target Retirement 2055 Fund
1.85%2.08%2.31%2.18%2.19%10.03%1.82%2.15%2.35%1.83%1.99%1.98%

Frequently Asked Questions


With a correlation of 1.00, VFFVX and FFLEX 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.

FFLEX has higher volatility (3.53%) compared to VFFVX (3.37%). In terms of maximum drawdown, VFFVX dropped -31.40% vs FFLEX's -30.71%.

VFFVX currently has the higher Sharpe Ratio (2.51 vs 2.50), 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.

Portfolio Optimizer

Find the right allocation for VFFVX and FFLEX

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