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VFIFX vs. FFFHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFIFX and FFFHX is 0.97, 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

VFIFX vs. FFFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2050 Fund (VFIFX) and Fidelity Freedom 2050 Fund (FFFHX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
309.15%
171.90%
VFIFX
FFFHX

Key characteristics

Sharpe Ratio

VFIFX:

1.34

FFFHX:

1.26

Sortino Ratio

VFIFX:

1.91

FFFHX:

1.77

Omega Ratio

VFIFX:

1.25

FFFHX:

1.23

Calmar Ratio

VFIFX:

2.14

FFFHX:

0.81

Martin Ratio

VFIFX:

8.58

FFFHX:

7.75

Ulcer Index

VFIFX:

1.77%

FFFHX:

1.88%

Daily Std Dev

VFIFX:

11.35%

FFFHX:

11.59%

Max Drawdown

VFIFX:

-51.68%

FFFHX:

-55.81%

Current Drawdown

VFIFX:

-3.91%

FFFHX:

-4.60%

Returns By Period

The year-to-date returns for both stocks are quite close, with VFIFX having a 14.15% return and FFFHX slightly lower at 13.83%. Over the past 10 years, VFIFX has outperformed FFFHX with an annualized return of 8.64%, while FFFHX has yielded a comparatively lower 4.55% annualized return.


VFIFX

YTD

14.15%

1M

-1.17%

6M

4.65%

1Y

16.58%

5Y*

9.07%

10Y*

8.64%

FFFHX

YTD

13.83%

1M

-1.56%

6M

3.04%

1Y

16.03%

5Y*

3.99%

10Y*

4.55%

Compare stocks, funds, or ETFs

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


VFIFX vs. FFFHX - Expense Ratio Comparison

VFIFX has a 0.08% expense ratio, which is lower than FFFHX's 0.75% expense ratio.


FFFHX
Fidelity Freedom 2050 Fund
Expense ratio chart for FFFHX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VFIFX: 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

VFIFX vs. FFFHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2050 Fund (VFIFX) and Fidelity Freedom 2050 Fund (FFFHX). 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 VFIFX, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.001.341.26
The chart of Sortino ratio for VFIFX, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.001.911.77
The chart of Omega ratio for VFIFX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.23
The chart of Calmar ratio for VFIFX, currently valued at 2.14, compared to the broader market0.002.004.006.008.0010.0012.0014.002.140.81
The chart of Martin ratio for VFIFX, currently valued at 8.58, compared to the broader market0.0020.0040.0060.008.587.75
VFIFX
FFFHX

The current VFIFX Sharpe Ratio is 1.34, which is comparable to the FFFHX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VFIFX and FFFHX, 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
1.34
1.26
VFIFX
FFFHX

Dividends

VFIFX vs. FFFHX - Dividend Comparison

VFIFX's dividend yield for the trailing twelve months is around 1.94%, more than FFFHX's 1.11% yield.


TTM20232022202120202019201820172016201520142013
VFIFX
Vanguard Target Retirement 2050 Fund
1.94%2.21%2.13%2.19%1.63%2.20%2.43%1.89%1.93%2.05%2.01%1.84%
FFFHX
Fidelity Freedom 2050 Fund
1.11%1.27%2.12%2.26%1.04%1.49%1.64%1.11%1.42%4.26%11.75%7.62%

Drawdowns

VFIFX vs. FFFHX - Drawdown Comparison

The maximum VFIFX drawdown since its inception was -51.68%, smaller than the maximum FFFHX drawdown of -55.81%. Use the drawdown chart below to compare losses from any high point for VFIFX and FFFHX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.91%
-4.60%
VFIFX
FFFHX

Volatility

VFIFX vs. FFFHX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2050 Fund (VFIFX) is 3.07%, while Fidelity Freedom 2050 Fund (FFFHX) has a volatility of 3.29%. This indicates that VFIFX experiences smaller price fluctuations and is considered to be less risky than FFFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.07%
3.29%
VFIFX
FFFHX
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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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