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VLXVX vs. FFIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLXVX and FFIJX is 0.98, 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

VLXVX vs. FFIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2065 Fund (VLXVX) and Fidelity Freedom Index 2065 Fund Investor Class (FFIJX). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
67.30%
62.69%
VLXVX
FFIJX

Key characteristics

Sharpe Ratio

VLXVX:

1.57

FFIJX:

1.56

Sortino Ratio

VLXVX:

2.18

FFIJX:

2.15

Omega Ratio

VLXVX:

1.29

FFIJX:

1.28

Calmar Ratio

VLXVX:

2.44

FFIJX:

2.42

Martin Ratio

VLXVX:

9.80

FFIJX:

9.68

Ulcer Index

VLXVX:

1.76%

FFIJX:

1.74%

Daily Std Dev

VLXVX:

10.98%

FFIJX:

10.76%

Max Drawdown

VLXVX:

-31.42%

FFIJX:

-30.68%

Current Drawdown

VLXVX:

-3.31%

FFIJX:

-3.48%

Returns By Period

The year-to-date returns for both stocks are quite close, with VLXVX having a 14.83% return and FFIJX slightly lower at 14.62%.


VLXVX

YTD

14.83%

1M

-0.86%

6M

5.58%

1Y

13.50%

5Y*

9.17%

10Y*

N/A

FFIJX

YTD

14.62%

1M

-0.53%

6M

5.19%

1Y

15.59%

5Y*

8.51%

10Y*

N/A

Compare stocks, funds, or ETFs

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


VLXVX vs. FFIJX - Expense Ratio Comparison

VLXVX has a 0.08% expense ratio, which is lower than FFIJX'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%.


FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
Expense ratio chart for FFIJX: 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 VLXVX: 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

VLXVX vs. FFIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2065 Fund (VLXVX) 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.


Sharpe ratio
The chart of Sharpe ratio for VLXVX, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.001.571.56
The chart of Sortino ratio for VLXVX, currently valued at 2.18, compared to the broader market-2.000.002.004.006.008.0010.002.182.15
The chart of Omega ratio for VLXVX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.28
The chart of Calmar ratio for VLXVX, currently valued at 2.44, compared to the broader market0.002.004.006.008.0010.0012.0014.002.442.42
The chart of Martin ratio for VLXVX, currently valued at 9.80, compared to the broader market0.0020.0040.0060.009.809.68
VLXVX
FFIJX

The current VLXVX Sharpe Ratio is 1.57, which is comparable to the FFIJX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of VLXVX and FFIJX, 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
1.57
1.56
VLXVX
FFIJX

Dividends

VLXVX vs. FFIJX - Dividend Comparison

VLXVX's dividend yield for the trailing twelve months is around 1.79%, more than FFIJX's 1.63% yield.


TTM2023202220212020201920182017
VLXVX
Vanguard Target Retirement 2065 Fund
1.79%2.06%2.00%1.70%1.45%1.90%1.85%0.78%
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.63%1.87%1.89%1.46%1.20%1.81%0.00%0.00%

Drawdowns

VLXVX vs. FFIJX - Drawdown Comparison

The maximum VLXVX drawdown since its inception was -31.42%, roughly equal to the maximum FFIJX drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for VLXVX and FFIJX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.31%
-3.48%
VLXVX
FFIJX

Volatility

VLXVX vs. FFIJX - Volatility Comparison

Vanguard Target Retirement 2065 Fund (VLXVX) and Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) have volatilities of 3.13% and 3.26%, 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
3.13%
3.26%
VLXVX
FFIJX
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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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