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VRSAX vs. FFGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VRSAX vs. FFGZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Target Retirement 2060 Fund (VRSAX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

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VRSAX vs. FFGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRSAX
Voya Target Retirement 2060 Fund
-4.47%20.81%15.53%20.65%-18.89%19.32%17.84%25.19%-9.34%21.16%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
-0.78%9.13%5.02%8.32%-11.07%2.85%8.59%10.68%-0.80%6.73%

Returns By Period

In the year-to-date period, VRSAX achieves a -4.47% return, which is significantly lower than FFGZX's -0.78% return. Over the past 10 years, VRSAX has outperformed FFGZX with an annualized return of 10.47%, while FFGZX has yielded a comparatively lower 3.87% annualized return.


VRSAX

1D
-1.65%
1M
-9.34%
YTD
-4.47%
6M
-1.27%
1Y
16.87%
3Y*
14.63%
5Y*
8.17%
10Y*
10.47%

FFGZX

1D
0.25%
1M
-3.09%
YTD
-0.78%
6M
0.46%
1Y
6.37%
3Y*
5.94%
5Y*
2.62%
10Y*
3.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VRSAX vs. FFGZX - Expense Ratio Comparison

VRSAX has a 0.19% expense ratio, which is higher than FFGZX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VRSAX vs. FFGZX — Risk / Return Rank

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

VRSAX
VRSAX Risk / Return Rank: 5353
Overall Rank
VRSAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VRSAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
VRSAX Omega Ratio Rank: 6565
Omega Ratio Rank
VRSAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VRSAX Martin Ratio Rank: 4444
Martin Ratio Rank

FFGZX
FFGZX Risk / Return Rank: 8181
Overall Rank
FFGZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 7777
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 8383
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.

VRSAX vs. FFGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Target Retirement 2060 Fund (VRSAX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). 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.


VRSAXFFGZXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.51

-0.41

Sortino ratio

Return per unit of downside risk

1.65

2.12

-0.47

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

0.93

1.99

-1.06

Martin ratio

Return relative to average drawdown

4.55

8.42

-3.87

VRSAX vs. FFGZX - Sharpe Ratio Comparison

The current VRSAX Sharpe Ratio is 1.10, which is comparable to the FFGZX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VRSAX and FFGZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VRSAXFFGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.51

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.52

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.88

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.84

-0.20

Correlation

The correlation between VRSAX and FFGZX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VRSAX vs. FFGZX - Dividend Comparison

VRSAX's dividend yield for the trailing twelve months is around 15.62%, more than FFGZX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
VRSAX
Voya Target Retirement 2060 Fund
15.62%14.93%1.88%1.86%7.73%21.57%2.26%5.70%9.82%6.15%1.57%0.00%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.46%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%

Drawdowns

VRSAX vs. FFGZX - Drawdown Comparison

The maximum VRSAX drawdown since its inception was -33.47%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for VRSAX and FFGZX.


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Drawdown Indicators


VRSAXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-33.47%

-14.94%

-18.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-3.33%

-8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.33%

-14.94%

-11.39%

Max Drawdown (10Y)

Largest decline over 10 years

-33.47%

-14.94%

-18.53%

Current Drawdown

Current decline from peak

-9.58%

-3.09%

-6.49%

Average Drawdown

Average peak-to-trough decline

-4.97%

-2.29%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

0.79%

+1.98%

Volatility

VRSAX vs. FFGZX - Volatility Comparison

Voya Target Retirement 2060 Fund (VRSAX) has a higher volatility of 4.19% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 1.85%. This indicates that VRSAX's price experiences larger fluctuations and is considered to be riskier than FFGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRSAXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

1.85%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

2.78%

+6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

4.35%

+12.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

5.03%

+10.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

4.39%

+11.92%