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VSVNX vs. FFSFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSVNX and FFSFX is 0.89, 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.


Performance

VSVNX vs. FFSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2070 Fund (VSVNX) and Fidelity Freedom 2065 Fund (FFSFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VSVNX:

0.71

FFSFX:

0.41

Sortino Ratio

VSVNX:

1.23

FFSFX:

0.82

Omega Ratio

VSVNX:

1.18

FFSFX:

1.11

Calmar Ratio

VSVNX:

0.86

FFSFX:

0.56

Martin Ratio

VSVNX:

3.81

FFSFX:

2.31

Ulcer Index

VSVNX:

3.29%

FFSFX:

3.73%

Daily Std Dev

VSVNX:

15.35%

FFSFX:

16.84%

Max Drawdown

VSVNX:

-15.39%

FFSFX:

-33.17%

Current Drawdown

VSVNX:

-0.04%

FFSFX:

-2.20%

Returns By Period

In the year-to-date period, VSVNX achieves a 4.99% return, which is significantly higher than FFSFX's 3.77% return.


VSVNX

YTD

4.99%

1M

8.61%

6M

3.93%

1Y

10.84%

5Y*

N/A

10Y*

N/A

FFSFX

YTD

3.77%

1M

7.09%

6M

1.32%

1Y

6.85%

5Y*

10.14%

10Y*

N/A

*Annualized

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VSVNX vs. FFSFX - Expense Ratio Comparison

VSVNX has a 0.08% expense ratio, which is lower than FFSFX's 0.75% expense ratio.


Risk-Adjusted Performance

VSVNX vs. FFSFX — Risk-Adjusted Performance Rank

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

VSVNX
The Risk-Adjusted Performance Rank of VSVNX is 7676
Overall Rank
The Sharpe Ratio Rank of VSVNX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VSVNX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VSVNX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VSVNX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VSVNX is 8080
Martin Ratio Rank

FFSFX
The Risk-Adjusted Performance Rank of FFSFX is 5555
Overall Rank
The Sharpe Ratio Rank of FFSFX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSFX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FFSFX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FFSFX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FFSFX is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSVNX vs. FFSFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2070 Fund (VSVNX) and Fidelity Freedom 2065 Fund (FFSFX). 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.


The current VSVNX Sharpe Ratio is 0.71, which is higher than the FFSFX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of VSVNX and FFSFX, 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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Dividends

VSVNX vs. FFSFX - Dividend Comparison

VSVNX's dividend yield for the trailing twelve months is around 1.71%, more than FFSFX's 1.00% yield.


TTM202420232022202120202019
VSVNX
Vanguard Target Retirement 2070 Fund
1.71%1.79%1.57%0.91%0.00%0.00%0.00%
FFSFX
Fidelity Freedom 2065 Fund
1.00%1.04%1.25%2.03%2.12%1.02%1.15%

Drawdowns

VSVNX vs. FFSFX - Drawdown Comparison

The maximum VSVNX drawdown since its inception was -15.39%, smaller than the maximum FFSFX drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for VSVNX and FFSFX. For additional features, visit the drawdowns tool.


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Volatility

VSVNX vs. FFSFX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2070 Fund (VSVNX) is 3.99%, while Fidelity Freedom 2065 Fund (FFSFX) has a volatility of 4.93%. This indicates that VSVNX experiences smaller price fluctuations and is considered to be less risky than FFSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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