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VTIUX vs. FFFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIUX vs. FFFAX - Performance Comparison

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

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VTIUX vs. FFFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VTIUX
Voya Target Retirement 2065 Fund
-1.67%21.00%15.64%20.89%-18.91%7.64%17.84%
FFFAX
Fidelity Freedom Income Fund
0.45%10.42%4.34%8.18%-11.33%3.12%4.85%

Returns By Period

In the year-to-date period, VTIUX achieves a -1.67% return, which is significantly lower than FFFAX's 0.45% return.


VTIUX

1D
2.91%
1M
-5.85%
YTD
-1.67%
6M
1.26%
1Y
19.98%
3Y*
15.87%
5Y*
6.40%
10Y*

FFFAX

1D
0.98%
1M
-2.22%
YTD
0.45%
6M
1.62%
1Y
8.19%
3Y*
6.51%
5Y*
2.71%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTIUX vs. FFFAX - Expense Ratio Comparison

VTIUX has a 0.23% expense ratio, which is lower than FFFAX's 0.47% expense ratio.


Return for Risk

VTIUX vs. FFFAX — Risk / Return Rank

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

VTIUX
VTIUX Risk / Return Rank: 6363
Overall Rank
VTIUX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTIUX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VTIUX Omega Ratio Rank: 7171
Omega Ratio Rank
VTIUX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VTIUX Martin Ratio Rank: 5959
Martin Ratio Rank

FFFAX
FFFAX Risk / Return Rank: 8787
Overall Rank
FFFAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FFFAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FFFAX Omega Ratio Rank: 8484
Omega Ratio Rank
FFFAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFFAX Martin Ratio Rank: 8787
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.

VTIUX vs. FFFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Target Retirement 2065 Fund (VTIUX) and Fidelity Freedom Income Fund (FFFAX). 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.


VTIUXFFFAXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.75

-0.44

Sortino ratio

Return per unit of downside risk

1.93

2.45

-0.52

Omega ratio

Gain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratio

Return relative to maximum drawdown

1.35

2.31

-0.96

Martin ratio

Return relative to average drawdown

6.52

9.52

-3.00

VTIUX vs. FFFAX - Sharpe Ratio Comparison

The current VTIUX Sharpe Ratio is 1.31, which is comparable to the FFFAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of VTIUX and FFFAX, 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


VTIUXFFFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.75

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.52

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.03

-0.40

Correlation

The correlation between VTIUX and FFFAX is 0.68, 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

VTIUX vs. FFFAX - Dividend Comparison

VTIUX's dividend yield for the trailing twelve months is around 15.00%, more than FFFAX's 3.24% yield.


TTM20252024202320222021202020192018201720162015
VTIUX
Voya Target Retirement 2065 Fund
15.00%14.75%3.18%1.82%5.43%8.07%1.41%0.00%0.00%0.00%0.00%0.00%
FFFAX
Fidelity Freedom Income Fund
3.24%3.29%3.13%2.92%5.89%6.12%4.37%3.65%5.17%3.74%3.21%3.28%

Drawdowns

VTIUX vs. FFFAX - Drawdown Comparison

The maximum VTIUX drawdown since its inception was -33.42%, which is greater than FFFAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for VTIUX and FFFAX.


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Drawdown Indicators


VTIUXFFFAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.42%

-17.96%

-15.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-3.68%

-7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-33.42%

-15.87%

-17.55%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

Current Drawdown

Current decline from peak

-6.91%

-2.56%

-4.35%

Average Drawdown

Average peak-to-trough decline

-9.30%

-1.80%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

0.89%

+1.92%

Volatility

VTIUX vs. FFFAX - Volatility Comparison

Voya Target Retirement 2065 Fund (VTIUX) has a higher volatility of 5.28% compared to Fidelity Freedom Income Fund (FFFAX) at 2.44%. This indicates that VTIUX's price experiences larger fluctuations and is considered to be riskier than FFFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIUXFFFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

2.44%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

3.29%

+6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

4.88%

+12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

5.30%

+10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.03%

4.58%

+11.45%