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VTIVX vs. FIOFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIVX vs. FIOFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2045 Fund (VTIVX) and Fidelity Freedom Index 2045 Fund Investor Class (FIOFX). The values are adjusted to include any dividend payments, if applicable.

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VTIVX vs. FIOFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIVX
Vanguard Target Retirement 2045 Fund
-3.63%20.01%13.68%19.72%-17.38%16.16%16.31%24.94%-7.89%19.16%
FIOFX
Fidelity Freedom Index 2045 Fund Investor Class
-4.08%21.40%14.14%19.90%-18.21%15.95%16.43%25.96%-7.24%20.59%

Returns By Period

In the year-to-date period, VTIVX achieves a -3.63% return, which is significantly higher than FIOFX's -4.08% return. Both investments have delivered pretty close results over the past 10 years, with VTIVX having a 10.04% annualized return and FIOFX not far ahead at 10.39%.


VTIVX

1D
-0.24%
1M
-7.90%
YTD
-3.63%
6M
-0.85%
1Y
16.12%
3Y*
13.91%
5Y*
7.66%
10Y*
10.04%

FIOFX

1D
-0.17%
1M
-8.42%
YTD
-4.08%
6M
-1.19%
1Y
16.67%
3Y*
14.21%
5Y*
7.75%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTIVX vs. FIOFX - Expense Ratio Comparison

VTIVX has a 0.08% expense ratio, which is lower than FIOFX'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%.


Return for Risk

VTIVX vs. FIOFX — Risk / Return Rank

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

VTIVX
VTIVX Risk / Return Rank: 7070
Overall Rank
VTIVX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTIVX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VTIVX Omega Ratio Rank: 6969
Omega Ratio Rank
VTIVX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VTIVX Martin Ratio Rank: 7373
Martin Ratio Rank

FIOFX
FIOFX Risk / Return Rank: 6565
Overall Rank
FIOFX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FIOFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FIOFX Omega Ratio Rank: 6565
Omega Ratio Rank
FIOFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FIOFX Martin Ratio Rank: 6868
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.

VTIVX vs. FIOFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2045 Fund (VTIVX) and Fidelity Freedom Index 2045 Fund Investor Class (FIOFX). 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.


VTIVXFIOFXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.10

+0.09

Sortino ratio

Return per unit of downside risk

1.72

1.61

+0.11

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

1.50

1.38

+0.12

Martin ratio

Return relative to average drawdown

6.90

6.46

+0.44

VTIVX vs. FIOFX - Sharpe Ratio Comparison

The current VTIVX Sharpe Ratio is 1.20, which is comparable to the FIOFX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VTIVX and FIOFX, 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


VTIVXFIOFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.10

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.55

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.69

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.66

-0.15

Correlation

The correlation between VTIVX and FIOFX is 0.99, 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.


Dividends

VTIVX vs. FIOFX - Dividend Comparison

VTIVX's dividend yield for the trailing twelve months is around 2.59%, more than FIOFX's 2.12% yield.


TTM20252024202320222021202020192018201720162015
VTIVX
Vanguard Target Retirement 2045 Fund
2.59%2.50%2.36%2.27%2.75%15.40%1.90%2.23%2.52%0.04%2.47%3.29%
FIOFX
Fidelity Freedom Index 2045 Fund Investor Class
2.12%2.03%2.01%1.95%2.03%1.92%1.95%14.88%2.26%1.89%2.00%2.01%

Drawdowns

VTIVX vs. FIOFX - Drawdown Comparison

The maximum VTIVX drawdown since its inception was -51.69%, which is greater than FIOFX's maximum drawdown of -30.72%. Use the drawdown chart below to compare losses from any high point for VTIVX and FIOFX.


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Drawdown Indicators


VTIVXFIOFXDifference

Max Drawdown

Largest peak-to-trough decline

-51.69%

-30.72%

-20.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-10.83%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-26.22%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-31.42%

-30.72%

-0.70%

Current Drawdown

Current decline from peak

-8.30%

-8.87%

+0.57%

Average Drawdown

Average peak-to-trough decline

-6.37%

-4.18%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.32%

-0.20%

Volatility

VTIVX vs. FIOFX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2045 Fund (VTIVX) is 4.36%, while Fidelity Freedom Index 2045 Fund Investor Class (FIOFX) has a volatility of 4.89%. This indicates that VTIVX experiences smaller price fluctuations and is considered to be less risky than FIOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIVXFIOFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.89%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

8.63%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

15.15%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

14.25%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

15.08%

-0.33%