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VTTHX vs. FFTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTTHX and FFTHX is 0.97, 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

VTTHX vs. FFTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2035 Fund (VTTHX) and Fidelity Freedom 2035 Fund (FFTHX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.27%
2.69%
VTTHX
FFTHX

Key characteristics

Sharpe Ratio

VTTHX:

1.33

FFTHX:

1.19

Sortino Ratio

VTTHX:

1.90

FFTHX:

1.70

Omega Ratio

VTTHX:

1.25

FFTHX:

1.21

Calmar Ratio

VTTHX:

2.44

FFTHX:

0.62

Martin Ratio

VTTHX:

8.04

FFTHX:

7.28

Ulcer Index

VTTHX:

1.53%

FFTHX:

1.54%

Daily Std Dev

VTTHX:

9.21%

FFTHX:

9.43%

Max Drawdown

VTTHX:

-51.76%

FFTHX:

-50.94%

Current Drawdown

VTTHX:

-3.44%

FFTHX:

-7.76%

Returns By Period

In the year-to-date period, VTTHX achieves a 11.33% return, which is significantly higher than FFTHX's 10.49% return. Over the past 10 years, VTTHX has outperformed FFTHX with an annualized return of 7.44%, while FFTHX has yielded a comparatively lower 3.74% annualized return.


VTTHX

YTD

11.33%

1M

-0.96%

6M

4.05%

1Y

13.22%

5Y*

7.24%

10Y*

7.44%

FFTHX

YTD

10.49%

1M

-1.35%

6M

2.43%

1Y

12.23%

5Y*

2.44%

10Y*

3.74%

Compare stocks, funds, or ETFs

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


VTTHX vs. FFTHX - Expense Ratio Comparison

VTTHX has a 0.08% expense ratio, which is lower than FFTHX's 0.71% expense ratio.


FFTHX
Fidelity Freedom 2035 Fund
Expense ratio chart for FFTHX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for VTTHX: 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

VTTHX vs. FFTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2035 Fund (VTTHX) and Fidelity Freedom 2035 Fund (FFTHX). 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 VTTHX, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.001.331.19
The chart of Sortino ratio for VTTHX, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.901.70
The chart of Omega ratio for VTTHX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.21
The chart of Calmar ratio for VTTHX, currently valued at 2.44, compared to the broader market0.002.004.006.008.0010.0012.0014.002.440.62
The chart of Martin ratio for VTTHX, currently valued at 8.04, compared to the broader market0.0020.0040.0060.008.047.28
VTTHX
FFTHX

The current VTTHX Sharpe Ratio is 1.33, which is comparable to the FFTHX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of VTTHX and FFTHX, 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
1.33
1.19
VTTHX
FFTHX

Dividends

VTTHX vs. FFTHX - Dividend Comparison

VTTHX's dividend yield for the trailing twelve months is around 2.22%, more than FFTHX's 1.51% yield.


TTM20232022202120202019201820172016201520142013
VTTHX
Vanguard Target Retirement 2035 Fund
2.22%2.47%2.08%2.34%1.62%2.33%2.47%1.98%2.01%2.20%2.06%1.91%
FFTHX
Fidelity Freedom 2035 Fund
1.51%1.60%2.27%2.30%1.06%1.53%1.67%1.12%1.40%4.20%9.03%7.08%

Drawdowns

VTTHX vs. FFTHX - Drawdown Comparison

The maximum VTTHX drawdown since its inception was -51.76%, roughly equal to the maximum FFTHX drawdown of -50.94%. Use the drawdown chart below to compare losses from any high point for VTTHX and FFTHX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.44%
-7.76%
VTTHX
FFTHX

Volatility

VTTHX vs. FFTHX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2035 Fund (VTTHX) is 2.53%, while Fidelity Freedom 2035 Fund (FFTHX) has a volatility of 2.69%. This indicates that VTTHX experiences smaller price fluctuations and is considered to be less risky than FFTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.53%
2.69%
VTTHX
FFTHX
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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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