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VTTHX vs. FIHFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTTHX vs. FIHFX - Performance Comparison

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

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VTTHX vs. FIHFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTTHX
Vanguard Target Retirement 2035 Fund
-3.07%17.55%11.56%17.37%-16.64%12.96%14.80%22.44%-6.57%16.81%
FIHFX
Fidelity Freedom Index 2035 Fund Investor Class
-2.97%17.32%11.22%17.25%-17.49%13.73%15.54%24.87%-6.77%20.35%

Returns By Period

The year-to-date returns for both investments are quite close, with VTTHX having a -3.07% return and FIHFX slightly higher at -2.97%. Over the past 10 years, VTTHX has underperformed FIHFX with an annualized return of 8.73%, while FIHFX has yielded a comparatively higher 9.35% annualized return.


VTTHX

1D
-0.11%
1M
-6.88%
YTD
-3.07%
6M
-0.64%
1Y
13.90%
3Y*
12.09%
5Y*
6.37%
10Y*
8.73%

FIHFX

1D
0.08%
1M
-6.68%
YTD
-2.97%
6M
-0.61%
1Y
13.30%
3Y*
11.78%
5Y*
6.19%
10Y*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTTHX vs. FIHFX - Expense Ratio Comparison

VTTHX has a 0.08% expense ratio, which is lower than FIHFX'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

VTTHX vs. FIHFX — Risk / Return Rank

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

VTTHX
VTTHX Risk / Return Rank: 7373
Overall Rank
VTTHX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VTTHX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VTTHX Omega Ratio Rank: 7171
Omega Ratio Rank
VTTHX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VTTHX Martin Ratio Rank: 7575
Martin Ratio Rank

FIHFX
FIHFX Risk / Return Rank: 6969
Overall Rank
FIHFX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FIHFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FIHFX Omega Ratio Rank: 6969
Omega Ratio Rank
FIHFX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FIHFX Martin Ratio Rank: 7171
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.

VTTHX vs. FIHFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2035 Fund (VTTHX) and Fidelity Freedom Index 2035 Fund Investor Class (FIHFX). 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.


VTTHXFIHFXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.18

+0.07

Sortino ratio

Return per unit of downside risk

1.80

1.71

+0.09

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.60

1.47

+0.13

Martin ratio

Return relative to average drawdown

7.13

6.74

+0.40

VTTHX vs. FIHFX - Sharpe Ratio Comparison

The current VTTHX Sharpe Ratio is 1.25, which is comparable to the FIHFX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of VTTHX and FIHFX, 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


VTTHXFIHFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.18

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.52

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.70

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.67

-0.16

Correlation

The correlation between VTTHX and FIHFX 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

VTTHX vs. FIHFX - Dividend Comparison

VTTHX's dividend yield for the trailing twelve months is around 3.05%, more than FIHFX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
VTTHX
Vanguard Target Retirement 2035 Fund
3.05%2.96%3.12%2.47%2.71%19.52%2.50%2.33%2.69%0.16%2.77%4.67%
FIHFX
Fidelity Freedom Index 2035 Fund Investor Class
2.86%2.77%2.50%2.10%2.14%1.93%2.15%16.14%2.21%1.81%1.95%2.03%

Drawdowns

VTTHX vs. FIHFX - Drawdown Comparison

The maximum VTTHX drawdown since its inception was -51.76%, which is greater than FIHFX's maximum drawdown of -28.42%. Use the drawdown chart below to compare losses from any high point for VTTHX and FIHFX.


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Drawdown Indicators


VTTHXFIHFXDifference

Max Drawdown

Largest peak-to-trough decline

-51.76%

-28.42%

-23.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-8.38%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-24.84%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-27.15%

-28.42%

+1.27%

Current Drawdown

Current decline from peak

-7.17%

-6.92%

-0.25%

Average Drawdown

Average peak-to-trough decline

-6.13%

-4.02%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.83%

-0.03%

Volatility

VTTHX vs. FIHFX - Volatility Comparison

Vanguard Target Retirement 2035 Fund (VTTHX) and Fidelity Freedom Index 2035 Fund Investor Class (FIHFX) have volatilities of 3.81% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTTHXFIHFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.88%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

6.60%

6.52%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.21%

11.41%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.30%

11.87%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.43%

13.35%

-0.92%