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VTTVX vs. FQIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTTVX vs. FQIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2025 Fund (VTTVX) and Fidelity Freedom Index 2025 Fund Investor Class (FQIFX). The values are adjusted to include any dividend payments, if applicable.

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VTTVX vs. FQIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTTVX
Vanguard Target Retirement 2025 Fund
-2.21%14.63%9.23%14.76%-15.57%9.78%13.31%19.63%-5.14%13.68%
FQIFX
Fidelity Freedom Index 2025 Fund Investor Class
-2.31%14.84%8.49%13.88%-16.54%9.52%13.56%19.63%-4.51%15.15%

Returns By Period

The year-to-date returns for both stocks are quite close, with VTTVX having a -2.21% return and FQIFX slightly lower at -2.31%. Both investments have delivered pretty close results over the past 10 years, with VTTVX having a 7.26% annualized return and FQIFX not far behind at 7.21%.


VTTVX

1D
0.05%
1M
-5.38%
YTD
-2.21%
6M
-0.23%
1Y
11.38%
3Y*
10.10%
5Y*
5.04%
10Y*
7.26%

FQIFX

1D
0.20%
1M
-5.70%
YTD
-2.31%
6M
-0.42%
1Y
10.87%
3Y*
9.49%
5Y*
4.55%
10Y*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTTVX vs. FQIFX - Expense Ratio Comparison

VTTVX has a 0.08% expense ratio, which is lower than FQIFX'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

VTTVX vs. FQIFX — Risk / Return Rank

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

VTTVX
VTTVX Risk / Return Rank: 7878
Overall Rank
VTTVX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 7979
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 7575
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 7979
Martin Ratio Rank

FQIFX
FQIFX Risk / Return Rank: 7070
Overall Rank
FQIFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FQIFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FQIFX Omega Ratio Rank: 6969
Omega Ratio Rank
FQIFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FQIFX Martin Ratio Rank: 7272
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.

VTTVX vs. FQIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2025 Fund (VTTVX) and Fidelity Freedom Index 2025 Fund Investor Class (FQIFX). 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.


VTTVXFQIFXDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.21

+0.16

Sortino ratio

Return per unit of downside risk

1.95

1.73

+0.22

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratio

Return relative to maximum drawdown

1.77

1.55

+0.23

Martin ratio

Return relative to average drawdown

7.76

6.80

+0.96

VTTVX vs. FQIFX - Sharpe Ratio Comparison

The current VTTVX Sharpe Ratio is 1.37, which is comparable to the FQIFX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of VTTVX and FQIFX, 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


VTTVXFQIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.21

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.48

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.73

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.65

-0.12

Correlation

The correlation between VTTVX and FQIFX 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

VTTVX vs. FQIFX - Dividend Comparison

VTTVX's dividend yield for the trailing twelve months is around 7.55%, more than FQIFX's 5.04% yield.


TTM20252024202320222021202020192018201720162015
VTTVX
Vanguard Target Retirement 2025 Fund
7.55%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%
FQIFX
Fidelity Freedom Index 2025 Fund Investor Class
5.04%4.92%3.36%2.37%2.64%2.10%2.38%13.76%2.31%1.83%1.88%1.93%

Drawdowns

VTTVX vs. FQIFX - Drawdown Comparison

The maximum VTTVX drawdown since its inception was -46.03%, which is greater than FQIFX's maximum drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for VTTVX and FQIFX.


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Drawdown Indicators


VTTVXFQIFXDifference

Max Drawdown

Largest peak-to-trough decline

-46.03%

-22.66%

-23.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.08%

-6.77%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

-22.66%

+1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-22.51%

-22.66%

+0.15%

Current Drawdown

Current decline from peak

-5.52%

-5.79%

+0.27%

Average Drawdown

Average peak-to-trough decline

-5.09%

-3.92%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.54%

-0.15%

Volatility

VTTVX vs. FQIFX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2025 Fund (VTTVX) is 2.99%, while Fidelity Freedom Index 2025 Fund Investor Class (FQIFX) has a volatility of 3.32%. This indicates that VTTVX experiences smaller price fluctuations and is considered to be less risky than FQIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTTVXFQIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

3.32%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

5.01%

5.36%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

8.43%

9.18%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.04%

9.49%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.91%

9.86%

+0.05%