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FELG vs. FREL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FELG vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Enhanced Large Cap Growth ETF (FELG) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FELG achieves a 2.26% return, which is significantly lower than FREL's 11.53% return.


FELG

1D
-1.73%
1M
-3.56%
YTD
2.26%
6M
0.98%
1Y
20.00%
3Y*
5Y*
10Y*

FREL

1D
1.38%
1M
1.09%
YTD
11.53%
6M
11.94%
1Y
11.39%
3Y*
11.20%
5Y*
2.76%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FELG vs. FREL - Yearly Performance Comparison


2026 (YTD)202520242023
FELG
Fidelity Enhanced Large Cap Growth ETF
2.26%18.44%35.45%4.37%
FREL
Fidelity MSCI Real Estate Index ETF
11.53%3.09%5.05%12.90%

Correlation

The correlation between FELG and FREL is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2023

0.21

The correlation between FELG and FREL shifts across timeframes, from 0.08 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FELG vs. FREL — Risk / Return Rank

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

FELG
FELG Risk / Return Rank: 3232
Overall Rank
FELG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FELG Sortino Ratio Rank: 3434
Sortino Ratio Rank
FELG Omega Ratio Rank: 3434
Omega Ratio Rank
FELG Calmar Ratio Rank: 2626
Calmar Ratio Rank
FELG Martin Ratio Rank: 3030
Martin Ratio Rank

FREL
FREL Risk / Return Rank: 2626
Overall Rank
FREL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 2222
Sortino Ratio Rank
FREL Omega Ratio Rank: 2222
Omega Ratio Rank
FREL Calmar Ratio Rank: 2828
Calmar Ratio Rank
FREL Martin Ratio Rank: 3131
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.

FELG vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Growth ETF (FELG) and Fidelity MSCI Real Estate Index ETF (FREL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FELGFRELDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratioReturn relative to maximum drawdown

1.24

1.35

-0.11

Martin ratioReturn relative to average drawdown

4.14

4.23

-0.09

FELG vs. FREL - Sharpe Ratio Comparison

The current FELG Sharpe Ratio is 1.24, which is higher than the FREL Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FELG and FREL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FELG vs. FREL - Drawdown Comparison

The maximum FELG drawdown since its inception was -23.89%, smaller than the maximum FREL drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for FELG and FREL.


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Drawdown Indicators


FELGFRELDifference

Max Drawdown

Largest peak-to-trough decline

-23.89%

-42.61%

+18.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

-8.45%

-7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-17.54%

Max Drawdown (5Y)

Largest decline over 5 years

-34.40%

Max Drawdown (10Y)

Largest decline over 10 years

-42.61%

Current Drawdown

Current decline from peak

-6.32%

-0.77%

-5.55%

Average Drawdown

Average peak-to-trough decline

-3.54%

-9.91%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

2.70%

+2.14%

Volatility

FELG vs. FREL - Volatility Comparison

Fidelity Enhanced Large Cap Growth ETF (FELG) has a higher volatility of 6.15% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 5.15%. This indicates that FELG's price experiences larger fluctuations and is considered to be riskier than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FELGFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

5.15%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

10.21%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

13.84%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

18.90%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

20.72%

-0.72%

FELG vs. FREL - Expense Ratio Comparison

FELG has a 0.18% expense ratio, which is higher than FREL's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FELG vs. FREL - Dividend Comparison

FELG's dividend yield for the trailing twelve months is around 0.36%, less than FREL's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
FELG
Fidelity Enhanced Large Cap Growth ETF
0.36%0.38%0.44%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FREL
Fidelity MSCI Real Estate Index ETF
3.28%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%

Frequently Asked Questions


FELG and FREL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FELG has higher volatility (6.15%) compared to FREL (5.15%). In terms of maximum drawdown, FELG dropped -23.89% vs FREL's -42.61%.

On 1-year performance, FELG leads with 20.00% vs 11.39% for FREL. On fees, FREL is cheaper at 0.08% per year. On volatility, FREL has been the lower-risk option at 5.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FELG has performed better with a 20.00% return vs 11.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FREL is cheaper with a 0.08% expense ratio, compared with 0.18% for FELG.

FREL has the higher dividend yield at 3.28%, compared with 0.36% for FELG.

FELG is categorized as Large Cap Growth Equities, while FREL is REIT. Their fees differ too: 0.18% for FELG and 0.08% for FREL.

FELG currently has the higher Sharpe Ratio (1.24 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FELG and FREL

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