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FESIX vs. VGSR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FESIX vs. VGSR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Real Estate Index Fund (FESIX) and Vert Global Sustainable Real Estate ETF (VGSR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FESIX achieves a 8.73% return, which is significantly lower than VGSR's 10.37% return.


FESIX

1D
0.00%
1M
-1.24%
YTD
8.73%
6M
9.16%
1Y
10.17%
3Y*
8.46%
5Y*
2.37%
10Y*

VGSR

1D
0.86%
1M
0.98%
YTD
10.37%
6M
11.16%
1Y
12.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FESIX vs. VGSR - Yearly Performance Comparison


2026 (YTD)202520242023
FESIX
Fidelity SAI Real Estate Index Fund
8.73%3.09%4.80%6.76%
VGSR
Vert Global Sustainable Real Estate ETF
10.37%6.31%5.59%7.06%

Correlation

The correlation between FESIX and VGSR is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2023

0.89

The correlation between FESIX and VGSR has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

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Return for Risk

FESIX vs. VGSR — Risk / Return Rank

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

FESIX
FESIX Risk / Return Rank: 1111
Overall Rank
FESIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FESIX Sortino Ratio Rank: 99
Sortino Ratio Rank
FESIX Omega Ratio Rank: 99
Omega Ratio Rank
FESIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FESIX Martin Ratio Rank: 1414
Martin Ratio Rank

VGSR
VGSR Risk / Return Rank: 2727
Overall Rank
VGSR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VGSR Sortino Ratio Rank: 2626
Sortino Ratio Rank
VGSR Omega Ratio Rank: 2626
Omega Ratio Rank
VGSR Calmar Ratio Rank: 2727
Calmar Ratio Rank
VGSR 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.

FESIX vs. VGSR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Real Estate Index Fund (FESIX) and Vert Global Sustainable Real Estate ETF (VGSR). 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.


FESIXVGSRDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratioReturn relative to maximum drawdown

1.22

1.28

-0.06

Martin ratioReturn relative to average drawdown

3.76

4.24

-0.47

FESIX vs. VGSR - Sharpe Ratio Comparison

The current FESIX Sharpe Ratio is 0.74, which is comparable to the VGSR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FESIX and VGSR, 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

FESIX vs. VGSR - Drawdown Comparison

The maximum FESIX drawdown since its inception was -44.22%, which is greater than VGSR's maximum drawdown of -18.33%. Use the drawdown chart below to compare losses from any high point for FESIX and VGSR.


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Drawdown Indicators


FESIXVGSRDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-18.33%

-25.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-9.74%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-17.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.51%

Current Drawdown

Current decline from peak

-3.41%

-1.40%

-2.01%

Average Drawdown

Average peak-to-trough decline

-11.34%

-3.89%

-7.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.93%

-0.22%

Volatility

FESIX vs. VGSR - Volatility Comparison

Fidelity SAI Real Estate Index Fund (FESIX) has a higher volatility of 5.18% compared to Vert Global Sustainable Real Estate ETF (VGSR) at 3.72%. This indicates that FESIX's price experiences larger fluctuations and is considered to be riskier than VGSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FESIXVGSRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

3.72%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

9.97%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.78%

12.95%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

15.08%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

15.08%

+6.65%

FESIX vs. VGSR - Expense Ratio Comparison

FESIX has a 0.07% expense ratio, which is lower than VGSR's 0.45% expense ratio.


Dividends

FESIX vs. VGSR - Dividend Comparison

FESIX's dividend yield for the trailing twelve months is around 2.91%, less than VGSR's 3.39% yield.


PositionTTM202520242023202220212020201920182017
FESIX
Fidelity SAI Real Estate Index Fund
2.91%3.09%52.40%3.87%55.39%5.01%2.71%3.78%3.15%2.21%
VGSR
Vert Global Sustainable Real Estate ETF
3.39%3.41%3.79%2.64%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FESIX and VGSR have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FESIX has higher volatility (5.18%) compared to VGSR (3.72%). In terms of maximum drawdown, FESIX dropped -44.22% vs VGSR's -18.33%.

VGSR currently has the higher Sharpe Ratio (0.96 vs 0.74), 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.

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