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FFNOX vs. VRTPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNOX vs. VRTPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Multi-Asset Index Fund (FFNOX) and Vanguard Real Estate II Index Fund (VRTPX). The values are adjusted to include any dividend payments, if applicable.

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FFNOX vs. VRTPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFNOX
Fidelity Multi-Asset Index Fund
-3.78%20.18%13.05%19.29%-18.02%17.05%16.30%25.09%-6.58%3.80%
VRTPX
Vanguard Real Estate II Index Fund
-0.21%2.22%3.72%13.17%-26.14%40.37%-4.65%28.96%-5.99%1.37%

Returns By Period

In the year-to-date period, FFNOX achieves a -3.78% return, which is significantly lower than VRTPX's -0.21% return.


FFNOX

1D
-0.16%
1M
-8.18%
YTD
-3.78%
6M
-1.17%
1Y
15.66%
3Y*
13.45%
5Y*
7.51%
10Y*
9.90%

VRTPX

1D
0.38%
1M
-7.71%
YTD
-0.21%
6M
-2.58%
1Y
0.37%
3Y*
5.57%
5Y*
2.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNOX vs. VRTPX - Expense Ratio Comparison

FFNOX has a 0.11% expense ratio, which is higher than VRTPX'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%.


Return for Risk

FFNOX vs. VRTPX — Risk / Return Rank

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

FFNOX
FFNOX Risk / Return Rank: 6363
Overall Rank
FFNOX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FFNOX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FFNOX Omega Ratio Rank: 6363
Omega Ratio Rank
FFNOX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FFNOX Martin Ratio Rank: 6666
Martin Ratio Rank

VRTPX
VRTPX Risk / Return Rank: 77
Overall Rank
VRTPX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VRTPX Sortino Ratio Rank: 66
Sortino Ratio Rank
VRTPX Omega Ratio Rank: 66
Omega Ratio Rank
VRTPX Calmar Ratio Rank: 88
Calmar Ratio Rank
VRTPX Martin Ratio Rank: 88
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.

FFNOX vs. VRTPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Multi-Asset Index Fund (FFNOX) and Vanguard Real Estate II Index Fund (VRTPX). 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.


FFNOXVRTPXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.08

+1.01

Sortino ratio

Return per unit of downside risk

1.58

0.22

+1.37

Omega ratio

Gain probability vs. loss probability

1.23

1.03

+0.20

Calmar ratio

Return relative to maximum drawdown

1.36

0.09

+1.27

Martin ratio

Return relative to average drawdown

6.23

0.37

+5.87

FFNOX vs. VRTPX - Sharpe Ratio Comparison

The current FFNOX Sharpe Ratio is 1.08, which is higher than the VRTPX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of FFNOX and VRTPX, 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


FFNOXVRTPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.08

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.14

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.21

+0.20

Correlation

The correlation between FFNOX and VRTPX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFNOX vs. VRTPX - Dividend Comparison

FFNOX's dividend yield for the trailing twelve months is around 3.82%, less than VRTPX's 3.91% yield.


TTM20252024202320222021202020192018201720162015
FFNOX
Fidelity Multi-Asset Index Fund
3.82%3.68%6.43%3.18%7.14%5.71%2.87%2.96%2.90%0.64%2.50%0.70%
VRTPX
Vanguard Real Estate II Index Fund
3.91%2.79%3.80%3.93%4.52%2.58%3.92%3.50%4.77%1.32%0.00%0.00%

Drawdowns

FFNOX vs. VRTPX - Drawdown Comparison

The maximum FFNOX drawdown since its inception was -49.84%, which is greater than VRTPX's maximum drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for FFNOX and VRTPX.


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Drawdown Indicators


FFNOXVRTPXDifference

Max Drawdown

Largest peak-to-trough decline

-49.84%

-42.33%

-7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-12.41%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-34.35%

+8.31%

Max Drawdown (10Y)

Largest decline over 10 years

-29.93%

Current Drawdown

Current decline from peak

-8.60%

-11.56%

+2.96%

Average Drawdown

Average peak-to-trough decline

-8.75%

-11.55%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

3.15%

-0.89%

Volatility

FFNOX vs. VRTPX - Volatility Comparison

Fidelity Multi-Asset Index Fund (FFNOX) has a higher volatility of 4.81% compared to Vanguard Real Estate II Index Fund (VRTPX) at 4.15%. This indicates that FFNOX's price experiences larger fluctuations and is considered to be riskier than VRTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFNOXVRTPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

4.15%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

9.12%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

14.47%

16.32%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.64%

18.89%

-5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

21.92%

-7.42%