FFNOX vs. VRTPX
Compare and contrast key facts about Fidelity Multi-Asset Index Fund (FFNOX) and Vanguard Real Estate II Index Fund (VRTPX).
FFNOX is managed by Fidelity. It was launched on Jun 29, 1999. VRTPX is managed by Vanguard. It was launched on Sep 26, 2017.
Performance
FFNOX vs. VRTPX - Performance Comparison
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FFNOX vs. VRTPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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*
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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
FFNOX
VRTPX
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.
| FFNOX | VRTPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.08 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.58 | 0.22 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.03 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.09 | +1.27 |
Martin ratioReturn relative to average drawdown | 6.23 | 0.37 | +5.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFNOX | VRTPX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FFNOX | VRTPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.60% | -11.56% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -11.55% | +2.80% |
Ulcer IndexDepth 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
| FFNOX | VRTPX | Difference | |
|---|---|---|---|
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% |