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FFR vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFR and VNQ is 0.75, 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.


-0.50.00.51.00.7

Performance

FFR vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust FTSE EPRA/NAREIT Developed Markets Real Estate (FFR) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February0
-1.55%
FFR
VNQ

Key characteristics

Returns By Period


FFR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VNQ

YTD

2.87%

1M

1.37%

6M

-1.56%

1Y

12.34%

5Y*

2.42%

10Y*

5.03%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFR vs. VNQ - Expense Ratio Comparison

FFR has a 0.60% expense ratio, which is higher than VNQ's 0.12% expense ratio.


FFR
First Trust FTSE EPRA/NAREIT Developed Markets Real Estate
Expense ratio chart for FFR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

FFR vs. VNQ — Risk-Adjusted Performance Rank

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

FFR
The Risk-Adjusted Performance Rank of FFR is 5252
Overall Rank
The Sharpe Ratio Rank of FFR is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FFR is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FFR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FFR is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FFR is 7878
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 3131
Overall Rank
The Sharpe Ratio Rank of VNQ is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFR vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust FTSE EPRA/NAREIT Developed Markets Real Estate (FFR) and Vanguard Real Estate ETF (VNQ). 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.


Sharpe ratio
No data
The chart of Calmar ratio for FFR, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.000.51
FFR
VNQ


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.00
0.83
FFR
VNQ

Dividends

FFR vs. VNQ - Dividend Comparison

FFR has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 3.75%.


TTM20242023202220212020201920182017201620152014
FFR
First Trust FTSE EPRA/NAREIT Developed Markets Real Estate
0.00%1.00%2.32%1.78%2.64%0.79%4.97%3.38%2.51%3.50%1.45%3.27%
VNQ
Vanguard Real Estate ETF
3.75%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

FFR vs. VNQ - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-21.67%
-11.06%
FFR
VNQ

Volatility

FFR vs. VNQ - Volatility Comparison

The current volatility for First Trust FTSE EPRA/NAREIT Developed Markets Real Estate (FFR) is 0.00%, while Vanguard Real Estate ETF (VNQ) has a volatility of 3.68%. This indicates that FFR experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February0
3.68%
FFR
VNQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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