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

Key characteristics


FFRVNQ

Correlation

-0.50.00.51.00.8

The correlation between FFR and VNQ is 0.76, 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.

Performance

FFR vs. VNQ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
39.56%
135.40%
FFR
VNQ

Compare stocks, funds, or ETFs

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


First Trust FTSE EPRA/NAREIT Developed Markets Real Estate

Vanguard Real Estate ETF

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 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.


FFR
Sharpe ratio
The chart of Sharpe ratio for FFR, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.005.000.26
Sortino ratio
The chart of Sortino ratio for FFR, currently valued at 0.50, compared to the broader market-2.000.002.004.006.008.000.50
Omega ratio
The chart of Omega ratio for FFR, currently valued at 1.07, compared to the broader market0.501.001.502.002.501.07
Calmar ratio
The chart of Calmar ratio for FFR, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.000.13
Martin ratio
The chart of Martin ratio for FFR, currently valued at 0.77, compared to the broader market0.0020.0040.0060.000.77
VNQ
Sharpe ratio
The chart of Sharpe ratio for VNQ, currently valued at -0.02, compared to the broader market-1.000.001.002.003.004.005.00-0.02
Sortino ratio
The chart of Sortino ratio for VNQ, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.000.11
Omega ratio
The chart of Omega ratio for VNQ, currently valued at 1.01, compared to the broader market0.501.001.502.002.501.01
Calmar ratio
The chart of Calmar ratio for VNQ, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00-0.01
Martin ratio
The chart of Martin ratio for VNQ, currently valued at -0.05, compared to the broader market0.0020.0040.0060.00-0.05

FFR vs. VNQ - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.600.80NovemberDecember2024FebruaryMarchApril
0.26
-0.02
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 4.34%.


TTM20232022202120202019201820172016201520142013
FFR
First Trust FTSE EPRA/NAREIT Developed Markets Real Estate
2.13%2.32%1.78%2.64%0.79%4.97%3.38%2.51%3.50%1.45%3.27%2.84%
VNQ
Vanguard Real Estate ETF
4.34%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

FFR vs. VNQ - Drawdown Comparison


-30.00%-25.00%-20.00%NovemberDecember2024FebruaryMarchApril
-21.67%
-25.04%
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 5.99%. 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%10.00%NovemberDecember2024FebruaryMarchApril0
5.99%
FFR
VNQ