FGRTX vs. FR
Compare and contrast key facts about Fidelity Mega Cap Stock Fund (FGRTX) and First Industrial Realty Trust, Inc. (FR).
FGRTX is managed by Fidelity. It was launched on Dec 28, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FGRTX or FR.
Performance
FGRTX vs. FR - Performance Comparison
Returns By Period
In the year-to-date period, FGRTX achieves a 26.53% return, which is significantly higher than FR's 1.75% return. Both investments have delivered pretty close results over the past 10 years, with FGRTX having a 12.99% annualized return and FR not far ahead at 13.50%.
FGRTX
26.53%
0.73%
10.07%
33.66%
16.86%
12.99%
FR
1.75%
-6.19%
10.71%
21.16%
7.11%
13.50%
Key characteristics
| FGRTX | FR | |
|---|---|---|
| Sharpe Ratio | 2.94 | 0.98 |
| Sortino Ratio | 3.97 | 1.46 |
| Omega Ratio | 1.56 | 1.19 |
| Calmar Ratio | 4.14 | 0.69 |
| Martin Ratio | 21.05 | 2.91 |
| Ulcer Index | 1.62% | 7.10% |
| Daily Std Dev | 11.55% | 21.13% |
| Max Drawdown | -57.06% | -95.42% |
| Current Drawdown | -1.92% | -15.02% |
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Correlation
The correlation between FGRTX and FR is 0.50, 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.
Risk-Adjusted Performance
FGRTX vs. FR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Mega Cap Stock Fund (FGRTX) and First Industrial Realty Trust, Inc. (FR). 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.
Dividends
FGRTX vs. FR - Dividend Comparison
FGRTX's dividend yield for the trailing twelve months is around 0.96%, less than FR's 2.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGRTX Fidelity Mega Cap Stock Fund | 0.96% | 1.06% | 1.34% | 1.76% | 2.87% | 2.01% | 2.22% | 1.57% | 1.48% | 4.07% | 5.39% | 3.20% |
FR First Industrial Realty Trust, Inc. | 2.73% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.02% | 2.67% | 2.71% | 2.31% | 2.00% | 1.95% |
Drawdowns
FGRTX vs. FR - Drawdown Comparison
The maximum FGRTX drawdown since its inception was -57.06%, smaller than the maximum FR drawdown of -95.42%. Use the drawdown chart below to compare losses from any high point for FGRTX and FR. For additional features, visit the drawdowns tool.
Volatility
FGRTX vs. FR - Volatility Comparison
The current volatility for Fidelity Mega Cap Stock Fund (FGRTX) is 3.60%, while First Industrial Realty Trust, Inc. (FR) has a volatility of 5.12%. This indicates that FGRTX experiences smaller price fluctuations and is considered to be less risky than FR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.