PortfoliosLab logoPortfoliosLab logo
FIS vs. FREL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIS vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity National Information Services, Inc. (FIS) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FIS vs. FREL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIS
Fidelity National Information Services, Inc.
-28.81%-15.85%36.96%-8.21%-36.46%-21.90%2.71%37.19%10.32%26.04%
FREL
Fidelity MSCI Real Estate Index ETF
0.98%3.09%5.05%11.74%-26.21%40.46%-4.99%28.78%-4.52%8.86%

Returns By Period

In the year-to-date period, FIS achieves a -28.81% return, which is significantly lower than FREL's 0.98% return. Over the past 10 years, FIS has underperformed FREL with an annualized return of -1.49%, while FREL has yielded a comparatively higher 5.16% annualized return.


FIS

1D
-1.14%
1M
-7.16%
YTD
-28.81%
6M
-27.81%
1Y
-35.57%
3Y*
-2.29%
5Y*
-18.21%
10Y*
-1.49%

FREL

1D
1.43%
1M
-6.56%
YTD
0.98%
6M
-1.57%
1Y
1.45%
3Y*
6.30%
5Y*
2.68%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

FIS vs. FREL — Risk / Return Rank

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

FIS
FIS Risk / Return Rank: 66
Overall Rank
FIS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FIS Sortino Ratio Rank: 44
Sortino Ratio Rank
FIS Omega Ratio Rank: 55
Omega Ratio Rank
FIS Calmar Ratio Rank: 1212
Calmar Ratio Rank
FIS Martin Ratio Rank: 66
Martin Ratio Rank

FREL
FREL Risk / Return Rank: 1616
Overall Rank
FREL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 1414
Sortino Ratio Rank
FREL Omega Ratio Rank: 1414
Omega Ratio Rank
FREL Calmar Ratio Rank: 1717
Calmar Ratio Rank
FREL Martin Ratio Rank: 1818
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.

FIS vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity National Information Services, Inc. (FIS) and Fidelity MSCI Real Estate Index ETF (FREL). 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.


FISFRELDifference

Sharpe ratio

Return per unit of total volatility

-1.20

0.09

-1.28

Sortino ratio

Return per unit of downside risk

-1.69

0.24

-1.93

Omega ratio

Gain probability vs. loss probability

0.79

1.03

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.82

0.20

-1.01

Martin ratio

Return relative to average drawdown

-1.66

0.77

-2.43

FIS vs. FREL - Sharpe Ratio Comparison

The current FIS Sharpe Ratio is -1.20, which is lower than the FREL Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FIS and FREL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FISFRELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.20

0.09

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.56

0.14

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.25

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.23

0.00

Correlation

The correlation between FIS and FREL is 0.48, 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

FIS vs. FREL - Dividend Comparison

FIS's dividend yield for the trailing twelve months is around 3.50%, less than FREL's 3.56% yield.


TTM20252024202320222021202020192018201720162015
FIS
Fidelity National Information Services, Inc.
3.50%2.41%1.78%3.46%2.77%1.43%0.99%1.01%1.25%1.23%1.37%1.72%
FREL
Fidelity MSCI Real Estate Index ETF
3.56%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%

Drawdowns

FIS vs. FREL - Drawdown Comparison

The maximum FIS drawdown since its inception was -67.88%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for FIS and FREL.


Loading graphics...

Drawdown Indicators


FISFRELDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-42.61%

-25.27%

Max Drawdown (1Y)

Largest decline over 1 year

-42.49%

-12.42%

-30.07%

Max Drawdown (5Y)

Largest decline over 5 years

-67.88%

-34.40%

-33.48%

Max Drawdown (10Y)

Largest decline over 10 years

-67.88%

-42.61%

-25.27%

Current Drawdown

Current decline from peak

-66.13%

-9.83%

-56.30%

Average Drawdown

Average peak-to-trough decline

-19.34%

-10.05%

-9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.90%

3.19%

+17.71%

Volatility

FIS vs. FREL - Volatility Comparison

Fidelity National Information Services, Inc. (FIS) has a higher volatility of 5.89% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.55%. This indicates that FIS's price experiences larger fluctuations and is considered to be riskier than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FISFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

4.55%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

20.45%

9.29%

+11.16%

Volatility (1Y)

Calculated over the trailing 1-year period

29.90%

16.41%

+13.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.71%

18.85%

+13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.55%

20.67%

+8.88%