FIS vs. FREL
FIS (Fidelity National Information Services, Inc.) is a stock, while FREL (Fidelity MSCI Real Estate Index ETF) is REIT fund tracking the MSCI USA IMI Real Estate Index. Over the past 10 years, FIS returned -4.34%/yr vs 5.83%/yr for FREL. At a 0.47 correlation, their price movements are largely independent.
Performance
FIS vs. FREL - Performance Comparison
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Returns By Period
In the year-to-date period, FIS achieves a -42.10% return, which is significantly lower than FREL's 10.01% return. Over the past 10 years, FIS has underperformed FREL with an annualized return of -4.34%, while FREL has yielded a comparatively higher 5.83% annualized return.
FIS
- 1D
- -1.28%
- 1M
- -12.42%
- YTD
- -42.10%
- 6M
- -42.47%
- 1Y
- -51.43%
- 3Y*
- -8.19%
- 5Y*
- -21.70%
- 10Y*
- -4.34%
FREL
- 1D
- 0.96%
- 1M
- -0.29%
- YTD
- 10.01%
- 6M
- 10.30%
- 1Y
- 11.38%
- 3Y*
- 10.69%
- 5Y*
- 2.43%
- 10Y*
- 5.83%
FIS vs. FREL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | -42.10% | -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 | 10.01% | 3.09% | 5.05% | 11.74% | -26.21% | 40.46% | -4.99% | 28.78% | -4.52% | 8.86% |
Correlation
The correlation between FIS and FREL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2015 | 0.47 |
The correlation between FIS and FREL shifts across timeframes, from 0.27 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FIS vs. FREL — Risk / Return Rank
FIS
FREL
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIS | FREL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.15 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 1.35 | -2.33 |
| Martin ratioReturn relative to average drawdown | -1.72 | 4.23 | -5.95 |
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Drawdowns
FIS vs. FREL - Drawdown Comparison
The maximum FIS drawdown since its inception was -72.46%, 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.
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Drawdown Indicators
| FIS | FREL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.46% | -42.61% | -29.85% |
Max Drawdown (1Y)Largest decline over 1 year | -52.71% | -8.45% | -44.26% |
Max Drawdown (3Y)Largest decline over 3 years | -56.55% | -17.54% | -39.01% |
Max Drawdown (5Y)Largest decline over 5 years | -71.65% | -34.40% | -37.25% |
Max Drawdown (10Y)Largest decline over 10 years | -72.46% | -42.61% | -29.85% |
Current DrawdownCurrent decline from peak | -72.46% | -2.12% | -70.34% |
Average DrawdownAverage peak-to-trough decline | -19.77% | -9.91% | -9.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.01% | 2.70% | +27.31% |
Volatility
FIS vs. FREL - Volatility Comparison
Fidelity National Information Services, Inc. (FIS) has a higher volatility of 8.91% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.96%. 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.
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Volatility by Period
| FIS | FREL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.91% | 4.96% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 24.69% | 10.15% | +14.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.40% | 13.80% | +16.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.51% | 18.89% | +14.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.97% | 20.72% | +9.25% |
Dividends
FIS vs. FREL - Dividend Comparison
FIS's dividend yield for the trailing twelve months is around 4.45%, more than FREL's 3.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | 4.45% | 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 | 3.32% | 3.59% | 3.48% | 3.73% | 3.57% | 2.34% | 3.77% | 3.32% | 5.54% | 3.27% | 4.01% | 3.80% |
Frequently Asked Questions
FIS and FREL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIS has higher volatility (8.91%) compared to FREL (4.96%). In terms of maximum drawdown, FIS dropped -72.46% vs FREL's -42.61%.
FREL currently has the higher Sharpe Ratio (0.83 vs -1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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