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FNF vs. FREL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FNFFREL
YTD Return1.93%-7.09%
1Y Return61.58%3.87%
3Y Return (Ann)9.77%-2.63%
5Y Return (Ann)10.69%2.17%
Sharpe Ratio2.250.25
Daily Std Dev23.99%18.71%
Max Drawdown-72.48%-42.61%
Current Drawdown-2.98%-23.39%

Correlation

-0.50.00.51.00.5

The correlation between FNF and FREL 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.

Performance

FNF vs. FREL - Performance Comparison

In the year-to-date period, FNF achieves a 1.93% return, which is significantly higher than FREL's -7.09% return. 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%200.00%December2024FebruaryMarchAprilMay
180.98%
40.64%
FNF
FREL

Compare stocks, funds, or ETFs

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


Fidelity National Financial, Inc.

Fidelity MSCI Real Estate Index ETF

Risk-Adjusted Performance

FNF vs. FREL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity National Financial, Inc. (FNF) 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.


FNF
Sharpe ratio
The chart of Sharpe ratio for FNF, currently valued at 2.25, compared to the broader market-2.00-1.000.001.002.003.004.002.25
Sortino ratio
The chart of Sortino ratio for FNF, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.006.002.70
Omega ratio
The chart of Omega ratio for FNF, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for FNF, currently valued at 1.57, compared to the broader market0.002.004.006.001.57
Martin ratio
The chart of Martin ratio for FNF, currently valued at 12.83, compared to the broader market-10.000.0010.0020.0030.0012.83
FREL
Sharpe ratio
The chart of Sharpe ratio for FREL, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.004.000.25
Sortino ratio
The chart of Sortino ratio for FREL, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.006.000.50
Omega ratio
The chart of Omega ratio for FREL, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for FREL, currently valued at 0.14, compared to the broader market0.002.004.006.000.14
Martin ratio
The chart of Martin ratio for FREL, currently valued at 0.68, compared to the broader market-10.000.0010.0020.0030.000.68

FNF vs. FREL - Sharpe Ratio Comparison

The current FNF Sharpe Ratio is 2.25, which is higher than the FREL Sharpe Ratio of 0.25. The chart below compares the 12-month rolling Sharpe Ratio of FNF and FREL.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.25
0.25
FNF
FREL

Dividends

FNF vs. FREL - Dividend Comparison

FNF's dividend yield for the trailing twelve months is around 3.61%, less than FREL's 3.73% yield.


TTM20232022202120202019201820172016201520142013
FNF
Fidelity National Financial, Inc.
3.61%3.59%4.57%2.99%3.45%3.54%3.82%2.07%2.59%2.31%1.93%2.04%
FREL
Fidelity MSCI Real Estate Index ETF
3.73%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.79%0.00%0.00%

Drawdowns

FNF vs. FREL - Drawdown Comparison

The maximum FNF drawdown since its inception was -72.48%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for FNF and FREL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-2.98%
-23.39%
FNF
FREL

Volatility

FNF vs. FREL - Volatility Comparison

Fidelity National Financial, Inc. (FNF) has a higher volatility of 11.11% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 6.06%. This indicates that FNF'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.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
11.11%
6.06%
FNF
FREL