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FPRO vs. VGSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPRO and VGSNX is 0.98, 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.


-0.50.00.51.01.0

Performance

FPRO vs. VGSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Investment ETF (FPRO) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.50%
0.90%
FPRO
VGSNX

Key characteristics

Sharpe Ratio

FPRO:

0.67

VGSNX:

0.59

Sortino Ratio

FPRO:

1.00

VGSNX:

0.89

Omega Ratio

FPRO:

1.12

VGSNX:

1.11

Calmar Ratio

FPRO:

0.42

VGSNX:

0.37

Martin Ratio

FPRO:

2.24

VGSNX:

2.19

Ulcer Index

FPRO:

4.78%

VGSNX:

4.39%

Daily Std Dev

FPRO:

15.93%

VGSNX:

16.31%

Max Drawdown

FPRO:

-32.80%

VGSNX:

-74.08%

Current Drawdown

FPRO:

-11.51%

VGSNX:

-13.01%

Returns By Period

In the year-to-date period, FPRO achieves a 0.72% return, which is significantly higher than VGSNX's 0.46% return.


FPRO

YTD

0.72%

1M

1.52%

6M

1.49%

1Y

10.80%

5Y*

N/A

10Y*

N/A

VGSNX

YTD

0.46%

1M

1.34%

6M

0.90%

1Y

9.86%

5Y*

2.86%

10Y*

4.55%

*Annualized

Compare stocks, funds, or ETFs

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


FPRO vs. VGSNX - Expense Ratio Comparison

FPRO has a 0.59% expense ratio, which is higher than VGSNX's 0.10% expense ratio.


FPRO
Fidelity Real Estate Investment ETF
Expense ratio chart for FPRO: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VGSNX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

FPRO vs. VGSNX — Risk-Adjusted Performance Rank

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

FPRO
The Risk-Adjusted Performance Rank of FPRO is 2626
Overall Rank
The Sharpe Ratio Rank of FPRO is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FPRO is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FPRO is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FPRO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FPRO is 2828
Martin Ratio Rank

VGSNX
The Risk-Adjusted Performance Rank of VGSNX is 2727
Overall Rank
The Sharpe Ratio Rank of VGSNX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSNX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VGSNX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VGSNX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VGSNX is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FPRO vs. VGSNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Investment ETF (FPRO) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX). 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.


Sharpe ratio
The chart of Sharpe ratio for FPRO, currently valued at 0.67, compared to the broader market0.002.004.000.670.59
The chart of Sortino ratio for FPRO, currently valued at 1.00, compared to the broader market0.005.0010.001.000.89
The chart of Omega ratio for FPRO, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.11
The chart of Calmar ratio for FPRO, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.420.37
The chart of Martin ratio for FPRO, currently valued at 2.24, compared to the broader market0.0020.0040.0060.0080.00100.002.242.19
FPRO
VGSNX

The current FPRO Sharpe Ratio is 0.67, which is comparable to the VGSNX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FPRO and VGSNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.67
0.59
FPRO
VGSNX

Dividends

FPRO vs. VGSNX - Dividend Comparison

FPRO's dividend yield for the trailing twelve months is around 2.48%, less than VGSNX's 3.85% yield.


TTM20242023202220212020201920182017201620152014
FPRO
Fidelity Real Estate Investment ETF
2.48%2.50%2.83%2.67%1.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGSNX
Vanguard Real Estate Index Fund Institutional Shares
3.85%3.87%3.97%3.94%2.57%3.94%3.41%4.76%4.26%5.95%3.94%3.62%

Drawdowns

FPRO vs. VGSNX - Drawdown Comparison

The maximum FPRO drawdown since its inception was -32.80%, smaller than the maximum VGSNX drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for FPRO and VGSNX. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AugustSeptemberOctoberNovemberDecember2025
-11.51%
-13.01%
FPRO
VGSNX

Volatility

FPRO vs. VGSNX - Volatility Comparison

Fidelity Real Estate Investment ETF (FPRO) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX) have volatilities of 5.83% and 5.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.83%
5.69%
FPRO
VGSNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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