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

Correlation

The correlation between FR and FPRO is 0.81, 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.


-0.50.00.51.00.8

Performance

FR vs. FPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Industrial Realty Trust, Inc. (FR) and Fidelity Real Estate Investment ETF (FPRO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.36%
2.55%
FR
FPRO

Key characteristics

Sharpe Ratio

FR:

-0.03

FPRO:

0.50

Sortino Ratio

FR:

0.10

FPRO:

0.77

Omega Ratio

FR:

1.01

FPRO:

1.09

Calmar Ratio

FR:

-0.02

FPRO:

0.31

Martin Ratio

FR:

-0.08

FPRO:

1.72

Ulcer Index

FR:

7.96%

FPRO:

4.59%

Daily Std Dev

FR:

20.75%

FPRO:

15.83%

Max Drawdown

FR:

-95.42%

FPRO:

-32.80%

Current Drawdown

FR:

-16.07%

FPRO:

-12.04%

Returns By Period

In the year-to-date period, FR achieves a 2.55% return, which is significantly higher than FPRO's 0.11% return.


FR

YTD

2.55%

1M

-0.42%

6M

-1.52%

1Y

1.56%

5Y*

6.33%

10Y*

11.86%

FPRO

YTD

0.11%

1M

-2.87%

6M

2.40%

1Y

9.81%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FR vs. FPRO — Risk-Adjusted Performance Rank

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

FR
The Risk-Adjusted Performance Rank of FR is 4141
Overall Rank
The Sharpe Ratio Rank of FR is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FR is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FR is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FR is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FR is 4545
Martin Ratio Rank

FPRO
The Risk-Adjusted Performance Rank of FPRO is 2222
Overall Rank
The Sharpe Ratio Rank of FPRO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FPRO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FPRO is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FPRO is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FPRO is 2323
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.

FR vs. FPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Industrial Realty Trust, Inc. (FR) and Fidelity Real Estate Investment ETF (FPRO). 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 FR, currently valued at -0.03, compared to the broader market-2.000.002.00-0.030.50
The chart of Sortino ratio for FR, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.100.77
The chart of Omega ratio for FR, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.09
The chart of Calmar ratio for FR, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.31
The chart of Martin ratio for FR, currently valued at -0.08, compared to the broader market-10.000.0010.0020.0030.00-0.081.72
FR
FPRO

The current FR Sharpe Ratio is -0.03, which is lower than the FPRO Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FR and FPRO, 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
-0.03
0.50
FR
FPRO

Dividends

FR vs. FPRO - Dividend Comparison

FR's dividend yield for the trailing twelve months is around 2.88%, more than FPRO's 2.50% yield.


TTM20242023202220212020201920182017201620152014
FR
First Industrial Realty Trust, Inc.
2.88%2.95%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%
FPRO
Fidelity Real Estate Investment ETF
2.50%2.50%2.83%2.67%1.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FR vs. FPRO - Drawdown Comparison

The maximum FR drawdown since its inception was -95.42%, which is greater than FPRO's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for FR and FPRO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-16.07%
-12.04%
FR
FPRO

Volatility

FR vs. FPRO - Volatility Comparison

First Industrial Realty Trust, Inc. (FR) has a higher volatility of 6.85% compared to Fidelity Real Estate Investment ETF (FPRO) at 6.49%. This indicates that FR's price experiences larger fluctuations and is considered to be riskier than FPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.85%
6.49%
FR
FPRO
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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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