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

Performance

FREL vs. FRESX - Performance Comparison

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

Loading graphics...

FREL vs. FRESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FRESX
Fidelity Real Estate Investment Portfolio
1.88%2.54%5.87%10.82%-24.36%42.34%-7.93%25.22%-4.48%4.28%

Returns By Period

In the year-to-date period, FREL achieves a 0.98% return, which is significantly lower than FRESX's 1.88% return. Over the past 10 years, FREL has outperformed FRESX with an annualized return of 5.16%, while FRESX has yielded a comparatively lower 4.41% annualized return.


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%

FRESX

1D
0.31%
1M
-7.31%
YTD
1.88%
6M
1.01%
1Y
1.06%
3Y*
5.93%
5Y*
4.14%
10Y*
4.41%
*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.


FREL vs. FRESX - Expense Ratio Comparison

FREL has a 0.08% expense ratio, which is lower than FRESX's 0.71% expense ratio.


Return for Risk

FREL vs. FRESX — Risk / Return Rank

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

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

FRESX
FRESX Risk / Return Rank: 88
Overall Rank
FRESX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FRESX Sortino Ratio Rank: 88
Sortino Ratio Rank
FRESX Omega Ratio Rank: 77
Omega Ratio Rank
FRESX Calmar Ratio Rank: 99
Calmar Ratio Rank
FRESX Martin Ratio Rank: 1010
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.

FREL vs. FRESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Real Estate Index ETF (FREL) and Fidelity Real Estate Investment Portfolio (FRESX). 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.


FRELFRESXDifference

Sharpe ratio

Return per unit of total volatility

0.09

0.12

-0.03

Sortino ratio

Return per unit of downside risk

0.24

0.28

-0.04

Omega ratio

Gain probability vs. loss probability

1.03

1.04

0.00

Calmar ratio

Return relative to maximum drawdown

0.20

0.16

+0.04

Martin ratio

Return relative to average drawdown

0.77

0.62

+0.15

FREL vs. FRESX - Sharpe Ratio Comparison

The current FREL Sharpe Ratio is 0.09, which is comparable to the FRESX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FREL and FRESX, 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


FRELFRESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.12

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.22

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.22

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.38

-0.15

Correlation

The correlation between FREL and FRESX 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.


Dividends

FREL vs. FRESX - Dividend Comparison

FREL's dividend yield for the trailing twelve months is around 3.56%, less than FRESX's 4.55% yield.


TTM20252024202320222021202020192018201720162015
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%
FRESX
Fidelity Real Estate Investment Portfolio
4.55%4.64%5.58%6.95%10.16%3.70%4.77%6.91%4.23%4.00%4.90%6.09%

Drawdowns

FREL vs. FRESX - Drawdown Comparison

The maximum FREL drawdown since its inception was -42.61%, smaller than the maximum FRESX drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for FREL and FRESX.


Loading graphics...

Drawdown Indicators


FRELFRESXDifference

Max Drawdown

Largest peak-to-trough decline

-42.61%

-76.34%

+33.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-12.24%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-34.40%

-32.13%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-42.61%

-40.93%

-1.68%

Current Drawdown

Current decline from peak

-9.83%

-7.49%

-2.34%

Average Drawdown

Average peak-to-trough decline

-10.05%

-11.16%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.13%

+0.06%

Volatility

FREL vs. FRESX - Volatility Comparison

Fidelity MSCI Real Estate Index ETF (FREL) has a higher volatility of 4.55% compared to Fidelity Real Estate Investment Portfolio (FRESX) at 3.97%. This indicates that FREL's price experiences larger fluctuations and is considered to be riskier than FRESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FRELFRESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

3.97%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

9.06%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

16.32%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

18.73%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.67%

20.57%

+0.10%