FRESX vs. FREL

In the year-to-date period, FRESX achieves a -3.39% return, which is significantly higher than FREL's -4.56% return. Over the past 10 years, FRESX has underperformed FREL with an annualized return of 1.26%, while FREL has yielded a comparatively higher 4.68% annualized return.

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

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

The current FRESX Sharpe Ratio is 0.22, which is comparable to the FREL Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FRESX and FREL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FRESX's dividend yield for the trailing twelve months is around 2.18%, less than FREL's 3.71% yield.

The maximum FRESX drawdown since its inception was -75.98%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for FRESX and FREL. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Real Estate Investment Portfolio (FRESX) is NaN%, while Fidelity MSCI Real Estate Index ETF (FREL) has a volatility of NaN%. This indicates that FRESX experiences smaller price fluctuations and is considered to be less risky than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.