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FRESX vs. VGSLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FRESX and VGSLX is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FRESX vs. VGSLX - Performance Comparison

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

450.00%500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
484.15%
612.98%
FRESX
VGSLX

Key characteristics

Sharpe Ratio

FRESX:

0.67

VGSLX:

0.70

Sortino Ratio

FRESX:

1.02

VGSLX:

1.05

Omega Ratio

FRESX:

1.13

VGSLX:

1.14

Calmar Ratio

FRESX:

0.36

VGSLX:

0.51

Martin Ratio

FRESX:

1.92

VGSLX:

2.39

Ulcer Index

FRESX:

6.23%

VGSLX:

5.29%

Daily Std Dev

FRESX:

17.99%

VGSLX:

18.18%

Max Drawdown

FRESX:

-75.98%

VGSLX:

-73.05%

Current Drawdown

FRESX:

-24.33%

VGSLX:

-14.63%

Returns By Period

In the year-to-date period, FRESX achieves a -0.16% return, which is significantly higher than VGSLX's -1.37% return. Over the past 10 years, FRESX has underperformed VGSLX with an annualized return of 1.61%, while VGSLX has yielded a comparatively higher 4.67% annualized return.


FRESX

YTD

-0.16%

1M

-2.73%

6M

-8.18%

1Y

12.64%

5Y*

3.72%

10Y*

1.61%

VGSLX

YTD

-1.37%

1M

-3.46%

6M

-7.35%

1Y

13.13%

5Y*

7.71%

10Y*

4.67%

*Annualized

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FRESX vs. VGSLX - Expense Ratio Comparison

FRESX has a 0.71% expense ratio, which is higher than VGSLX's 0.12% expense ratio.


Expense ratio chart for FRESX: current value is 0.71%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FRESX: 0.71%
Expense ratio chart for VGSLX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGSLX: 0.12%

Risk-Adjusted Performance

FRESX vs. VGSLX — Risk-Adjusted Performance Rank

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

FRESX
The Risk-Adjusted Performance Rank of FRESX is 6060
Overall Rank
The Sharpe Ratio Rank of FRESX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FRESX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FRESX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FRESX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FRESX is 5656
Martin Ratio Rank

VGSLX
The Risk-Adjusted Performance Rank of VGSLX is 6565
Overall Rank
The Sharpe Ratio Rank of VGSLX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSLX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VGSLX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VGSLX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VGSLX is 6464
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.

FRESX vs. VGSLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Investment Portfolio (FRESX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). 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 chart of Sharpe ratio for FRESX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.00
FRESX: 0.67
VGSLX: 0.70
The chart of Sortino ratio for FRESX, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.00
FRESX: 1.02
VGSLX: 1.05
The chart of Omega ratio for FRESX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FRESX: 1.13
VGSLX: 1.14
The chart of Calmar ratio for FRESX, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.00
FRESX: 0.36
VGSLX: 0.51
The chart of Martin ratio for FRESX, currently valued at 1.92, compared to the broader market0.0010.0020.0030.0040.0050.00
FRESX: 1.92
VGSLX: 2.39

The current FRESX Sharpe Ratio is 0.67, which is comparable to the VGSLX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FRESX and VGSLX, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.67
0.70
FRESX
VGSLX

Dividends

FRESX vs. VGSLX - Dividend Comparison

FRESX's dividend yield for the trailing twelve months is around 5.59%, more than VGSLX's 4.18% yield.


TTM20242023202220212020201920182017201620152014
FRESX
Fidelity Real Estate Investment Portfolio
5.59%5.58%6.95%10.16%3.70%4.77%6.91%4.82%4.00%4.90%6.53%1.66%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
4.18%3.85%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%

Drawdowns

FRESX vs. VGSLX - Drawdown Comparison

The maximum FRESX drawdown since its inception was -75.98%, roughly equal to the maximum VGSLX drawdown of -73.05%. Use the drawdown chart below to compare losses from any high point for FRESX and VGSLX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-24.33%
-14.63%
FRESX
VGSLX

Volatility

FRESX vs. VGSLX - Volatility Comparison

Fidelity Real Estate Investment Portfolio (FRESX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX) have volatilities of 10.29% and 10.40%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.29%
10.40%
FRESX
VGSLX