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FRESX vs. VGSLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, FRESX achieves a 11.41% return, which is significantly higher than VGSLX's 9.18% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: FRESX at 5.16% and VGSLX at 5.16%.


FRESX

1D
-0.07%
1M
-0.99%
YTD
11.41%
6M
11.89%
1Y
11.31%
3Y*
9.05%
5Y*
3.52%
10Y*
5.16%

VGSLX

1D
-0.03%
1M
-1.24%
YTD
9.18%
6M
9.43%
1Y
10.58%
3Y*
8.72%
5Y*
2.56%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRESX vs. VGSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRESX
Fidelity Real Estate Investment Portfolio
11.41%2.54%5.87%10.82%-24.36%42.34%-7.93%25.22%-4.48%4.28%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
9.18%3.18%3.67%13.13%-26.20%40.39%-4.75%28.90%-5.99%4.91%

Correlation

The correlation between FRESX and VGSLX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2001

0.99

The correlation between FRESX and VGSLX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

FRESX vs. VGSLX — Risk / Return Rank

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

FRESX
FRESX Risk / Return Rank: 1313
Overall Rank
FRESX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FRESX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FRESX Omega Ratio Rank: 1010
Omega Ratio Rank
FRESX Calmar Ratio Rank: 1818
Calmar Ratio Rank
FRESX Martin Ratio Rank: 1717
Martin Ratio Rank

VGSLX
VGSLX Risk / Return Rank: 1212
Overall Rank
VGSLX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VGSLX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VGSLX Omega Ratio Rank: 1010
Omega Ratio Rank
VGSLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
VGSLX Martin Ratio Rank: 1616
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.

FRESX vs. VGSLX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRESXVGSLXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

1.45

1.27

+0.18

Martin ratioReturn relative to average drawdown

4.15

3.98

+0.17

FRESX vs. VGSLX - Sharpe Ratio Comparison

The current FRESX Sharpe Ratio is 0.81, which is comparable to the VGSLX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of FRESX and VGSLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRESX vs. VGSLX - Drawdown Comparison

The maximum FRESX drawdown since its inception was -76.34%, 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.


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Drawdown Indicators


FRESXVGSLXDifference

Max Drawdown

Largest peak-to-trough decline

-76.34%

-73.05%

-3.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.78%

-8.33%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

-17.41%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-32.13%

-34.41%

+2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-40.93%

-42.34%

+1.41%

Current Drawdown

Current decline from peak

-2.89%

-3.02%

+0.13%

Average Drawdown

Average peak-to-trough decline

-11.11%

-12.56%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.65%

+0.06%

Volatility

FRESX vs. VGSLX - Volatility Comparison

Fidelity Real Estate Investment Portfolio (FRESX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX) have volatilities of 5.12% and 5.10%, 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.


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Volatility by Period


FRESXVGSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

5.10%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

10.12%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

13.76%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

18.93%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

20.88%

-0.29%

FRESX vs. VGSLX - Expense Ratio Comparison

FRESX has a 0.71% expense ratio, which is higher than VGSLX's 0.13% expense ratio.


Dividends

FRESX vs. VGSLX - Dividend Comparison

FRESX's dividend yield for the trailing twelve months is around 4.21%, more than VGSLX's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
FRESX
Fidelity Real Estate Investment Portfolio
4.21%4.64%5.58%6.95%10.16%3.70%4.77%6.91%4.23%4.00%4.90%6.09%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.65%3.92%3.85%3.91%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%

Frequently Asked Questions


With a correlation of 0.99, FRESX and VGSLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FRESX has higher volatility (5.12%) compared to VGSLX (5.10%). In terms of maximum drawdown, FRESX dropped -76.34% vs VGSLX's -73.05%.

FRESX currently has the higher Sharpe Ratio (0.81 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FRESX and VGSLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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