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

Correlation

The correlation between FRESX and VOO is 0.62, 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.


-0.50.00.51.00.6

Performance

FRESX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Investment Portfolio (FRESX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.94%
9.97%
FRESX
VOO

Key characteristics

Sharpe Ratio

FRESX:

0.20

VOO:

2.22

Sortino Ratio

FRESX:

0.38

VOO:

2.95

Omega Ratio

FRESX:

1.05

VOO:

1.42

Calmar Ratio

FRESX:

0.13

VOO:

3.27

Martin Ratio

FRESX:

0.63

VOO:

14.57

Ulcer Index

FRESX:

5.01%

VOO:

1.90%

Daily Std Dev

FRESX:

15.76%

VOO:

12.47%

Max Drawdown

FRESX:

-75.98%

VOO:

-33.99%

Current Drawdown

FRESX:

-14.06%

VOO:

-1.77%

Returns By Period

In the year-to-date period, FRESX achieves a 2.53% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, FRESX has underperformed VOO with an annualized return of 4.83%, while VOO has yielded a comparatively higher 13.12% annualized return.


FRESX

YTD

2.53%

1M

-8.85%

6M

6.94%

1Y

3.18%

5Y*

2.66%

10Y*

4.83%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FRESX vs. VOO - Expense Ratio Comparison

FRESX has a 0.71% expense ratio, which is higher than VOO's 0.03% expense ratio.


FRESX
Fidelity Real Estate Investment Portfolio
Expense ratio chart for FRESX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FRESX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Investment Portfolio (FRESX) and Vanguard S&P 500 ETF (VOO). 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 FRESX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.000.202.20
The chart of Sortino ratio for FRESX, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.000.382.93
The chart of Omega ratio for FRESX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.41
The chart of Calmar ratio for FRESX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.0014.000.133.24
The chart of Martin ratio for FRESX, currently valued at 0.63, compared to the broader market0.0020.0040.0060.000.6314.39
FRESX
VOO

The current FRESX Sharpe Ratio is 0.20, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of FRESX and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.20
2.20
FRESX
VOO

Dividends

FRESX vs. VOO - Dividend Comparison

FRESX's dividend yield for the trailing twelve months is around 1.02%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
FRESX
Fidelity Real Estate Investment Portfolio
1.02%2.31%1.71%0.78%2.93%2.36%2.57%1.80%1.73%5.54%1.66%3.08%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FRESX vs. VOO - Drawdown Comparison

The maximum FRESX drawdown since its inception was -75.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FRESX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.06%
-1.77%
FRESX
VOO

Volatility

FRESX vs. VOO - Volatility Comparison

Fidelity Real Estate Investment Portfolio (FRESX) has a higher volatility of 5.05% compared to Vanguard S&P 500 ETF (VOO) at 3.77%. This indicates that FRESX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.05%
3.77%
FRESX
VOO
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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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