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FRI vs. USRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FRI and USRT 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FRI vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S&P REIT Index Fund (FRI) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%150.00%NovemberDecember2025FebruaryMarchApril
114.51%
125.75%
FRI
USRT

Key characteristics

Sharpe Ratio

FRI:

0.66

USRT:

0.68

Sortino Ratio

FRI:

1.01

USRT:

1.03

Omega Ratio

FRI:

1.13

USRT:

1.14

Calmar Ratio

FRI:

0.57

USRT:

0.61

Martin Ratio

FRI:

2.27

USRT:

2.34

Ulcer Index

FRI:

5.36%

USRT:

5.34%

Daily Std Dev

FRI:

18.41%

USRT:

18.48%

Max Drawdown

FRI:

-71.96%

USRT:

-69.89%

Current Drawdown

FRI:

-10.49%

USRT:

-10.60%

Returns By Period

In the year-to-date period, FRI achieves a -2.76% return, which is significantly higher than USRT's -2.93% return. Over the past 10 years, FRI has underperformed USRT with an annualized return of 4.55%, while USRT has yielded a comparatively higher 5.21% annualized return.


FRI

YTD

-2.76%

1M

-3.15%

6M

-7.62%

1Y

12.95%

5Y*

9.60%

10Y*

4.55%

USRT

YTD

-2.93%

1M

-3.43%

6M

-7.69%

1Y

13.06%

5Y*

10.04%

10Y*

5.21%

*Annualized

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FRI vs. USRT - Expense Ratio Comparison

FRI has a 0.50% expense ratio, which is higher than USRT's 0.08% expense ratio.


Expense ratio chart for FRI: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FRI: 0.50%
Expense ratio chart for USRT: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USRT: 0.08%

Risk-Adjusted Performance

FRI vs. USRT — Risk-Adjusted Performance Rank

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

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

USRT
The Risk-Adjusted Performance Rank of USRT is 6666
Overall Rank
The Sharpe Ratio Rank of USRT is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of USRT is 6666
Sortino Ratio Rank
The Omega Ratio Rank of USRT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of USRT is 6868
Calmar Ratio Rank
The Martin Ratio Rank of USRT is 6363
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.

FRI vs. USRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S&P REIT Index Fund (FRI) and iShares Core U.S. REIT ETF (USRT). 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 FRI, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
FRI: 0.66
USRT: 0.68
The chart of Sortino ratio for FRI, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
FRI: 1.01
USRT: 1.03
The chart of Omega ratio for FRI, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
FRI: 1.13
USRT: 1.14
The chart of Calmar ratio for FRI, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
FRI: 0.57
USRT: 0.61
The chart of Martin ratio for FRI, currently valued at 2.27, compared to the broader market0.0020.0040.0060.00
FRI: 2.27
USRT: 2.34

The current FRI Sharpe Ratio is 0.66, which is comparable to the USRT Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FRI and USRT, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.66
0.68
FRI
USRT

Dividends

FRI vs. USRT - Dividend Comparison

FRI's dividend yield for the trailing twelve months is around 3.51%, more than USRT's 2.90% yield.


TTM20242023202220212020201920182017201620152014
FRI
First Trust S&P REIT Index Fund
3.51%3.33%3.24%2.51%1.44%3.08%2.28%3.21%2.82%3.27%2.66%2.07%
USRT
iShares Core U.S. REIT ETF
2.90%2.85%3.18%3.47%2.27%3.12%3.34%5.66%3.43%3.98%3.59%3.46%

Drawdowns

FRI vs. USRT - Drawdown Comparison

The maximum FRI drawdown since its inception was -71.96%, roughly equal to the maximum USRT drawdown of -69.89%. Use the drawdown chart below to compare losses from any high point for FRI and USRT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.49%
-10.60%
FRI
USRT

Volatility

FRI vs. USRT - Volatility Comparison

First Trust S&P REIT Index Fund (FRI) and iShares Core U.S. REIT ETF (USRT) have volatilities of 11.13% and 10.99%, 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%12.00%NovemberDecember2025FebruaryMarchApril
11.13%
10.99%
FRI
USRT