FRI vs. VWUAX
Compare and contrast key facts about First Trust S&P REIT Index Fund (FRI) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX).
FRI is a passively managed fund by First Trust that tracks the performance of the S&P United States REIT. It was launched on May 8, 2007. VWUAX is managed by Vanguard. It was launched on Aug 13, 2001.
Performance
FRI vs. VWUAX - Performance Comparison
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FRI vs. VWUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRI First Trust S&P REIT Index Fund | 4.55% | 2.80% | 7.84% | 13.33% | -24.66% | 42.55% | -7.90% | 23.67% | -4.28% | 3.86% |
VWUAX Vanguard U.S. Growth Fund Admiral Shares | -15.04% | 15.49% | 31.79% | 45.32% | -39.58% | 2.43% | 58.80% | 48.42% | 0.77% | 31.26% |
Returns By Period
In the year-to-date period, FRI achieves a 4.55% return, which is significantly higher than VWUAX's -15.04% return. Over the past 10 years, FRI has underperformed VWUAX with an annualized return of 4.97%, while VWUAX has yielded a comparatively higher 13.97% annualized return.
FRI
- 1D
- 1.58%
- 1M
- -5.55%
- YTD
- 4.55%
- 6M
- 2.82%
- 1Y
- 6.47%
- 3Y*
- 8.59%
- 5Y*
- 5.00%
- 10Y*
- 4.97%
VWUAX
- 1D
- -0.26%
- 1M
- -8.83%
- YTD
- -15.04%
- 6M
- -15.45%
- 1Y
- 9.26%
- 3Y*
- 17.51%
- 5Y*
- 3.34%
- 10Y*
- 13.97%
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FRI vs. VWUAX - Expense Ratio Comparison
FRI has a 0.50% expense ratio, which is higher than VWUAX's 0.28% expense ratio.
Return for Risk
FRI vs. VWUAX — Risk / Return Rank
FRI
VWUAX
FRI vs. VWUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S&P REIT Index Fund (FRI) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). 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.
| FRI | VWUAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.38 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.64 | 0.72 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.10 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.31 | +0.28 |
Martin ratioReturn relative to average drawdown | 2.57 | 1.00 | +1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRI | VWUAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.38 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.13 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.59 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.38 | -0.21 |
Correlation
The correlation between FRI and VWUAX is 0.52, 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.
Dividends
FRI vs. VWUAX - Dividend Comparison
FRI's dividend yield for the trailing twelve months is around 2.78%, less than VWUAX's 11.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRI First Trust S&P REIT Index Fund | 2.78% | 2.99% | 3.33% | 3.24% | 2.52% | 1.44% | 3.08% | 2.28% | 3.21% | 2.82% | 3.27% | 2.66% |
VWUAX Vanguard U.S. Growth Fund Admiral Shares | 11.18% | 9.50% | 4.70% | 0.37% | 0.49% | 3.60% | 4.00% | 13.28% | 9.80% | 4.63% | 1.67% | 9.10% |
Drawdowns
FRI vs. VWUAX - Drawdown Comparison
The maximum FRI drawdown since its inception was -71.95%, which is greater than VWUAX's maximum drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for FRI and VWUAX.
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Drawdown Indicators
| FRI | VWUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.95% | -50.37% | -21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -19.12% | +6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -31.21% | -50.17% | +18.96% |
Max Drawdown (10Y)Largest decline over 10 years | -44.16% | -50.17% | +6.01% |
Current DrawdownCurrent decline from peak | -5.88% | -19.12% | +13.24% |
Average DrawdownAverage peak-to-trough decline | -13.82% | -12.87% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 5.81% | -2.82% |
Volatility
FRI vs. VWUAX - Volatility Comparison
The current volatility for First Trust S&P REIT Index Fund (FRI) is 4.33%, while Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a volatility of 5.78%. This indicates that FRI experiences smaller price fluctuations and is considered to be less risky than VWUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRI | VWUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.78% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.01% | 12.81% | -3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 23.40% | -6.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.67% | 25.01% | -6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 23.64% | -2.58% |