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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRI or VWUAX.
Key characteristics
| FRI | VWUAX | |
|---|---|---|
| YTD Return | -7.03% | 8.75% |
| 1Y Return | 3.47% | 37.46% |
| 3Y Return (Ann) | -0.87% | 0.16% |
| 5Y Return (Ann) | 2.25% | 13.35% |
| 10Y Return (Ann) | 4.92% | 14.08% |
| Sharpe Ratio | 0.30 | 2.27 |
| Daily Std Dev | 18.58% | 17.82% |
| Max Drawdown | -71.95% | -50.37% |
| Current Drawdown | -20.62% | -11.06% |
Correlation
The correlation between FRI and VWUAX is 0.56, 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.
Performance
FRI vs. VWUAX - Performance Comparison
In the year-to-date period, FRI achieves a -7.03% return, which is significantly lower than VWUAX's 8.75% return. Over the past 10 years, FRI has underperformed VWUAX with an annualized return of 4.92%, while VWUAX has yielded a comparatively higher 14.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
FRI vs. VWUAX - Risk-Adjusted Performance 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.
Dividends
FRI vs. VWUAX - Dividend Comparison
FRI's dividend yield for the trailing twelve months is around 2.95%, more than VWUAX's 0.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRI First Trust S&P REIT Index Fund | 2.95% | 3.24% | 2.52% | 1.44% | 3.08% | 2.28% | 3.21% | 2.82% | 3.27% | 2.66% | 2.07% | 3.10% |
VWUAX Vanguard U.S. Growth Fund Admiral Shares | 0.34% | 0.37% | 0.49% | 13.48% | 4.00% | 3.83% | 9.80% | 5.03% | 1.67% | 9.10% | 8.44% | 0.53% |
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. For additional features, visit the drawdowns tool.
Volatility
FRI vs. VWUAX - Volatility Comparison
The current volatility for First Trust S&P REIT Index Fund (FRI) is 5.61%, while Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a volatility of 5.95%. 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.