FRIFX vs. O
Compare and contrast key facts about Fidelity Real Estate Income Fund (FRIFX) and Realty Income Corporation (O).
FRIFX is managed by Fidelity. It was launched on Feb 4, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRIFX or O.
Key characteristics
| FRIFX | O | |
|---|---|---|
| YTD Return | 9.69% | 4.93% |
| 1Y Return | 19.28% | 21.20% |
| 3Y Return (Ann) | 1.30% | -0.92% |
| 5Y Return (Ann) | 4.16% | -0.27% |
| 10Y Return (Ann) | 5.67% | 7.17% |
| Sharpe Ratio | 3.21 | 1.03 |
| Sortino Ratio | 4.87 | 1.54 |
| Omega Ratio | 1.68 | 1.19 |
| Calmar Ratio | 1.30 | 0.65 |
| Martin Ratio | 20.68 | 2.77 |
| Ulcer Index | 0.88% | 6.78% |
| Daily Std Dev | 5.69% | 18.24% |
| Max Drawdown | -39.77% | -48.45% |
| Current Drawdown | -0.90% | -13.32% |
Correlation
The correlation between FRIFX and O is 0.69, 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
FRIFX vs. O - Performance Comparison
In the year-to-date period, FRIFX achieves a 9.69% return, which is significantly higher than O's 4.93% return. Over the past 10 years, FRIFX has underperformed O with an annualized return of 5.67%, while O has yielded a comparatively higher 7.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
FRIFX vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Income Fund (FRIFX) and Realty Income Corporation (O). 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
FRIFX vs. O - Dividend Comparison
FRIFX's dividend yield for the trailing twelve months is around 4.53%, less than O's 5.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRIFX Fidelity Real Estate Income Fund | 4.53% | 4.99% | 4.10% | 1.33% | 4.77% | 4.38% | 4.47% | 4.37% | 4.30% | 6.32% | 7.55% | 10.31% |
O Realty Income Corporation | 5.42% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
FRIFX vs. O - Drawdown Comparison
The maximum FRIFX drawdown since its inception was -39.77%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for FRIFX and O. For additional features, visit the drawdowns tool.
Volatility
FRIFX vs. O - Volatility Comparison
The current volatility for Fidelity Real Estate Income Fund (FRIFX) is 1.60%, while Realty Income Corporation (O) has a volatility of 6.73%. This indicates that FRIFX experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.