PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FRIFX vs. PFFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FRIFX vs. PFFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Income Fund (FRIFX) and InfraCap REIT Preferred ETF (PFFR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.11%
8.73%
FRIFX
PFFR

Returns By Period

In the year-to-date period, FRIFX achieves a 9.15% return, which is significantly lower than PFFR's 9.77% return.


FRIFX

YTD

9.15%

1M

-0.49%

6M

8.11%

1Y

15.70%

5Y (annualized)

4.01%

10Y (annualized)

5.60%

PFFR

YTD

9.77%

1M

-2.54%

6M

8.73%

1Y

20.22%

5Y (annualized)

1.94%

10Y (annualized)

N/A

Key characteristics


FRIFXPFFR
Sharpe Ratio2.942.34
Sortino Ratio4.273.31
Omega Ratio1.591.44
Calmar Ratio1.321.20
Martin Ratio16.7411.68
Ulcer Index0.94%1.73%
Daily Std Dev5.34%8.63%
Max Drawdown-39.77%-53.02%
Current Drawdown-1.39%-3.85%

Compare stocks, funds, or ETFs

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


FRIFX vs. PFFR - Expense Ratio Comparison

FRIFX has a 0.71% expense ratio, which is higher than PFFR's 0.45% expense ratio.


FRIFX
Fidelity Real Estate Income Fund
Expense ratio chart for FRIFX: 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 PFFR: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Correlation

-0.50.00.51.00.5

The correlation between FRIFX and PFFR is 0.51, 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.

Risk-Adjusted Performance

FRIFX vs. PFFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Income Fund (FRIFX) and InfraCap REIT Preferred ETF (PFFR). 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 FRIFX, currently valued at 2.94, compared to the broader market-1.000.001.002.003.004.005.002.942.34
The chart of Sortino ratio for FRIFX, currently valued at 4.27, compared to the broader market0.005.0010.004.273.31
The chart of Omega ratio for FRIFX, currently valued at 1.59, compared to the broader market1.002.003.004.001.591.44
The chart of Calmar ratio for FRIFX, currently valued at 1.32, compared to the broader market0.005.0010.0015.0020.001.321.20
The chart of Martin ratio for FRIFX, currently valued at 16.74, compared to the broader market0.0020.0040.0060.0080.00100.0016.7411.68
FRIFX
PFFR

The current FRIFX Sharpe Ratio is 2.94, which is comparable to the PFFR Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of FRIFX and PFFR, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.94
2.34
FRIFX
PFFR

Dividends

FRIFX vs. PFFR - Dividend Comparison

FRIFX's dividend yield for the trailing twelve months is around 4.55%, less than PFFR's 7.55% yield.


TTM20232022202120202019201820172016201520142013
FRIFX
Fidelity Real Estate Income Fund
4.55%4.99%4.10%1.33%4.77%4.38%4.47%4.37%4.30%6.32%7.55%10.31%
PFFR
InfraCap REIT Preferred ETF
7.55%7.72%9.65%6.08%6.11%5.77%6.48%5.12%0.00%0.00%0.00%0.00%

Drawdowns

FRIFX vs. PFFR - Drawdown Comparison

The maximum FRIFX drawdown since its inception was -39.77%, smaller than the maximum PFFR drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for FRIFX and PFFR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.39%
-3.85%
FRIFX
PFFR

Volatility

FRIFX vs. PFFR - Volatility Comparison

The current volatility for Fidelity Real Estate Income Fund (FRIFX) is 1.44%, while InfraCap REIT Preferred ETF (PFFR) has a volatility of 2.22%. This indicates that FRIFX experiences smaller price fluctuations and is considered to be less risky than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctoberNovember
1.44%
2.22%
FRIFX
PFFR