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

Correlation

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.


-0.50.00.51.00.5

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%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.46%
4.90%
FRIFX
PFFR

Key characteristics

Sharpe Ratio

FRIFX:

1.53

PFFR:

1.11

Sortino Ratio

FRIFX:

2.12

PFFR:

1.53

Omega Ratio

FRIFX:

1.28

PFFR:

1.20

Calmar Ratio

FRIFX:

0.98

PFFR:

0.79

Martin Ratio

FRIFX:

7.89

PFFR:

4.52

Ulcer Index

FRIFX:

1.01%

PFFR:

2.00%

Daily Std Dev

FRIFX:

5.18%

PFFR:

8.15%

Max Drawdown

FRIFX:

-39.77%

PFFR:

-53.02%

Current Drawdown

FRIFX:

-3.24%

PFFR:

-6.37%

Returns By Period

The year-to-date returns for both stocks are quite close, with FRIFX having a 7.10% return and PFFR slightly lower at 6.89%.


FRIFX

YTD

7.10%

1M

-1.80%

6M

4.54%

1Y

8.13%

5Y*

3.41%

10Y*

5.30%

PFFR

YTD

6.89%

1M

-2.26%

6M

4.70%

1Y

8.79%

5Y*

1.17%

10Y*

N/A

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%

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 1.53, compared to the broader market-1.000.001.002.003.004.001.531.11
The chart of Sortino ratio for FRIFX, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.002.121.53
The chart of Omega ratio for FRIFX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.20
The chart of Calmar ratio for FRIFX, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.0014.000.980.79
The chart of Martin ratio for FRIFX, currently valued at 7.89, compared to the broader market0.0020.0040.0060.007.894.52
FRIFX
PFFR

The current FRIFX Sharpe Ratio is 1.53, which is higher than the PFFR Sharpe Ratio of 1.11. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.53
1.11
FRIFX
PFFR

Dividends

FRIFX vs. PFFR - Dividend Comparison

FRIFX's dividend yield for the trailing twelve months is around 3.19%, less than PFFR's 7.10% yield.


TTM20232022202120202019201820172016201520142013
FRIFX
Fidelity Real Estate Income Fund
3.19%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
7.10%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%JulyAugustSeptemberOctoberNovemberDecember
-3.24%
-6.37%
FRIFX
PFFR

Volatility

FRIFX vs. PFFR - Volatility Comparison

The current volatility for Fidelity Real Estate Income Fund (FRIFX) is 1.52%, while InfraCap REIT Preferred ETF (PFFR) has a volatility of 2.49%. 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%JulyAugustSeptemberOctoberNovemberDecember
1.52%
2.49%
FRIFX
PFFR
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab