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FRIFX vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRIFX vs. SHLD - Performance Comparison

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

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Returns By Period

In the year-to-date period, FRIFX achieves a 4.38% return, which is significantly higher than SHLD's -10.17% return.


FRIFX

1D
0.08%
1M
0.24%
YTD
4.38%
6M
4.47%
1Y
8.20%
3Y*
8.92%
5Y*
3.51%
10Y*
5.39%

SHLD

1D
-1.15%
1M
-11.99%
YTD
-10.17%
6M
-12.31%
1Y
-0.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRIFX vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
FRIFX
Fidelity Real Estate Income Fund
4.38%7.16%7.93%5.85%
SHLD
Global X Defense Tech ETF
-10.17%74.16%35.03%12.89%

Correlation

The correlation between FRIFX and SHLD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.27

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Return for Risk

FRIFX vs. SHLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FRIFX
FRIFX Risk / Return Rank: 5454
Overall Rank
FRIFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FRIFX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FRIFX Omega Ratio Rank: 5757
Omega Ratio Rank
FRIFX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FRIFX Martin Ratio Rank: 5757
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 99
Overall Rank
SHLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 99
Sortino Ratio Rank
SHLD Omega Ratio Rank: 99
Omega Ratio Rank
SHLD Calmar Ratio Rank: 99
Calmar Ratio Rank
SHLD Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FRIFX vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Income Fund (FRIFX) and Global X Defense Tech ETF (SHLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRIFXSHLDDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.44

Omega ratioGain probability vs. loss probability

1.34

1.02

+0.32

Calmar ratioReturn relative to maximum drawdown

2.26

-0.01

+2.26

Martin ratioReturn relative to average drawdown

9.89

-0.03

+9.91

FRIFX vs. SHLD - Sharpe Ratio Comparison

The current FRIFX Sharpe Ratio is 1.84, which is higher than the SHLD Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of FRIFX and SHLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRIFX vs. SHLD - Drawdown Comparison

The maximum FRIFX drawdown since its inception was -38.27%, which is greater than SHLD's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for FRIFX and SHLD.


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Drawdown Indicators


FRIFXSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-38.27%

-25.40%

-12.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-25.40%

+21.98%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.12%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-0.16%

-25.40%

+25.24%

Average Drawdown

Average peak-to-trough decline

-4.25%

-3.55%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

8.97%

-8.19%

Volatility

FRIFX vs. SHLD - Volatility Comparison

The current volatility for Fidelity Real Estate Income Fund (FRIFX) is 1.31%, while Global X Defense Tech ETF (SHLD) has a volatility of 9.01%. This indicates that FRIFX experiences smaller price fluctuations and is considered to be less risky than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRIFXSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

9.01%

-7.70%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

20.22%

-16.94%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

24.85%

-20.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.47%

21.39%

-14.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.48%

21.39%

-11.91%

FRIFX vs. SHLD - Expense Ratio Comparison

FRIFX has a 0.71% expense ratio, which is higher than SHLD's 0.50% expense ratio.


Dividends

FRIFX vs. SHLD - Dividend Comparison

FRIFX's dividend yield for the trailing twelve months is around 4.52%, more than SHLD's 0.61% yield.


PositionTTM20252024202320222021202020192018201720162015
FRIFX
Fidelity Real Estate Income Fund
4.52%4.69%4.65%4.99%6.04%1.47%4.77%5.68%5.08%4.40%4.98%3.65%
SHLD
Global X Defense Tech ETF
0.61%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FRIFX and SHLD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHLD has higher volatility (9.01%) compared to FRIFX (1.31%). In terms of maximum drawdown, FRIFX dropped -38.27% vs SHLD's -25.40%.

FRIFX currently has the higher Sharpe Ratio (1.84 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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