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FRIFX vs. VTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FRIFX vs. VTR - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.19%
33.14%
FRIFX
VTR

Returns By Period

In the year-to-date period, FRIFX achieves a 8.97% return, which is significantly lower than VTR's 31.54% return. Over the past 10 years, FRIFX has underperformed VTR with an annualized return of 5.62%, while VTR has yielded a comparatively higher 6.36% annualized return.


FRIFX

YTD

8.97%

1M

-1.13%

6M

7.19%

1Y

15.93%

5Y (annualized)

3.89%

10Y (annualized)

5.62%

VTR

YTD

31.54%

1M

-2.58%

6M

33.14%

1Y

48.50%

5Y (annualized)

6.16%

10Y (annualized)

6.36%

Key characteristics


FRIFXVTR
Sharpe Ratio2.982.24
Sortino Ratio4.333.06
Omega Ratio1.601.38
Calmar Ratio1.311.50
Martin Ratio17.346.72
Ulcer Index0.92%7.16%
Daily Std Dev5.35%21.50%
Max Drawdown-39.77%-83.92%
Current Drawdown-1.55%-3.94%

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Correlation

-0.50.00.51.00.7

The correlation between FRIFX and VTR is 0.68, 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. VTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Income Fund (FRIFX) and Ventas, Inc. (VTR). 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 2.98, compared to the broader market0.002.004.002.982.24
The chart of Sortino ratio for FRIFX, currently valued at 4.33, compared to the broader market0.005.0010.004.333.06
The chart of Omega ratio for FRIFX, currently valued at 1.60, compared to the broader market1.002.003.004.001.601.38
The chart of Calmar ratio for FRIFX, currently valued at 1.31, compared to the broader market0.005.0010.0015.0020.0025.001.311.50
The chart of Martin ratio for FRIFX, currently valued at 17.34, compared to the broader market0.0020.0040.0060.0080.00100.0017.346.72
FRIFX
VTR

The current FRIFX Sharpe Ratio is 2.98, which is higher than the VTR Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of FRIFX and VTR, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.98
2.24
FRIFX
VTR

Dividends

FRIFX vs. VTR - Dividend Comparison

FRIFX's dividend yield for the trailing twelve months is around 4.56%, more than VTR's 2.82% yield.


TTM20232022202120202019201820172016201520142013
FRIFX
Fidelity Real Estate Income Fund
4.56%4.99%4.10%1.33%4.77%4.38%4.47%4.37%4.30%6.32%7.55%10.31%
VTR
Ventas, Inc.
2.82%3.61%4.00%3.52%4.37%5.49%5.40%5.19%4.74%5.04%4.72%5.45%

Drawdowns

FRIFX vs. VTR - Drawdown Comparison

The maximum FRIFX drawdown since its inception was -39.77%, smaller than the maximum VTR drawdown of -83.92%. Use the drawdown chart below to compare losses from any high point for FRIFX and VTR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.55%
-3.94%
FRIFX
VTR

Volatility

FRIFX vs. VTR - Volatility Comparison

The current volatility for Fidelity Real Estate Income Fund (FRIFX) is 1.60%, while Ventas, Inc. (VTR) has a volatility of 5.50%. This indicates that FRIFX experiences smaller price fluctuations and is considered to be less risky than VTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
1.60%
5.50%
FRIFX
VTR