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FRT vs. FREL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRT vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal Realty Investment Trust (FRT) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

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FRT vs. FREL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRT
Federal Realty Investment Trust
7.56%-5.91%12.07%6.55%-22.66%65.97%-30.66%12.51%-8.10%-3.59%
FREL
Fidelity MSCI Real Estate Index ETF
1.32%3.09%5.05%11.74%-26.21%40.46%-4.99%28.78%-4.52%8.86%

Returns By Period

In the year-to-date period, FRT achieves a 7.56% return, which is significantly higher than FREL's 1.32% return. Over the past 10 years, FRT has underperformed FREL with an annualized return of -0.11%, while FREL has yielded a comparatively higher 5.19% annualized return.


FRT

1D
0.93%
1M
-2.85%
YTD
7.56%
6M
8.81%
1Y
14.37%
3Y*
6.93%
5Y*
4.70%
10Y*
-0.11%

FREL

1D
0.33%
1M
-6.44%
YTD
1.32%
6M
-1.31%
1Y
1.72%
3Y*
6.41%
5Y*
2.75%
10Y*
5.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FRT vs. FREL — Risk / Return Rank

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

FRT
FRT Risk / Return Rank: 6262
Overall Rank
FRT Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FRT Sortino Ratio Rank: 5757
Sortino Ratio Rank
FRT Omega Ratio Rank: 5555
Omega Ratio Rank
FRT Calmar Ratio Rank: 6262
Calmar Ratio Rank
FRT Martin Ratio Rank: 7070
Martin Ratio Rank

FREL
FREL Risk / Return Rank: 1414
Overall Rank
FREL Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 1313
Sortino Ratio Rank
FREL Omega Ratio Rank: 1313
Omega Ratio Rank
FREL Calmar Ratio Rank: 1515
Calmar Ratio Rank
FREL Martin Ratio Rank: 1616
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.

FRT vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) and Fidelity MSCI Real Estate Index ETF (FREL). 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.


FRTFRELDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.11

+0.55

Sortino ratio

Return per unit of downside risk

1.09

0.26

+0.83

Omega ratio

Gain probability vs. loss probability

1.14

1.03

+0.10

Calmar ratio

Return relative to maximum drawdown

0.94

0.14

+0.79

Martin ratio

Return relative to average drawdown

3.71

0.56

+3.15

FRT vs. FREL - Sharpe Ratio Comparison

The current FRT Sharpe Ratio is 0.66, which is higher than the FREL Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FRT and FREL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FRTFRELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.11

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.15

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

0.25

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.23

+0.17

Correlation

The correlation between FRT and FREL is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FRT vs. FREL - Dividend Comparison

FRT's dividend yield for the trailing twelve months is around 4.23%, more than FREL's 3.55% yield.


TTM20252024202320222021202020192018201720162015
FRT
Federal Realty Investment Trust
4.23%4.39%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%
FREL
Fidelity MSCI Real Estate Index ETF
3.55%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%

Drawdowns

FRT vs. FREL - Drawdown Comparison

The maximum FRT drawdown since its inception was -57.42%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for FRT and FREL.


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Drawdown Indicators


FRTFRELDifference

Max Drawdown

Largest peak-to-trough decline

-57.42%

-42.61%

-14.81%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-12.42%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-34.99%

-34.40%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-56.47%

-42.61%

-13.86%

Current Drawdown

Current decline from peak

-9.34%

-9.53%

+0.19%

Average Drawdown

Average peak-to-trough decline

-11.81%

-10.05%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.22%

+0.74%

Volatility

FRT vs. FREL - Volatility Comparison

Federal Realty Investment Trust (FRT) has a higher volatility of 5.47% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.59%. This indicates that FRT's price experiences larger fluctuations and is considered to be riskier than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRTFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

4.59%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.85%

9.28%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

16.38%

+5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

18.84%

+4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

20.67%

+8.74%