FRT vs. TIP
Compare and contrast key facts about Federal Realty Investment Trust (FRT) and iShares TIPS Bond ETF (TIP).
TIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Dec 4, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRT or TIP.
Key characteristics
| FRT | TIP | |
|---|---|---|
| YTD Return | 14.19% | 2.17% |
| 1Y Return | 25.54% | 5.43% |
| 3Y Return (Ann) | 0.37% | -2.44% |
| 5Y Return (Ann) | 1.29% | 1.91% |
| 10Y Return (Ann) | 2.17% | 2.01% |
| Sharpe Ratio | 1.64 | 1.26 |
| Sortino Ratio | 2.37 | 1.87 |
| Omega Ratio | 1.29 | 1.22 |
| Calmar Ratio | 1.03 | 0.50 |
| Martin Ratio | 8.91 | 5.70 |
| Ulcer Index | 3.42% | 1.10% |
| Daily Std Dev | 18.62% | 5.01% |
| Max Drawdown | -57.42% | -14.56% |
| Current Drawdown | -8.72% | -7.43% |
Correlation
The correlation between FRT and TIP is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FRT vs. TIP - Performance Comparison
In the year-to-date period, FRT achieves a 14.19% return, which is significantly higher than TIP's 2.17% return. Over the past 10 years, FRT has outperformed TIP with an annualized return of 2.17%, while TIP has yielded a comparatively lower 2.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
FRT vs. TIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) and iShares TIPS Bond ETF (TIP). 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.
Dividends
FRT vs. TIP - Dividend Comparison
FRT's dividend yield for the trailing twelve months is around 3.83%, more than TIP's 2.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.83% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
TIP iShares TIPS Bond ETF | 2.41% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
Drawdowns
FRT vs. TIP - Drawdown Comparison
The maximum FRT drawdown since its inception was -57.42%, which is greater than TIP's maximum drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for FRT and TIP. For additional features, visit the drawdowns tool.
Volatility
FRT vs. TIP - Volatility Comparison
Federal Realty Investment Trust (FRT) has a higher volatility of 5.01% compared to iShares TIPS Bond ETF (TIP) at 1.31%. This indicates that FRT's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.