FRT vs. VNQ
Compare and contrast key facts about Federal Realty Investment Trust (FRT) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRT or VNQ.
Key characteristics
| FRT | VNQ | |
|---|---|---|
| YTD Return | 13.77% | 9.63% |
| 1Y Return | 29.97% | 30.83% |
| 3Y Return (Ann) | 0.25% | -1.16% |
| 5Y Return (Ann) | 1.24% | 4.31% |
| 10Y Return (Ann) | 2.13% | 6.03% |
| Sharpe Ratio | 1.50 | 1.74 |
| Sortino Ratio | 2.19 | 2.51 |
| Omega Ratio | 1.27 | 1.32 |
| Calmar Ratio | 0.93 | 0.96 |
| Martin Ratio | 8.19 | 6.66 |
| Ulcer Index | 3.42% | 4.46% |
| Daily Std Dev | 18.69% | 17.11% |
| Max Drawdown | -57.42% | -73.07% |
| Current Drawdown | -9.06% | -9.56% |
Correlation
The correlation between FRT and VNQ is 0.83, 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.
Performance
FRT vs. VNQ - Performance Comparison
In the year-to-date period, FRT achieves a 13.77% return, which is significantly higher than VNQ's 9.63% return. Over the past 10 years, FRT has underperformed VNQ with an annualized return of 2.13%, while VNQ has yielded a comparatively higher 6.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FRT vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) and Vanguard Real Estate ETF (VNQ). 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. VNQ - Dividend Comparison
FRT's dividend yield for the trailing twelve months is around 3.85%, which matches VNQ's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.85% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
VNQ Vanguard Real Estate ETF | 3.88% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
FRT vs. VNQ - Drawdown Comparison
The maximum FRT drawdown since its inception was -57.42%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for FRT and VNQ. For additional features, visit the drawdowns tool.
Volatility
FRT vs. VNQ - Volatility Comparison
Federal Realty Investment Trust (FRT) and Vanguard Real Estate ETF (VNQ) have volatilities of 5.20% and 5.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.