FRT vs. VNQ
FRT (Federal Realty Investment Trust) is a stock, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Over the past 10 years, FRT returned 0.86%/yr vs 4.90%/yr for VNQ. Their correlation of 0.82 means they have usually moved in the same direction.
Performance
FRT vs. VNQ - Performance Comparison
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Returns By Period
In the year-to-date period, FRT achieves a 27.00% return, which is significantly higher than VNQ's 14.01% return. Over the past 10 years, FRT has underperformed VNQ with an annualized return of 0.86%, while VNQ has yielded a comparatively higher 4.90% annualized return.
FRT
- 1D
- 0.00%
- 1M
- 1.97%
- 6M
- 25.13%
- YTD
- 27.00%
- 1Y
- 42.88%
- 3Y*
- 11.69%
- 5Y*
- 5.42%
- 10Y*
- 0.86%
- ALL TIME*
- 10.98%
VNQ
- 1D
- -0.54%
- 1M
- 0.95%
- 6M
- 11.11%
- YTD
- 14.01%
- 1Y
- 15.59%
- 3Y*
- 9.39%
- 5Y*
- 2.44%
- 10Y*
- 4.90%
- ALL TIME*
- 7.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $114.71M | $100.27M | $112.02M | |
| $285.34M | $305.14M | $313.91M |
FRT vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 27.00% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
VNQ Vanguard Real Estate ETF | 14.01% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Correlation
The correlation between FRT and VNQ is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.83 |
The correlation between FRT and VNQ shifts across timeframes, from 0.72 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FRT vs. VNQ — Risk / Return Rank
FRT
VNQ
FRT vs. VNQ - Risk-Adjusted Trends 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.
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.
| FRT | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.20 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.84 | 1.84 | +4.00 |
| Martin ratioReturn relative to average drawdown | 15.32 | 5.97 | +9.35 |
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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.
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Drawdown Indicators
| FRT | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.42% | -73.07% | +15.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -8.34% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -17.46% | -9.92% |
Max Drawdown (5Y)Largest decline over 5 years | -34.99% | -34.48% | -0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -54.91% | -42.40% | -12.51% |
Current DrawdownCurrent decline from peak | -2.39% | -1.98% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -13.54% | +1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.57% | +0.08% |
Volatility
FRT vs. VNQ - Volatility Comparison
Federal Realty Investment Trust (FRT) and Vanguard Real Estate ETF (VNQ) have volatilities of 4.22% and 4.44%, 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.
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Volatility by Period
| FRT | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.44% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 10.70% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 13.86% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.08% | 18.89% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.46% | 20.76% | +8.70% |
Dividends
FRT vs. VNQ - Dividend Comparison
FRT's dividend yield for the trailing twelve months is around 3.64%, more than VNQ's 3.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.64% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
VNQ Vanguard Real Estate ETF | 3.51% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
FRT and VNQ have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNQ has higher volatility (4.44%) compared to FRT (4.22%). In terms of maximum drawdown, FRT dropped -57.42% vs VNQ's -73.07%.
FRT currently has the higher Sharpe Ratio (2.39 vs 1.11), 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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