FRT vs. VTI
FRT (Federal Realty Investment Trust) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, FRT returned 1.39%/yr vs 15.14%/yr for VTI. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
FRT vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, FRT achieves a 25.42% return, which is significantly higher than VTI's 8.82% return. Over the past 10 years, FRT has underperformed VTI with an annualized return of 1.39%, while VTI has yielded a comparatively higher 15.14% annualized return.
FRT
- 1D
- 1.61%
- 1M
- 3.28%
- YTD
- 25.42%
- 6M
- 25.01%
- 1Y
- 34.21%
- 3Y*
- 15.63%
- 5Y*
- 5.12%
- 10Y*
- 1.39%
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
FRT vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 25.42% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
VTI Vanguard Total Stock Market ETF | 8.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between FRT and VTI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.52 |
Over the past year, the correlation between FRT and VTI has dropped to 0.22 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
FRT vs. VTI — Risk / Return Rank
FRT
VTI
FRT vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.94 | 2.73 | +2.21 |
| Martin ratioReturn relative to average drawdown | 12.50 | 12.14 | +0.36 |
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Drawdowns
FRT vs. VTI - Drawdown Comparison
The maximum FRT drawdown since its inception was -57.42%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FRT and VTI.
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Drawdown Indicators
| FRT | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.42% | -55.45% | -1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -8.92% | +1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -19.30% | -8.08% |
Max Drawdown (5Y)Largest decline over 5 years | -34.99% | -25.36% | -9.63% |
Max Drawdown (10Y)Largest decline over 10 years | -56.47% | -35.00% | -21.47% |
Current DrawdownCurrent decline from peak | -1.72% | -2.85% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -8.01% | -3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.00% | +0.75% |
Volatility
FRT vs. VTI - Volatility Comparison
Federal Realty Investment Trust (FRT) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.96% and 4.95%, 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 | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.95% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 10.05% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 12.83% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.32% | 17.51% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.47% | 18.32% | +11.15% |
Dividends
FRT vs. VTI - Dividend Comparison
FRT's dividend yield for the trailing twelve months is around 3.63%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.63% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
FRT and VTI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRT has higher volatility (4.96%) compared to VTI (4.95%). In terms of maximum drawdown, FRT dropped -57.42% vs VTI's -55.45%.
FRT currently has the higher Sharpe Ratio (1.98 vs 1.90), 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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