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FSREX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FSREX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Real Estate Income Fund (FSREX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.87%
13.23%
FSREX
VOO

Returns By Period

In the year-to-date period, FSREX achieves a 9.73% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, FSREX has underperformed VOO with an annualized return of 4.98%, while VOO has yielded a comparatively higher 13.22% annualized return.


FSREX

YTD

9.73%

1M

-0.20%

6M

5.87%

1Y

14.74%

5Y (annualized)

3.33%

10Y (annualized)

4.98%

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


FSREXVOO
Sharpe Ratio4.242.69
Sortino Ratio6.653.59
Omega Ratio1.911.50
Calmar Ratio1.273.88
Martin Ratio31.4817.58
Ulcer Index0.47%1.86%
Daily Std Dev3.47%12.19%
Max Drawdown-32.02%-33.99%
Current Drawdown-0.99%-0.53%

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FSREX vs. VOO - Expense Ratio Comparison

FSREX has a 0.00% expense ratio, which is lower than VOO's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for FSREX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Correlation

-0.50.00.51.00.5

The correlation between FSREX and VOO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

FSREX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Real Estate Income Fund (FSREX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for FSREX, currently valued at 4.24, compared to the broader market-1.000.001.002.003.004.005.004.242.69
The chart of Sortino ratio for FSREX, currently valued at 6.65, compared to the broader market0.005.0010.006.653.59
The chart of Omega ratio for FSREX, currently valued at 1.91, compared to the broader market1.002.003.004.001.911.50
The chart of Calmar ratio for FSREX, currently valued at 1.27, compared to the broader market0.005.0010.0015.0020.001.273.88
The chart of Martin ratio for FSREX, currently valued at 31.48, compared to the broader market0.0020.0040.0060.0080.00100.0031.4817.58
FSREX
VOO

The current FSREX Sharpe Ratio is 4.24, which is higher than the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of FSREX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.24
2.69
FSREX
VOO

Dividends

FSREX vs. VOO - Dividend Comparison

FSREX's dividend yield for the trailing twelve months is around 6.28%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
FSREX
Fidelity Series Real Estate Income Fund
6.28%7.43%6.58%2.82%5.62%5.53%5.69%5.53%4.89%9.37%9.40%8.54%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FSREX vs. VOO - Drawdown Comparison

The maximum FSREX drawdown since its inception was -32.02%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSREX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
-0.53%
FSREX
VOO

Volatility

FSREX vs. VOO - Volatility Comparison

The current volatility for Fidelity Series Real Estate Income Fund (FSREX) is 0.96%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that FSREX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.96%
3.99%
FSREX
VOO