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FSRNX vs. SCHH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSRNX and SCHH is 0.60, 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.


Performance

FSRNX vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Index Fund (FSRNX) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSRNX:

0.60

SCHH:

0.60

Sortino Ratio

FSRNX:

0.91

SCHH:

0.89

Omega Ratio

FSRNX:

1.12

SCHH:

1.12

Calmar Ratio

FSRNX:

0.44

SCHH:

0.44

Martin Ratio

FSRNX:

1.87

SCHH:

1.69

Ulcer Index

FSRNX:

5.67%

SCHH:

5.99%

Daily Std Dev

FSRNX:

18.11%

SCHH:

17.82%

Max Drawdown

FSRNX:

-44.26%

SCHH:

-44.22%

Current Drawdown

FSRNX:

-11.21%

SCHH:

-10.75%

Returns By Period

In the year-to-date period, FSRNX achieves a 2.30% return, which is significantly higher than SCHH's 1.95% return. Both investments have delivered pretty close results over the past 10 years, with FSRNX having a 3.86% annualized return and SCHH not far behind at 3.85%.


FSRNX

YTD

2.30%

1M

4.11%

6M

-2.97%

1Y

11.50%

3Y*

2.55%

5Y*

8.78%

10Y*

3.86%

SCHH

YTD

1.95%

1M

3.34%

6M

-3.62%

1Y

10.68%

3Y*

2.41%

5Y*

8.06%

10Y*

3.85%

*Annualized

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Fidelity Real Estate Index Fund

Schwab US REIT ETF

FSRNX vs. SCHH - Expense Ratio Comparison

Both FSRNX and SCHH have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

FSRNX vs. SCHH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSRNX
The Risk-Adjusted Performance Rank of FSRNX is 5656
Overall Rank
The Sharpe Ratio Rank of FSRNX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRNX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FSRNX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FSRNX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FSRNX is 5454
Martin Ratio Rank

SCHH
The Risk-Adjusted Performance Rank of SCHH is 5353
Overall Rank
The Sharpe Ratio Rank of SCHH is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHH is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SCHH is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SCHH is 5151
Calmar Ratio Rank
The Martin Ratio Rank of SCHH is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSRNX vs. SCHH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Index Fund (FSRNX) and Schwab US REIT ETF (SCHH). 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.


The current FSRNX Sharpe Ratio is 0.60, which is comparable to the SCHH Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of FSRNX and SCHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FSRNX vs. SCHH - Dividend Comparison

FSRNX's dividend yield for the trailing twelve months is around 2.79%, less than SCHH's 3.14% yield.


TTM20242023202220212020201920182017201620152014
FSRNX
Fidelity Real Estate Index Fund
2.79%2.86%2.84%2.66%1.25%3.33%3.18%3.73%2.27%2.58%2.57%4.18%
SCHH
Schwab US REIT ETF
3.14%3.22%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%

Drawdowns

FSRNX vs. SCHH - Drawdown Comparison

The maximum FSRNX drawdown since its inception was -44.26%, roughly equal to the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for FSRNX and SCHH. For additional features, visit the drawdowns tool.


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Volatility

FSRNX vs. SCHH - Volatility Comparison

Fidelity Real Estate Index Fund (FSRNX) has a higher volatility of 4.43% compared to Schwab US REIT ETF (SCHH) at 3.76%. This indicates that FSRNX's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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