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

Correlation

The correlation between FSRNX and VGSLX is 0.61, 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. VGSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Index Fund (FSRNX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSRNX:

0.60

VGSLX:

0.61

Sortino Ratio

FSRNX:

0.91

VGSLX:

0.92

Omega Ratio

FSRNX:

1.12

VGSLX:

1.12

Calmar Ratio

FSRNX:

0.44

VGSLX:

0.44

Martin Ratio

FSRNX:

1.87

VGSLX:

1.90

Ulcer Index

FSRNX:

5.67%

VGSLX:

5.66%

Daily Std Dev

FSRNX:

18.11%

VGSLX:

18.09%

Max Drawdown

FSRNX:

-44.26%

VGSLX:

-74.07%

Current Drawdown

FSRNX:

-11.21%

VGSLX:

-11.33%

Returns By Period

In the year-to-date period, FSRNX achieves a 2.30% return, which is significantly lower than VGSLX's 2.44% return. Over the past 10 years, FSRNX has underperformed VGSLX with an annualized return of 3.86%, while VGSLX has yielded a comparatively higher 5.35% annualized return.


FSRNX

YTD

2.30%

1M

4.11%

6M

-2.46%

1Y

10.77%

3Y*

2.55%

5Y*

8.78%

10Y*

3.86%

VGSLX

YTD

2.44%

1M

4.07%

6M

-2.39%

1Y

10.87%

3Y*

2.52%

5Y*

8.53%

10Y*

5.35%

*Annualized

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FSRNX vs. VGSLX - Expense Ratio Comparison

FSRNX has a 0.07% expense ratio, which is lower than VGSLX's 0.12% 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%.


Risk-Adjusted Performance

FSRNX vs. VGSLX — 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 5454
Overall Rank
The Sharpe Ratio Rank of FSRNX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRNX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FSRNX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FSRNX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FSRNX is 5252
Martin Ratio Rank

VGSLX
The Risk-Adjusted Performance Rank of VGSLX is 5454
Overall Rank
The Sharpe Ratio Rank of VGSLX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSLX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VGSLX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VGSLX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VGSLX is 5252
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. VGSLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Index Fund (FSRNX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). 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 VGSLX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FSRNX and VGSLX, 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. VGSLX - Dividend Comparison

FSRNX's dividend yield for the trailing twelve months is around 2.79%, less than VGSLX's 4.02% yield.


TTM20242023202220212020201920182017201620152014
FSRNX
Fidelity Real Estate Index Fund
2.79%2.86%2.84%2.66%1.25%3.33%3.93%4.43%2.86%3.95%2.57%4.18%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
4.02%3.85%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%

Drawdowns

FSRNX vs. VGSLX - Drawdown Comparison

The maximum FSRNX drawdown since its inception was -44.26%, smaller than the maximum VGSLX drawdown of -74.07%. Use the drawdown chart below to compare losses from any high point for FSRNX and VGSLX. For additional features, visit the drawdowns tool.


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Volatility

FSRNX vs. VGSLX - Volatility Comparison

Fidelity Real Estate Index Fund (FSRNX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX) have volatilities of 4.43% and 4.42%, 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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