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

Correlation

The correlation between FSRNX and VOO 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.


-0.50.00.51.00.6

Performance

FSRNX vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.70%
10.43%
FSRNX
VOO

Key characteristics

Sharpe Ratio

FSRNX:

0.27

VOO:

2.22

Sortino Ratio

FSRNX:

0.46

VOO:

2.95

Omega Ratio

FSRNX:

1.06

VOO:

1.42

Calmar Ratio

FSRNX:

0.16

VOO:

3.27

Martin Ratio

FSRNX:

0.90

VOO:

14.57

Ulcer Index

FSRNX:

4.72%

VOO:

1.90%

Daily Std Dev

FSRNX:

15.99%

VOO:

12.47%

Max Drawdown

FSRNX:

-44.26%

VOO:

-33.99%

Current Drawdown

FSRNX:

-14.75%

VOO:

-1.77%

Returns By Period

In the year-to-date period, FSRNX achieves a 3.11% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, FSRNX has underperformed VOO with an annualized return of 3.64%, while VOO has yielded a comparatively higher 13.12% annualized return.


FSRNX

YTD

3.11%

1M

-8.12%

6M

6.70%

1Y

3.90%

5Y*

1.60%

10Y*

3.64%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSRNX vs. VOO - Expense Ratio Comparison

FSRNX has a 0.07% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FSRNX
Fidelity Real Estate Index Fund
Expense ratio chart for FSRNX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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%

Risk-Adjusted Performance

FSRNX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Index Fund (FSRNX) 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 FSRNX, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.000.272.22
The chart of Sortino ratio for FSRNX, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.000.462.95
The chart of Omega ratio for FSRNX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.42
The chart of Calmar ratio for FSRNX, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.000.163.27
The chart of Martin ratio for FSRNX, currently valued at 0.90, compared to the broader market0.0020.0040.0060.000.9014.57
FSRNX
VOO

The current FSRNX Sharpe Ratio is 0.27, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of FSRNX 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.27
2.22
FSRNX
VOO

Dividends

FSRNX vs. VOO - Dividend Comparison

FSRNX's dividend yield for the trailing twelve months is around 1.39%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
FSRNX
Fidelity Real Estate Index Fund
1.39%2.84%2.66%1.25%3.33%3.18%3.73%2.27%2.58%2.57%4.18%3.54%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FSRNX vs. VOO - Drawdown Comparison

The maximum FSRNX drawdown since its inception was -44.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSRNX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.75%
-1.77%
FSRNX
VOO

Volatility

FSRNX vs. VOO - Volatility Comparison

Fidelity Real Estate Index Fund (FSRNX) has a higher volatility of 5.18% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that FSRNX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.18%
3.78%
FSRNX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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