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GMRE vs. FTBFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GMRE and FTBFX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

GMRE vs. FTBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Medical REIT Inc. (GMRE) and Fidelity Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-15.75%
0.16%
GMRE
FTBFX

Key characteristics

Sharpe Ratio

GMRE:

-0.75

FTBFX:

0.65

Sortino Ratio

GMRE:

-0.93

FTBFX:

0.97

Omega Ratio

GMRE:

0.89

FTBFX:

1.11

Calmar Ratio

GMRE:

-0.40

FTBFX:

0.33

Martin Ratio

GMRE:

-1.57

FTBFX:

1.89

Ulcer Index

GMRE:

12.13%

FTBFX:

1.84%

Daily Std Dev

GMRE:

25.36%

FTBFX:

5.37%

Max Drawdown

GMRE:

-58.92%

FTBFX:

-18.19%

Current Drawdown

GMRE:

-44.50%

FTBFX:

-6.19%

Returns By Period

In the year-to-date period, GMRE achieves a 2.07% return, which is significantly higher than FTBFX's -0.32% return.


GMRE

YTD

2.07%

1M

-3.65%

6M

-15.75%

1Y

-17.20%

5Y*

-4.64%

10Y*

N/A

FTBFX

YTD

-0.32%

1M

-1.43%

6M

0.15%

1Y

3.05%

5Y*

0.16%

10Y*

1.81%

*Annualized

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Risk-Adjusted Performance

GMRE vs. FTBFX — Risk-Adjusted Performance Rank

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

GMRE
The Risk-Adjusted Performance Rank of GMRE is 1313
Overall Rank
The Sharpe Ratio Rank of GMRE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of GMRE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of GMRE is 1515
Omega Ratio Rank
The Calmar Ratio Rank of GMRE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of GMRE is 55
Martin Ratio Rank

FTBFX
The Risk-Adjusted Performance Rank of FTBFX is 4242
Overall Rank
The Sharpe Ratio Rank of FTBFX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FTBFX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FTBFX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FTBFX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FTBFX is 3838
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.

GMRE vs. FTBFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Medical REIT Inc. (GMRE) and Fidelity Total Bond Fund (FTBFX). 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 GMRE, currently valued at -0.60, compared to the broader market-2.000.002.00-0.600.65
The chart of Sortino ratio for GMRE, currently valued at -0.69, compared to the broader market-4.00-2.000.002.004.00-0.690.97
The chart of Omega ratio for GMRE, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.11
The chart of Calmar ratio for GMRE, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.320.33
The chart of Martin ratio for GMRE, currently valued at -1.25, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.251.89
GMRE
FTBFX

The current GMRE Sharpe Ratio is -0.75, which is lower than the FTBFX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GMRE and FTBFX, 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 Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-0.60
0.65
GMRE
FTBFX

Dividends

GMRE vs. FTBFX - Dividend Comparison

GMRE's dividend yield for the trailing twelve months is around 10.66%, more than FTBFX's 4.43% yield.


TTM20242023202220212020201920182017201620152014
GMRE
Global Medical REIT Inc.
10.66%10.88%7.57%8.86%5.77%6.13%6.05%9.00%9.76%4.48%0.00%0.00%
FTBFX
Fidelity Total Bond Fund
4.43%4.42%4.15%3.34%2.19%2.53%2.95%3.19%2.74%2.95%3.71%2.99%

Drawdowns

GMRE vs. FTBFX - Drawdown Comparison

The maximum GMRE drawdown since its inception was -58.92%, which is greater than FTBFX's maximum drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for GMRE and FTBFX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-44.50%
-6.19%
GMRE
FTBFX

Volatility

GMRE vs. FTBFX - Volatility Comparison

Global Medical REIT Inc. (GMRE) has a higher volatility of 8.04% compared to Fidelity Total Bond Fund (FTBFX) at 1.51%. This indicates that GMRE's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.04%
1.51%
GMRE
FTBFX
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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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