JOE vs. FREL
Compare and contrast key facts about The St. Joe Company (JOE) and Fidelity MSCI Real Estate Index ETF (FREL).
FREL is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Real Estate Index. It was launched on Feb 2, 2015.
Performance
JOE vs. FREL - Performance Comparison
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JOE vs. FREL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JOE The St. Joe Company | 8.64% | 33.68% | -24.64% | 57.12% | -25.07% | 23.45% | 114.56% | 50.57% | -27.04% | -5.00% |
FREL Fidelity MSCI Real Estate Index ETF | 1.32% | 3.09% | 5.05% | 11.74% | -26.21% | 40.46% | -4.99% | 28.78% | -4.52% | 8.86% |
Returns By Period
In the year-to-date period, JOE achieves a 8.64% return, which is significantly higher than FREL's 1.32% return. Over the past 10 years, JOE has outperformed FREL with an annualized return of 15.23%, while FREL has yielded a comparatively lower 5.19% annualized return.
JOE
- 1D
- 2.47%
- 1M
- -11.27%
- YTD
- 8.64%
- 6M
- 30.44%
- 1Y
- 39.75%
- 3Y*
- 16.80%
- 5Y*
- 8.86%
- 10Y*
- 15.23%
FREL
- 1D
- 0.33%
- 1M
- -6.44%
- YTD
- 1.32%
- 6M
- -1.31%
- 1Y
- 1.72%
- 3Y*
- 6.41%
- 5Y*
- 2.75%
- 10Y*
- 5.19%
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Return for Risk
JOE vs. FREL — Risk / Return Rank
JOE
FREL
JOE vs. FREL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The St. Joe Company (JOE) and Fidelity MSCI Real Estate Index ETF (FREL). 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.
| JOE | FREL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.11 | +1.15 |
Sortino ratioReturn per unit of downside risk | 1.93 | 0.26 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.03 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 0.14 | +2.13 |
Martin ratioReturn relative to average drawdown | 7.19 | 0.56 | +6.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JOE | FREL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.11 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.15 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.25 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.23 | -0.13 |
Correlation
The correlation between JOE and FREL is 0.51, 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.
Dividends
JOE vs. FREL - Dividend Comparison
JOE's dividend yield for the trailing twelve months is around 0.93%, less than FREL's 3.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOE The St. Joe Company | 0.93% | 0.98% | 1.16% | 0.73% | 1.03% | 0.61% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FREL Fidelity MSCI Real Estate Index ETF | 3.55% | 3.59% | 3.48% | 3.73% | 3.57% | 2.34% | 3.77% | 3.32% | 5.54% | 3.27% | 4.01% | 3.80% |
Drawdowns
JOE vs. FREL - Drawdown Comparison
The maximum JOE drawdown since its inception was -84.33%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for JOE and FREL.
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Drawdown Indicators
| JOE | FREL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.33% | -42.61% | -41.72% |
Max Drawdown (1Y)Largest decline over 1 year | -16.94% | -12.42% | -4.52% |
Max Drawdown (5Y)Largest decline over 5 years | -48.43% | -34.40% | -14.03% |
Max Drawdown (10Y)Largest decline over 10 years | -48.43% | -42.61% | -5.82% |
Current DrawdownCurrent decline from peak | -17.86% | -9.53% | -8.33% |
Average DrawdownAverage peak-to-trough decline | -51.48% | -10.05% | -41.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 3.22% | +2.14% |
Volatility
JOE vs. FREL - Volatility Comparison
The St. Joe Company (JOE) has a higher volatility of 10.89% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.59%. This indicates that JOE's price experiences larger fluctuations and is considered to be riskier than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JOE | FREL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.89% | 4.59% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 23.04% | 9.28% | +13.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.81% | 16.38% | +15.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.67% | 18.84% | +13.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.29% | 20.67% | +11.62% |