PPTY vs. FRESX
Compare and contrast key facts about US Diversified Real Estate ETF (PPTY) and Fidelity Real Estate Investment Portfolio (FRESX).
PPTY is a passively managed fund by Vident that tracks the performance of the USREX - U.S. Diversified Real Estate Index. It was launched on Mar 24, 2018. FRESX is managed by Fidelity. It was launched on Nov 17, 1986.
Performance
PPTY vs. FRESX - Performance Comparison
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PPTY vs. FRESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PPTY US Diversified Real Estate ETF | 0.01% | -3.47% | 9.85% | 12.66% | -26.10% | 40.36% | -7.25% | 30.19% | 4.07% |
FRESX Fidelity Real Estate Investment Portfolio | 1.88% | 2.54% | 5.87% | 10.82% | -24.36% | 42.34% | -7.93% | 25.22% | 5.23% |
Returns By Period
In the year-to-date period, PPTY achieves a 0.01% return, which is significantly lower than FRESX's 1.88% return.
PPTY
- 1D
- 1.25%
- 1M
- -5.37%
- YTD
- 0.01%
- 6M
- -1.88%
- 1Y
- -1.68%
- 3Y*
- 5.95%
- 5Y*
- 2.27%
- 10Y*
- —
FRESX
- 1D
- 0.31%
- 1M
- -7.31%
- YTD
- 1.88%
- 6M
- 1.01%
- 1Y
- 1.06%
- 3Y*
- 5.93%
- 5Y*
- 4.14%
- 10Y*
- 4.41%
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PPTY vs. FRESX - Expense Ratio Comparison
PPTY has a 0.49% expense ratio, which is lower than FRESX's 0.71% expense ratio.
Return for Risk
PPTY vs. FRESX — Risk / Return Rank
PPTY
FRESX
PPTY vs. FRESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for US Diversified Real Estate ETF (PPTY) and Fidelity Real Estate Investment Portfolio (FRESX). 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.
| PPTY | FRESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | 0.12 | -0.21 |
Sortino ratioReturn per unit of downside risk | -0.01 | 0.28 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.04 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.16 | -0.24 |
Martin ratioReturn relative to average drawdown | -0.29 | 0.62 | -0.91 |
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
| PPTY | FRESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | 0.12 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.22 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.38 | -0.12 |
Correlation
The correlation between PPTY and FRESX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PPTY vs. FRESX - Dividend Comparison
PPTY's dividend yield for the trailing twelve months is around 3.04%, less than FRESX's 4.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPTY US Diversified Real Estate ETF | 3.04% | 3.04% | 3.29% | 4.08% | 4.29% | 2.87% | 3.43% | 3.30% | 1.97% | 0.00% | 0.00% | 0.00% |
FRESX Fidelity Real Estate Investment Portfolio | 4.55% | 4.64% | 5.58% | 6.95% | 10.16% | 3.70% | 4.77% | 6.91% | 4.23% | 4.00% | 4.90% | 6.09% |
Drawdowns
PPTY vs. FRESX - Drawdown Comparison
The maximum PPTY drawdown since its inception was -41.69%, smaller than the maximum FRESX drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for PPTY and FRESX.
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Drawdown Indicators
| PPTY | FRESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.69% | -76.34% | +34.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -12.24% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.37% | -32.13% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.93% | — |
Current DrawdownCurrent decline from peak | -11.89% | -7.49% | -4.40% |
Average DrawdownAverage peak-to-trough decline | -11.48% | -11.16% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.13% | +0.58% |
Volatility
PPTY vs. FRESX - Volatility Comparison
US Diversified Real Estate ETF (PPTY) has a higher volatility of 4.39% compared to Fidelity Real Estate Investment Portfolio (FRESX) at 3.97%. This indicates that PPTY's price experiences larger fluctuations and is considered to be riskier than FRESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPTY | FRESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.97% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 9.06% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.62% | 16.32% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 18.73% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 20.57% | +1.49% |