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PPTY vs. FRESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPTY vs. FRESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Diversified Real Estate ETF (PPTY) and Fidelity Real Estate Investment Portfolio (FRESX). The values are adjusted to include any dividend payments, if applicable.

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PPTY vs. FRESX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

PPTY
PPTY Risk / Return Rank: 1010
Overall Rank
PPTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PPTY Sortino Ratio Rank: 99
Sortino Ratio Rank
PPTY Omega Ratio Rank: 1010
Omega Ratio Rank
PPTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
PPTY Martin Ratio Rank: 1010
Martin Ratio Rank

FRESX
FRESX Risk / Return Rank: 88
Overall Rank
FRESX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FRESX Sortino Ratio Rank: 88
Sortino Ratio Rank
FRESX Omega Ratio Rank: 77
Omega Ratio Rank
FRESX Calmar Ratio Rank: 99
Calmar Ratio Rank
FRESX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


PPTYFRESXDifference

Sharpe ratio

Return per unit of total volatility

-0.10

0.12

-0.21

Sortino ratio

Return per unit of downside risk

-0.01

0.28

-0.29

Omega ratio

Gain probability vs. loss probability

1.00

1.04

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.08

0.16

-0.24

Martin ratio

Return relative to average drawdown

-0.29

0.62

-0.91

PPTY vs. FRESX - Sharpe Ratio Comparison

The current PPTY Sharpe Ratio is -0.10, which is lower than the FRESX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of PPTY and FRESX, 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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Sharpe Ratios by Period


PPTYFRESXDifference

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.


TTM20252024202320222021202020192018201720162015
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


PPTYFRESXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.89%

-7.49%

-4.40%

Average Drawdown

Average peak-to-trough decline

-11.48%

-11.16%

-0.32%

Ulcer Index

Depth 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


PPTYFRESXDifference

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%