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REM vs. FNMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REM vs. FNMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Mortgage Real Estate ETF (REM) and Federal National Mortgage Association (FNMA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REM achieves a -2.10% return, which is significantly higher than FNMA's -40.82% return. Over the past 10 years, REM has underperformed FNMA with an annualized return of 2.55%, while FNMA has yielded a comparatively higher 10.59% annualized return.


REM

1D
-1.24%
1M
-4.86%
YTD
-2.10%
6M
-2.10%
1Y
11.53%
3Y*
8.00%
5Y*
-2.48%
10Y*
2.55%

FNMA

1D
-9.93%
1M
-26.84%
YTD
-40.82%
6M
-45.07%
1Y
-32.16%
3Y*
144.17%
5Y*
22.52%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REM vs. FNMA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REM
iShares Mortgage Real Estate ETF
-2.10%13.30%-1.00%14.43%-27.56%16.14%-19.99%21.34%-3.09%18.43%
FNMA
Federal National Mortgage Association
-40.82%227.13%206.54%202.77%-56.90%-65.69%-23.40%194.34%-60.00%-32.05%

Correlation

The correlation between REM and FNMA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since May 7, 2007

0.22

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Return for Risk

REM vs. FNMA — Risk / Return Rank

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

REM
REM Risk / Return Rank: 2020
Overall Rank
REM Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
REM Sortino Ratio Rank: 2020
Sortino Ratio Rank
REM Omega Ratio Rank: 1919
Omega Ratio Rank
REM Calmar Ratio Rank: 1919
Calmar Ratio Rank
REM Martin Ratio Rank: 2020
Martin Ratio Rank

FNMA
FNMA Risk / Return Rank: 2727
Overall Rank
FNMA Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FNMA Sortino Ratio Rank: 3030
Sortino Ratio Rank
FNMA Omega Ratio Rank: 3030
Omega Ratio Rank
FNMA Calmar Ratio Rank: 2424
Calmar Ratio Rank
FNMA Martin Ratio Rank: 2323
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.

REM vs. FNMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) and Federal National Mortgage Association (FNMA). 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.


REMFNMADifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.13

1.00

+0.12

Calmar ratioReturn relative to maximum drawdown

0.81

-0.46

+1.28

Martin ratioReturn relative to average drawdown

2.33

-0.89

+3.22

REM vs. FNMA - Sharpe Ratio Comparison

The current REM Sharpe Ratio is 0.69, which is higher than the FNMA Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of REM and FNMA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


REMFNMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

-0.34

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.25

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.13

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.07

-0.12

Drawdowns

REM vs. FNMA - Drawdown Comparison

The maximum REM drawdown since its inception was -74.73%, smaller than the maximum FNMA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for REM and FNMA.


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Drawdown Indicators


REMFNMADifference

Max Drawdown

Largest peak-to-trough decline

-74.73%

-99.74%

+25.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-69.76%

+55.51%

Max Drawdown (3Y)

Largest decline over 3 years

-21.91%

-69.76%

+47.85%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-85.40%

+42.09%

Max Drawdown (10Y)

Largest decline over 10 years

-68.52%

-92.13%

+23.61%

Current Drawdown

Current decline from peak

-23.85%

-91.33%

+67.48%

Average Drawdown

Average peak-to-trough decline

-38.35%

-46.16%

+7.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

36.31%

-31.36%

Volatility

REM vs. FNMA - Volatility Comparison

The current volatility for iShares Mortgage Real Estate ETF (REM) is 3.81%, while Federal National Mortgage Association (FNMA) has a volatility of 17.91%. This indicates that REM experiences smaller price fluctuations and is considered to be less risky than FNMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REMFNMADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

17.91%

-14.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.01%

66.26%

-53.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

94.78%

-77.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.57%

91.90%

-68.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.27%

81.90%

-53.63%

Dividends

REM vs. FNMA - Dividend Comparison

REM's dividend yield for the trailing twelve months is around 9.19%, while FNMA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FNMA
Federal National Mortgage Association
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REM
iShares Mortgage Real Estate ETF
9.19%8.70%9.61%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%

Frequently Asked Questions


REM and FNMA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNMA has higher volatility (17.91%) compared to REM (3.81%). In terms of maximum drawdown, REM dropped -74.73% vs FNMA's -99.74%.

REM currently has the higher Sharpe Ratio (0.69 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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