RLTY vs. FDFIX
Compare and contrast key facts about Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Fidelity Flex 500 Index Fund (FDFIX).
FDFIX is managed by Fidelity. It was launched on Mar 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RLTY or FDFIX.
Key characteristics
| RLTY | FDFIX | |
|---|---|---|
| YTD Return | 23.13% | 26.98% |
| 1Y Return | 40.53% | 37.64% |
| Sharpe Ratio | 1.99 | 3.04 |
| Sortino Ratio | 2.70 | 4.05 |
| Omega Ratio | 1.35 | 1.57 |
| Calmar Ratio | 1.47 | 4.45 |
| Martin Ratio | 10.84 | 20.13 |
| Ulcer Index | 3.86% | 1.86% |
| Daily Std Dev | 21.04% | 12.31% |
| Max Drawdown | -35.45% | -33.77% |
| Current Drawdown | -8.11% | -0.27% |
Correlation
The correlation between RLTY and FDFIX is 0.50, 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.
Performance
RLTY vs. FDFIX - Performance Comparison
In the year-to-date period, RLTY achieves a 23.13% return, which is significantly lower than FDFIX's 26.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RLTY vs. FDFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Fidelity Flex 500 Index Fund (FDFIX). 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.
Dividends
RLTY vs. FDFIX - Dividend Comparison
RLTY's dividend yield for the trailing twelve months is around 9.01%, more than FDFIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 8.31% | 9.18% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDFIX Fidelity Flex 500 Index Fund | 1.22% | 1.48% | 1.70% | 1.18% | 1.52% | 1.78% | 1.81% | 0.85% |
Drawdowns
RLTY vs. FDFIX - Drawdown Comparison
The maximum RLTY drawdown since its inception was -35.45%, roughly equal to the maximum FDFIX drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for RLTY and FDFIX. For additional features, visit the drawdowns tool.
Volatility
RLTY vs. FDFIX - Volatility Comparison
Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) has a higher volatility of 6.25% compared to Fidelity Flex 500 Index Fund (FDFIX) at 3.84%. This indicates that RLTY's price experiences larger fluctuations and is considered to be riskier than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.