RMR vs. FREL
Compare and contrast key facts about The RMR Group Inc. (RMR) 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
RMR vs. FREL - Performance Comparison
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RMR vs. FREL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMR The RMR Group Inc. | 6.82% | -19.39% | -21.50% | 6.48% | -13.93% | 10.33% | -11.24% | -11.65% | -9.17% | 53.27% |
FREL Fidelity MSCI Real Estate Index ETF | 0.98% | 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, RMR achieves a 6.82% return, which is significantly higher than FREL's 0.98% return. Over the past 10 years, RMR has underperformed FREL with an annualized return of 2.32%, while FREL has yielded a comparatively higher 5.16% annualized return.
RMR
- 1D
- 0.19%
- 1M
- -5.56%
- YTD
- 6.82%
- 6M
- 4.30%
- 1Y
- 4.28%
- 3Y*
- -8.56%
- 5Y*
- -8.79%
- 10Y*
- 2.32%
FREL
- 1D
- 1.43%
- 1M
- -6.56%
- YTD
- 0.98%
- 6M
- -1.57%
- 1Y
- 1.45%
- 3Y*
- 6.30%
- 5Y*
- 2.68%
- 10Y*
- 5.16%
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Return for Risk
RMR vs. FREL — Risk / Return Rank
RMR
FREL
RMR vs. FREL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The RMR Group Inc. (RMR) 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.
| RMR | FREL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.09 | +0.07 |
Sortino ratioReturn per unit of downside risk | 0.44 | 0.24 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.03 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 0.20 | +0.05 |
Martin ratioReturn relative to average drawdown | 0.52 | 0.77 | -0.25 |
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
| RMR | FREL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.09 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | 0.14 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.25 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.23 | +0.02 |
Correlation
The correlation between RMR and FREL is 0.46, 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
RMR vs. FREL - Dividend Comparison
RMR's dividend yield for the trailing twelve months is around 11.64%, more than FREL's 3.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMR The RMR Group Inc. | 11.64% | 12.08% | 8.48% | 5.67% | 5.59% | 24.57% | 3.94% | 3.13% | 2.07% | 1.69% | 2.02% | 0.00% |
FREL Fidelity MSCI Real Estate Index ETF | 3.56% | 3.59% | 3.48% | 3.73% | 3.57% | 2.34% | 3.77% | 3.32% | 5.54% | 3.27% | 4.01% | 3.80% |
Drawdowns
RMR vs. FREL - Drawdown Comparison
The maximum RMR drawdown since its inception was -75.78%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for RMR and FREL.
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Drawdown Indicators
| RMR | FREL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.78% | -42.61% | -33.17% |
Max Drawdown (1Y)Largest decline over 1 year | -15.91% | -12.42% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -54.38% | -34.40% | -19.98% |
Max Drawdown (10Y)Largest decline over 10 years | -75.78% | -42.61% | -33.17% |
Current DrawdownCurrent decline from peak | -70.63% | -9.83% | -60.80% |
Average DrawdownAverage peak-to-trough decline | -44.15% | -10.05% | -34.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.61% | 3.19% | +4.42% |
Volatility
RMR vs. FREL - Volatility Comparison
The RMR Group Inc. (RMR) has a higher volatility of 8.31% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.55%. This indicates that RMR'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
| RMR | FREL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 4.55% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 19.20% | 9.29% | +9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.79% | 16.41% | +11.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.83% | 18.85% | +7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.27% | 20.67% | +12.60% |