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RPT vs. FLCOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPT and FLCOX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

RPT vs. FLCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RPT Realty (RPT) and Fidelity Large Cap Value Index Fund (FLCOX). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-52.24%
114.20%
RPT
FLCOX

Key characteristics

Sharpe Ratio

RPT:

-0.33

FLCOX:

0.38

Sortino Ratio

RPT:

-0.21

FLCOX:

0.64

Omega Ratio

RPT:

0.98

FLCOX:

1.09

Calmar Ratio

RPT:

-0.18

FLCOX:

0.39

Martin Ratio

RPT:

-0.86

FLCOX:

1.45

Ulcer Index

RPT:

16.01%

FLCOX:

4.21%

Daily Std Dev

RPT:

42.35%

FLCOX:

16.22%

Max Drawdown

RPT:

-76.45%

FLCOX:

-38.28%

Current Drawdown

RPT:

-72.24%

FLCOX:

-8.69%

Returns By Period

In the year-to-date period, RPT achieves a -2.54% return, which is significantly lower than FLCOX's -1.71% return.


RPT

YTD

-2.54%

1M

-0.35%

6M

-8.06%

1Y

-12.53%

5Y*

-12.70%

10Y*

-7.12%

FLCOX

YTD

-1.71%

1M

-2.83%

6M

-4.19%

1Y

6.49%

5Y*

12.32%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RPT vs. FLCOX — Risk-Adjusted Performance Rank

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

RPT
The Risk-Adjusted Performance Rank of RPT is 3434
Overall Rank
The Sharpe Ratio Rank of RPT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of RPT is 3131
Sortino Ratio Rank
The Omega Ratio Rank of RPT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RPT is 4141
Calmar Ratio Rank
The Martin Ratio Rank of RPT is 3333
Martin Ratio Rank

FLCOX
The Risk-Adjusted Performance Rank of FLCOX is 5050
Overall Rank
The Sharpe Ratio Rank of FLCOX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCOX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FLCOX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FLCOX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FLCOX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RPT vs. FLCOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RPT Realty (RPT) and Fidelity Large Cap Value Index Fund (FLCOX). 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.


The chart of Sharpe ratio for RPT, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.003.00
RPT: -0.33
FLCOX: 0.38
The chart of Sortino ratio for RPT, currently valued at -0.21, compared to the broader market-6.00-4.00-2.000.002.004.00
RPT: -0.21
FLCOX: 0.64
The chart of Omega ratio for RPT, currently valued at 0.98, compared to the broader market0.501.001.502.00
RPT: 0.98
FLCOX: 1.09
The chart of Calmar ratio for RPT, currently valued at -0.18, compared to the broader market0.001.002.003.004.005.00
RPT: -0.18
FLCOX: 0.39
The chart of Martin ratio for RPT, currently valued at -0.86, compared to the broader market-5.000.005.0010.0015.0020.00
RPT: -0.86
FLCOX: 1.45

The current RPT Sharpe Ratio is -0.33, which is lower than the FLCOX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of RPT and FLCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.33
0.38
RPT
FLCOX

Dividends

RPT vs. FLCOX - Dividend Comparison

RPT's dividend yield for the trailing twelve months is around 8.45%, more than FLCOX's 1.65% yield.


TTM2024202320222021202020192018201720162015
RPT
RPT Realty
8.45%9.43%14.34%16.00%6.16%7.93%8.98%10.12%8.18%7.46%5.28%
FLCOX
Fidelity Large Cap Value Index Fund
1.65%1.62%1.99%2.01%1.55%2.28%2.13%2.33%1.73%0.52%0.00%

Drawdowns

RPT vs. FLCOX - Drawdown Comparison

The maximum RPT drawdown since its inception was -76.45%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for RPT and FLCOX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.24%
-8.69%
RPT
FLCOX

Volatility

RPT vs. FLCOX - Volatility Comparison

RPT Realty (RPT) has a higher volatility of 20.31% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 11.86%. This indicates that RPT's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.31%
11.86%
RPT
FLCOX