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SCHH vs. FREL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHH and FREL is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SCHH vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US REIT ETF (SCHH) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
29.66%
56.64%
SCHH
FREL

Key characteristics

Sharpe Ratio

SCHH:

0.69

FREL:

0.69

Sortino Ratio

SCHH:

1.04

FREL:

1.05

Omega Ratio

SCHH:

1.14

FREL:

1.14

Calmar Ratio

SCHH:

0.51

FREL:

0.50

Martin Ratio

SCHH:

2.20

FREL:

2.36

Ulcer Index

SCHH:

5.60%

FREL:

5.32%

Daily Std Dev

SCHH:

17.89%

FREL:

18.14%

Max Drawdown

SCHH:

-44.22%

FREL:

-42.61%

Current Drawdown

SCHH:

-13.80%

FREL:

-14.68%

Returns By Period

The year-to-date returns for both investments are quite close, with SCHH having a -1.54% return and FREL slightly higher at -1.49%. Over the past 10 years, SCHH has underperformed FREL with an annualized return of 3.23%, while FREL has yielded a comparatively higher 5.02% annualized return.


SCHH

YTD

-1.54%

1M

-3.19%

6M

-7.89%

1Y

12.84%

5Y*

7.42%

10Y*

3.23%

FREL

YTD

-1.49%

1M

-3.58%

6M

-7.44%

1Y

13.04%

5Y*

7.68%

10Y*

5.02%

*Annualized

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SCHH vs. FREL - Expense Ratio Comparison

SCHH has a 0.07% expense ratio, which is lower than FREL's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for FREL: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FREL: 0.08%
Expense ratio chart for SCHH: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHH: 0.07%

Risk-Adjusted Performance

SCHH vs. FREL — Risk-Adjusted Performance Rank

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

SCHH
The Risk-Adjusted Performance Rank of SCHH is 6464
Overall Rank
The Sharpe Ratio Rank of SCHH is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHH is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SCHH is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHH is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SCHH is 6262
Martin Ratio Rank

FREL
The Risk-Adjusted Performance Rank of FREL is 6565
Overall Rank
The Sharpe Ratio Rank of FREL is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FREL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FREL is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FREL is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FREL is 6464
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.

SCHH vs. FREL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) 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.


The chart of Sharpe ratio for SCHH, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.00
SCHH: 0.69
FREL: 0.69
The chart of Sortino ratio for SCHH, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.00
SCHH: 1.04
FREL: 1.05
The chart of Omega ratio for SCHH, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
SCHH: 1.14
FREL: 1.14
The chart of Calmar ratio for SCHH, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.00
SCHH: 0.51
FREL: 0.50
The chart of Martin ratio for SCHH, currently valued at 2.20, compared to the broader market0.0020.0040.0060.00
SCHH: 2.20
FREL: 2.36

The current SCHH Sharpe Ratio is 0.69, which is comparable to the FREL Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SCHH and FREL, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.69
0.69
SCHH
FREL

Dividends

SCHH vs. FREL - Dividend Comparison

SCHH's dividend yield for the trailing twelve months is around 3.25%, less than FREL's 3.59% yield.


TTM20242023202220212020201920182017201620152014
SCHH
Schwab US REIT ETF
3.25%3.22%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%
FREL
Fidelity MSCI Real Estate Index ETF
3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%0.00%

Drawdowns

SCHH vs. FREL - Drawdown Comparison

The maximum SCHH drawdown since its inception was -44.22%, roughly equal to the maximum FREL drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for SCHH and FREL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-13.80%
-14.68%
SCHH
FREL

Volatility

SCHH vs. FREL - Volatility Comparison

Schwab US REIT ETF (SCHH) and Fidelity MSCI Real Estate Index ETF (FREL) have volatilities of 10.26% and 10.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.26%
10.47%
SCHH
FREL