SPG vs. FFRHX
SPG (Simon Property Group, Inc.) is a stock, while FFRHX (Fidelity Floating Rate High Income Fund) is Bank Loan fund actively managed by Fidelity. Over the past 10 years, SPG returned 5.56%/yr vs 4.82%/yr for FFRHX. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
SPG vs. FFRHX - Performance Comparison
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Returns By Period
In the year-to-date period, SPG achieves a 26.72% return, which is significantly higher than FFRHX's 2.14% return. Over the past 10 years, SPG has outperformed FFRHX with an annualized return of 5.56%, while FFRHX has yielded a comparatively lower 4.82% annualized return.
SPG
- 1D
- -0.46%
- 1M
- 2.86%
- 6M
- 22.61%
- YTD
- 26.72%
- 1Y
- 46.70%
- 3Y*
- 28.68%
- 5Y*
- 18.80%
- 10Y*
- 5.56%
- ALL TIME*
- 13.30%
FFRHX
- 1D
- 0.00%
- 1M
- 0.11%
- 6M
- 2.01%
- YTD
- 2.14%
- 1Y
- 4.71%
- 3Y*
- 6.51%
- 5Y*
- 5.49%
- 10Y*
- 4.82%
- ALL TIME*
- 3.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $307.53M | $341.88M | $412.90M |
SPG vs. FFRHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPG Simon Property Group, Inc. | 26.72% | 12.94% | 26.92% | 29.24% | -21.91% | 95.72% | -38.64% | -6.74% | 2.55% | 0.98% |
FFRHX Fidelity Floating Rate High Income Fund | 2.14% | 5.47% | 7.10% | 12.63% | -1.55% | 5.01% | 1.69% | 8.63% | 0.10% | 3.91% |
Correlation
The correlation between SPG and FFRHX is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2000 | 0.14 |
The correlation between SPG and FFRHX shifts across timeframes, from 0.02 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPG vs. FFRHX — Risk / Return Rank
SPG
FFRHX
SPG vs. FFRHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) and Fidelity Floating Rate High Income Fund (FFRHX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPG | FFRHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.81 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 4.51 | -0.44 |
| Martin ratioReturn relative to average drawdown | 14.65 | 14.73 | -0.08 |
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Drawdowns
SPG vs. FFRHX - Drawdown Comparison
The maximum SPG drawdown since its inception was -77.00%, which is greater than FFRHX's maximum drawdown of -22.20%. Use the drawdown chart below to compare losses from any high point for SPG and FFRHX.
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Drawdown Indicators
| SPG | FFRHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.00% | -22.20% | -54.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -1.19% | -10.35% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -3.29% | -21.03% |
Max Drawdown (5Y)Largest decline over 5 years | -45.84% | -5.90% | -39.94% |
Max Drawdown (10Y)Largest decline over 10 years | -76.45% | -22.20% | -54.25% |
Current DrawdownCurrent decline from peak | -3.10% | -0.11% | -2.99% |
Average DrawdownAverage peak-to-trough decline | -13.78% | -1.14% | -12.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 0.36% | +2.84% |
Volatility
SPG vs. FFRHX - Volatility Comparison
Simon Property Group, Inc. (SPG) has a higher volatility of 6.53% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 0.22%. This indicates that SPG's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPG | FFRHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 0.22% | +6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.35% | 1.69% | +13.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.56% | 2.34% | +17.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.12% | 2.89% | +23.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.14% | 4.13% | +33.01% |
Dividends
SPG vs. FFRHX - Dividend Comparison
SPG's dividend yield for the trailing twelve months is around 3.84%, less than FFRHX's 6.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | 6.39% | 7.41% | 6.94% | 8.24% | 3.81% | 2.74% | 3.84% | 5.15% | 4.74% | 4.05% | 4.44% | 3.69% |
SPG Simon Property Group, Inc. | 3.84% | 4.62% | 4.70% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% |
Frequently Asked Questions
SPG and FFRHX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPG has higher volatility (6.53%) compared to FFRHX (0.22%). In terms of maximum drawdown, SPG dropped -77.00% vs FFRHX's -22.20%.
SPG currently has the higher Sharpe Ratio (2.40 vs 2.30), 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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