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SPMD vs. FREL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMD vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPMD achieves a 15.51% return, which is significantly higher than FREL's 12.39% return. Over the past 10 years, SPMD has outperformed FREL with an annualized return of 11.78%, while FREL has yielded a comparatively lower 6.17% annualized return.


SPMD

1D
0.73%
1M
3.56%
YTD
15.51%
6M
14.03%
1Y
27.96%
3Y*
15.42%
5Y*
8.28%
10Y*
11.78%

FREL

1D
1.01%
1M
3.49%
YTD
12.39%
6M
12.21%
1Y
13.87%
3Y*
10.11%
5Y*
2.49%
10Y*
6.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMD vs. FREL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
15.51%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%
FREL
Fidelity MSCI Real Estate Index ETF
12.39%3.09%5.05%11.74%-26.21%40.46%-4.99%28.78%-4.52%8.86%

Correlation

The correlation between SPMD and FREL is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2015

0.62

The correlation between SPMD and FREL shifts across timeframes, from 0.56 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPMD vs. FREL — Risk / Return Rank

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

SPMD
SPMD Risk / Return Rank: 6060
Overall Rank
SPMD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPMD Omega Ratio Rank: 5353
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6767
Martin Ratio Rank

FREL
FREL Risk / Return Rank: 3131
Overall Rank
FREL Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 2828
Sortino Ratio Rank
FREL Omega Ratio Rank: 2828
Omega Ratio Rank
FREL Calmar Ratio Rank: 3535
Calmar Ratio Rank
FREL Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPMD vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) 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.

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.


SPMDFRELDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.29

1.17

+0.12

Calmar ratioReturn relative to maximum drawdown

2.95

1.53

+1.42

Martin ratioReturn relative to average drawdown

10.81

4.80

+6.01

SPMD vs. FREL - Sharpe Ratio Comparison

The current SPMD Sharpe Ratio is 1.64, which is higher than the FREL Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SPMD and FREL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPMD vs. FREL - Drawdown Comparison

The maximum SPMD drawdown since its inception was -57.62%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for SPMD and FREL.


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Drawdown Indicators


SPMDFRELDifference

Max Drawdown

Largest peak-to-trough decline

-57.62%

-42.61%

-15.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-8.45%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-24.08%

-17.54%

-6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-34.40%

+10.32%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

-42.61%

+0.75%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.11%

-9.93%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.68%

-0.27%

Volatility

SPMD vs. FREL - Volatility Comparison

SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a higher volatility of 5.07% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.74%. This indicates that SPMD'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


SPMDFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.74%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

9.79%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

13.54%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

18.89%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

20.70%

+0.50%

SPMD vs. FREL - Expense Ratio Comparison

SPMD has a 0.05% 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%.


Dividends

SPMD vs. FREL - Dividend Comparison

SPMD's dividend yield for the trailing twelve months is around 1.21%, less than FREL's 3.20% yield.


PositionTTM20252024202320222021202020192018201720162015
FREL
Fidelity MSCI Real Estate Index ETF
3.20%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.21%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Frequently Asked Questions


SPMD and FREL have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMD has higher volatility (5.07%) compared to FREL (4.74%). In terms of maximum drawdown, SPMD dropped -57.62% vs FREL's -42.61%.

On 10-year performance, SPMD leads with 11.78% vs 6.17% for FREL. On fees, SPMD is cheaper at 0.05% per year. On volatility, FREL has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPMD has performed better with a 11.78% return vs 6.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.05% expense ratio, compared with 0.08% for FREL.

FREL has the higher dividend yield at 3.20%, compared with 1.21% for SPMD.

SPMD is categorized as Mid Cap Blend Equities, while FREL is REIT. SPMD tracks S&P MidCap 400 Index, while FREL tracks MSCI USA IMI Real Estate Index. They also come from different issuers: State Street and Fidelity. Their fees differ too: 0.05% for SPMD and 0.08% for FREL.

SPMD currently has the higher Sharpe Ratio (1.64 vs 0.95), 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.

Portfolio Optimizer

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