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SPYM vs. FREL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYM vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Portfolio S&P 500 ETF (SPYM) 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, SPYM achieves a 9.10% return, which is significantly lower than FREL's 12.39% return. Over the past 10 years, SPYM has outperformed FREL with an annualized return of 15.52%, while FREL has yielded a comparatively lower 6.17% annualized return.


SPYM

1D
0.53%
1M
-0.85%
YTD
9.10%
6M
9.42%
1Y
25.76%
3Y*
20.95%
5Y*
13.43%
10Y*
15.52%

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)

SPYM vs. FREL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYM
State Street SPDR Portfolio S&P 500 ETF
9.10%17.79%25.00%26.24%-18.09%28.78%18.49%31.99%-4.78%21.30%
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 SPYM and FREL is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.47

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

0.60

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

0.57

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

0.58

Over the past year, the correlation between SPYM and FREL has dropped to 0.32 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

SPYM vs. FREL — Risk / Return Rank

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

SPYM
SPYM Risk / Return Rank: 7070
Overall Rank
SPYM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPYM Omega Ratio Rank: 7272
Omega Ratio Rank
SPYM Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPYM Martin Ratio Rank: 7676
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.

SPYM vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio S&P 500 ETF (SPYM) 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.


SPYMFRELDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.36

1.17

+0.19

Calmar ratioReturn relative to maximum drawdown

2.75

1.53

+1.22

Martin ratioReturn relative to average drawdown

12.42

4.80

+7.62

SPYM vs. FREL - Sharpe Ratio Comparison

The current SPYM Sharpe Ratio is 2.00, which is higher than the FREL Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SPYM 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

SPYM vs. FREL - Drawdown Comparison

The maximum SPYM drawdown since its inception was -54.46%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for SPYM and FREL.


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Drawdown Indicators


SPYMFRELDifference

Max Drawdown

Largest peak-to-trough decline

-54.46%

-42.61%

-11.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.45%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-17.54%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-34.40%

+9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.87%

-42.61%

+8.74%

Current Drawdown

Current decline from peak

-2.35%

0.00%

-2.35%

Average Drawdown

Average peak-to-trough decline

-7.15%

-9.93%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.68%

-0.71%

Volatility

SPYM vs. FREL - Volatility Comparison

The current volatility for State Street SPDR Portfolio S&P 500 ETF (SPYM) is 4.33%, while Fidelity MSCI Real Estate Index ETF (FREL) has a volatility of 4.74%. This indicates that SPYM experiences smaller price fluctuations and is considered to be less risky 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


SPYMFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.74%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

9.79%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

13.54%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

18.89%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

20.70%

-2.67%

SPYM vs. FREL - Expense Ratio Comparison

SPYM has a 0.02% 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

SPYM vs. FREL - Dividend Comparison

SPYM's dividend yield for the trailing twelve months is around 1.29%, 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%
SPYM
State Street SPDR Portfolio S&P 500 ETF
1.29%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%

Frequently Asked Questions


SPYM and FREL have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FREL has higher volatility (4.74%) compared to SPYM (4.33%). In terms of maximum drawdown, SPYM dropped -54.46% vs FREL's -42.61%.

On 10-year performance, SPYM leads with 15.52% vs 6.17% for FREL. On fees, SPYM is cheaper at 0.02% per year. On volatility, SPYM has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPYM has performed better with a 15.52% return vs 6.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYM is cheaper with a 0.02% expense ratio, compared with 0.08% for FREL.

FREL has the higher dividend yield at 3.20%, compared with 1.29% for SPYM.

SPYM is categorized as S&P 500, while FREL is REIT. SPYM tracks S&P 500 Index, while FREL tracks MSCI USA IMI Real Estate Index. They also come from different issuers: State Street and Fidelity. Their fees differ too: 0.02% for SPYM and 0.08% for FREL.

SPYM currently has the higher Sharpe Ratio (2.00 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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