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VGSLX vs. FRIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSLX vs. FRIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX). The values are adjusted to include any dividend payments, if applicable.

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VGSLX vs. FRIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-0.20%3.18%3.67%13.13%-26.20%40.39%-4.75%28.90%-5.99%4.91%
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
0.00%7.10%7.89%9.36%-14.59%18.98%-1.08%17.89%-1.81%6.23%

Returns By Period

Over the past 10 years, VGSLX has underperformed FRIRX with an annualized return of 4.47%, while FRIRX has yielded a comparatively higher 5.26% annualized return.


VGSLX

1D
0.39%
1M
-7.72%
YTD
-0.20%
6M
-2.60%
1Y
0.30%
3Y*
5.86%
5Y*
2.85%
10Y*
4.47%

FRIRX

1D
0.33%
1M
-3.11%
YTD
0.00%
6M
0.98%
1Y
4.37%
3Y*
7.38%
5Y*
3.90%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGSLX vs. FRIRX - Expense Ratio Comparison

VGSLX has a 0.12% expense ratio, which is lower than FRIRX's 0.71% expense ratio.


Return for Risk

VGSLX vs. FRIRX — Risk / Return Rank

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

VGSLX
VGSLX Risk / Return Rank: 77
Overall Rank
VGSLX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGSLX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGSLX Omega Ratio Rank: 77
Omega Ratio Rank
VGSLX Calmar Ratio Rank: 88
Calmar Ratio Rank
VGSLX Martin Ratio Rank: 88
Martin Ratio Rank

FRIRX
FRIRX Risk / Return Rank: 4343
Overall Rank
FRIRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FRIRX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FRIRX Omega Ratio Rank: 4040
Omega Ratio Rank
FRIRX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FRIRX Martin Ratio Rank: 4646
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.

VGSLX vs. FRIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and Fidelity Advisor Real Estate Income Fund Class I (FRIRX). 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.


VGSLXFRIRXDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.91

-0.84

Sortino ratio

Return per unit of downside risk

0.21

1.21

-1.00

Omega ratio

Gain probability vs. loss probability

1.03

1.18

-0.15

Calmar ratio

Return relative to maximum drawdown

0.09

1.10

-1.01

Martin ratio

Return relative to average drawdown

0.35

4.66

-4.31

VGSLX vs. FRIRX - Sharpe Ratio Comparison

The current VGSLX Sharpe Ratio is 0.07, which is lower than the FRIRX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of VGSLX and FRIRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGSLXFRIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.91

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.60

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.56

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.78

-0.48

Correlation

The correlation between VGSLX and FRIRX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VGSLX vs. FRIRX - Dividend Comparison

VGSLX's dividend yield for the trailing twelve months is around 3.99%, less than FRIRX's 4.62% yield.


TTM20252024202320222021202020192018201720162015
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.99%3.92%3.85%3.91%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%
FRIRX
Fidelity Advisor Real Estate Income Fund Class I
4.62%4.62%4.68%5.01%6.08%1.48%4.80%5.70%5.10%4.43%5.05%3.69%

Drawdowns

VGSLX vs. FRIRX - Drawdown Comparison

The maximum VGSLX drawdown since its inception was -73.05%, which is greater than FRIRX's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for VGSLX and FRIRX.


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Drawdown Indicators


VGSLXFRIRXDifference

Max Drawdown

Largest peak-to-trough decline

-73.05%

-34.50%

-38.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-4.30%

-8.12%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

-18.18%

-16.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-34.50%

-7.84%

Current Drawdown

Current decline from peak

-10.88%

-3.11%

-7.77%

Average Drawdown

Average peak-to-trough decline

-12.65%

-3.30%

-9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

1.01%

+2.14%

Volatility

VGSLX vs. FRIRX - Volatility Comparison

Vanguard Real Estate Index Fund Admiral Shares (VGSLX) has a higher volatility of 4.13% compared to Fidelity Advisor Real Estate Income Fund Class I (FRIRX) at 1.57%. This indicates that VGSLX's price experiences larger fluctuations and is considered to be riskier than FRIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGSLXFRIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

1.57%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

2.81%

+6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

4.91%

+11.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

6.53%

+12.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

9.49%

+11.36%