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VNQ vs. FSTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNQ vs. FSTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate ETF (VNQ) and Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNQ achieves a 12.51% return, which is significantly higher than FSTA's 10.62% return. Over the past 10 years, VNQ has underperformed FSTA with an annualized return of 5.65%, while FSTA has yielded a comparatively higher 8.01% annualized return.


VNQ

1D
0.92%
1M
4.90%
YTD
12.51%
6M
12.32%
1Y
14.02%
3Y*
10.14%
5Y*
2.55%
10Y*
5.65%

FSTA

1D
0.69%
1M
0.50%
YTD
10.62%
6M
8.66%
1Y
8.41%
3Y*
8.97%
5Y*
7.07%
10Y*
8.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNQ vs. FSTA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNQ
Vanguard Real Estate ETF
12.51%3.24%4.81%11.85%-26.25%40.54%-4.61%28.91%-6.03%4.90%
FSTA
Fidelity MSCI Consumer Staples Index ETF
10.62%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%

Correlation

The correlation between VNQ and FSTA is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.54

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

0.60

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.60

The correlation between VNQ and FSTA shifts across timeframes, from 0.46 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VNQ vs. FSTA — Risk / Return Rank

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

VNQ
VNQ Risk / Return Rank: 3232
Overall Rank
VNQ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 2828
Sortino Ratio Rank
VNQ Omega Ratio Rank: 2828
Omega Ratio Rank
VNQ Calmar Ratio Rank: 3535
Calmar Ratio Rank
VNQ Martin Ratio Rank: 3636
Martin Ratio Rank

FSTA
FSTA Risk / Return Rank: 1919
Overall Rank
FSTA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 1919
Sortino Ratio Rank
FSTA Omega Ratio Rank: 1818
Omega Ratio Rank
FSTA Calmar Ratio Rank: 2020
Calmar Ratio Rank
FSTA Martin Ratio Rank: 1818
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.

VNQ vs. FSTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.


VNQFSTADifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.17

1.10

+0.07

Calmar ratioReturn relative to maximum drawdown

1.56

0.78

+0.78

Martin ratioReturn relative to average drawdown

4.90

1.56

+3.34

VNQ vs. FSTA - Sharpe Ratio Comparison

The current VNQ Sharpe Ratio is 0.96, which is higher than the FSTA Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VNQ and FSTA, 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

VNQ vs. FSTA - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for VNQ and FSTA.


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Drawdown Indicators


VNQFSTADifference

Max Drawdown

Largest peak-to-trough decline

-73.07%

-25.13%

-47.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-9.29%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-17.46%

-11.76%

-5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-16.58%

-17.90%

Max Drawdown (10Y)

Largest decline over 10 years

-42.40%

-25.13%

-17.27%

Current Drawdown

Current decline from peak

0.00%

-4.38%

+4.38%

Average Drawdown

Average peak-to-trough decline

-13.61%

-3.56%

-10.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

4.62%

-1.97%

Volatility

VNQ vs. FSTA - Volatility Comparison

Vanguard Real Estate ETF (VNQ) and Fidelity MSCI Consumer Staples Index ETF (FSTA) have volatilities of 4.72% and 4.62%, 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.


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Volatility by Period


VNQFSTADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.62%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

10.03%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

12.58%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

13.15%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

14.57%

+6.15%

VNQ vs. FSTA - Expense Ratio Comparison

VNQ has a 0.13% expense ratio, which is higher than FSTA's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VNQ vs. FSTA - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 3.54%, more than FSTA's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.15%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%
VNQ
Vanguard Real Estate ETF
3.54%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Frequently Asked Questions


VNQ and FSTA have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VNQ has higher volatility (4.72%) compared to FSTA (4.62%). In terms of maximum drawdown, VNQ dropped -73.07% vs FSTA's -25.13%.

On 10-year performance, FSTA leads with 8.01% vs 5.65% for VNQ. On fees, FSTA is cheaper at 0.08% per year. On volatility, FSTA has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FSTA has performed better with a 8.01% return vs 5.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FSTA is cheaper with a 0.08% expense ratio, compared with 0.13% for VNQ.

VNQ has the higher dividend yield at 3.54%, compared with 2.15% for FSTA.

VNQ is categorized as REIT, while FSTA is Consumer Staples Equities. VNQ tracks MSCI US Investable Market Real Estate 25/50 Index, while FSTA tracks MSCI USA IMI Consumer Staples Index. They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.13% for VNQ and 0.08% for FSTA.

VNQ currently has the higher Sharpe Ratio (0.96 vs 0.57), 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

Find the right allocation for VNQ and FSTA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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